Sentences with phrase «of volatility expectations»

Not exact matches

He and his colleagues at Edward Jones are hedging their bets, expecting at least some volatility in the likelihood that a few of Trump's economic initiatives underwhelm investors» lofty expectations.

«Even though payrolls came in pretty much in line with expectations, it's encouraging to see this type of growth in the face of geopolitical tensions, trade negotiations, and pronounced market volatility.

A spate of valuations below expectations has many tech investors worried but the problem is likely just normal Silicon Valley volatility.

Formally called the Cboe Volatility Index, the VIX measures market expectations of near - term volatility conveyed by S&P 500 stock index optiVolatility Index, the VIX measures market expectations of near - term volatility conveyed by S&P 500 stock index optivolatility conveyed by S&P 500 stock index option prices.

The debut of the first futures contract on an established exchange was relatively orderly, in contrast to expectations of high volatility and traders short selling, or betting against, bitcoin.

After a rough summer of market volatility and expectations of rising interest rates, bonds are back.

Actual results, including with respect to our targets and prospects, could differ materially due to a number of factors, including the risk that we may not obtain sufficient orders to achieve our targeted revenues; price competition in key markets; the risk that we or our channel partners are not able to develop and expand customer bases and accurately anticipate demand from end customers, which can result in increased inventory and reduced orders as we experience wide fluctuations in supply and demand; the risk that our commercial Lighting Products results will continue to suffer if new issues arise regarding issues related to product quality for this business; the risk that we may experience production difficulties that preclude us from shipping sufficient quantities to meet customer orders or that result in higher production costs and lower margins; our ability to lower costs; the risk that our results will suffer if we are unable to balance fluctuations in customer demand and capacity, including bringing on additional capacity on a timely basis to meet customer demand; the risk that longer manufacturing lead times may cause customers to fulfill their orders with a competitor's products instead; the risk that the economic and political uncertainty caused by the proposed tariffs by the United States on Chinese goods, and any corresponding Chinese tariffs in response, may negatively impact demand for our products; product mix; risks associated with the ramp - up of production of our new products, and our entry into new business channels different from those in which we have historically operated; the risk that customers do not maintain their favorable perception of our brand and products, resulting in lower demand for our products; the risk that our products fail to perform or fail to meet customer requirements or expectations, resulting in significant additional costs, including costs associated with warranty returns or the potential recall of our products; ongoing uncertainty in global economic conditions, infrastructure development or customer demand that could negatively affect product demand, collectability of receivables and other related matters as consumers and businesses may defer purchases or payments, or default on payments; risks resulting from the concentration of our business among few customers, including the risk that customers may reduce or cancel orders or fail to honor purchase commitments; the risk that we are not able to enter into acceptable contractual arrangements with the significant customers of the acquired Infineon RF Power business or otherwise not fully realize anticipated benefits of the transaction; the risk that retail customers may alter promotional pricing, increase promotion of a competitor's products over our products or reduce their inventory levels, all of which could negatively affect product demand; the risk that our investments may experience periods of significant stock price volatility causing us to recognize fair value losses on our investment; the risk posed by managing an increasingly complex supply chain that has the ability to supply a sufficient quantity of raw materials, subsystems and finished products with the required specifications and quality; the risk we may be required to record a significant charge to earnings if our goodwill or amortizable assets become impaired; risks relating to confidential information theft or misuse, including through cyber-attacks or cyber intrusion; our ability to complete development and commercialization of products under development, such as our pipeline of Wolfspeed products, improved LED chips, LED components, and LED lighting products risks related to our multi-year warranty periods for LED lighting products; risks associated with acquisitions, divestitures, joint ventures or investments generally; the rapid development of new technology and competing products that may impair demand or render our products obsolete; the potential lack of customer acceptance for our products; risks associated with ongoing litigation; and other factors discussed in our filings with the Securities and Exchange Commission (SEC), including our report on Form 10 - K for the fiscal year ended June 25, 2017, and subsequent reports filed with the SEC.

His expectation is that the overall volatility of a portfolio 30 percent in short - term bonds and 70 percent in stocks is going to be on par with one that is 40 percent invested in a fund tracking the Bloomberg Barclays U.S. Aggregate index and 60 percent in stocks.

Perhaps if we had the stomach for a little more volatility at the time, and raised interest rates beyond the expectations of the futures market, the severity of the ensuing crises could have reduced.

Yet volatility is still below its long - term average, and the low - volatility climate of the past few years is incompatible with a world marked by slow growth, unstable inflation expectations and a likely Federal Reserve rate hike before year's end.

«Our expectation is for pockets of volatility on an idiosyncratic basis around these events, rather than a wholesale sea change of volatility,» said Ben Robins, portfolio specialist at T. Rowe Price.

As you can see when looking at the other asset allocations, adding more fixed income investments to a portfolio will slightly reduce one's expectations for long - term returns, but may significantly reduce the impact of market volatility.

The CBOE Volatility Index, known by its ticker symbol VIX, is a popular measure of the stock market's expectation of volatility implied by S&P 500 index options, calculated and published by the Chicago Board Options ExchanVolatility Index, known by its ticker symbol VIX, is a popular measure of the stock market's expectation of volatility implied by S&P 500 index options, calculated and published by the Chicago Board Options Exchanvolatility implied by S&P 500 index options, calculated and published by the Chicago Board Options Exchange (CBOE).

The U.K. referendum, while adding volatility, reinforced some of these trends, most notably driving expectations that the U.S. Federal Reserve (Fed) would keep interest rates low for longer.

Among them are factors I've discussed at length elsewhere — a weaker U.S. dollar, a steadily flattening yield curve, heightened market volatility, overvalued U.S. stocks, expectations of higher inflation, trade war jitters, geopolitical risks and more.

The CBOE Market Volatility Index measures market expectations of near - term volatility conveyed by S&P 500 stock index optiVolatility Index measures market expectations of near - term volatility conveyed by S&P 500 stock index optivolatility conveyed by S&P 500 stock index option prices.

Rick Frisbie: I think there are some expectations of uncertainty out there when you look at implied dollar futures out around the election, there is some expected volatility, but certainly we have lived in this kind of «TINA» world («There Is No Alternative») to equities and that has been a big boon for them.

[1] The Chicago Board of Exchange (CBOE) Volatility Index (VIX) measures expectations of 30 - day volatility, based on the implied volatilities of a range of S&P 500 indeVolatility Index (VIX) measures expectations of 30 - day volatility, based on the implied volatilities of a range of S&P 500 indevolatility, based on the implied volatilities of a range of S&P 500 index options.

In contrast, Treasury yield volatility has recently headed lower — even as five - year Treasury yields have risen along with expectations of a March rate increase.

In the context of a fixed exchange rate, implied volatility largely reflects the expectations of an upward or downward adjustment to the peg.

The movement of this wave demonstrates changing trader expectations of the futures stock market volatility.

Despite what most observers see as highly uncertain environment, market expectations of near term volatility are near record lows suggesting scope for sudden disillusionment.

Also implied volatilities were larger for «out of the money» options to buy renminbi, than for equally «out of the money» options to sell the currency, thereby suggesting that the balance of expectations was skewed towards an appreciation of the Chinese currency against the US dollar.

Stocks won't necessarily suffer a major decline, but investors should lower their expectations, as I believe the strong returns and low volatility of recent years appear unlikely to repeat.

The subcomponents show that consumers have stronger reactions to current conditions than to expectations about the future, as indicated by the higher volatility of the present situation index.

This higher tendency toward the middle in expectations dampens the volatility of the index relative to the present conditions index.

What we can see though is higher volatility & bigger gains in good years for the all - value & small - cap tilted age - 25 target date portfolios, which fits with expectations of them having higher risks and returns over time.

CBOE Volatility Index: is a key measure of market expectations of near - term volatility conveyed by S&P 500 stock index optiVolatility Index: is a key measure of market expectations of near - term volatility conveyed by S&P 500 stock index optivolatility conveyed by S&P 500 stock index option prices.

There have been 11 major crises in recent years that spiked the Volatility Index (VIX), a measure of Chicago options that shows market expectations for vVolatility Index (VIX), a measure of Chicago options that shows market expectations for volatilityvolatility.

The bars in the chart below show our annual return assumptions for selected asset classes over the next five years, while the dots show our expectations of volatility.

The CBOE Market Volatility ® Index (VIX) shows the market's expectation of 30 - day vVolatility ® Index (VIX) shows the market's expectation of 30 - day volatilityvolatility.

My expectation was that the portfolio drawdown and volatility would be reduced, since the «Permanent ETF Portfolio» had a drawdown of -26.52 % (still significantly better than SPY's 51.88 % over the same period) and volatility of 12.1 %.

Of course, the problem is that most traders don't properly manage their expectations, such as accounting for volatility, before putting on a position.

The notion of risk - return expectations and expected volatility should be a better way to build portfolios.

All volatility, beta, and tracking error expectations are based upon an exponential decay - weighted estimation of recent volatility, beta, and tracking error and are not a guarantee of future volatility, beta, or tracking error.

Run at a 10 % volatility, a 0.8 Sharpe ratio generates excess returns of 8 % annualized — far above our expectations for any traditional asset class or risk premia.

However, to price a LEAPS ® option, it is necessary to predict the volatility (expectation of price fluctuation) of the underlying stock and interest rates over 2 1/2 years; this is difficult even for most professionals.

1The Chicago Board Options Exchange (CBOE) Volatility Index (VIX) is a key measure of market expectations of near ‐ term volatility conveyed by S&P 500 stock index optiVolatility Index (VIX) is a key measure of market expectations of near ‐ term volatility conveyed by S&P 500 stock index optivolatility conveyed by S&P 500 stock index option prices.

The CBOE Volatility Index, known by its ticker symbol VIX, is a popular measure of the stock market's expectation of volatility implied by S&P 500 index options, calculated and published by the Chicago Board Options ExchanVolatility Index, known by its ticker symbol VIX, is a popular measure of the stock market's expectation of volatility implied by S&P 500 index options, calculated and published by the Chicago Board Options Exchanvolatility implied by S&P 500 index options, calculated and published by the Chicago Board Options Exchange (CBOE).

He added that helping clients periodically re-assess their risk tolerance is a key way advisors can demonstrate value by highlighting long - term rates of return from capital markets to ensure realistic returns and volatility expectations are set.

While I think it's reasonable to lower your expectations for bond market returns and allow for higher volatility because of the level of rates, it seems to me that many of the fears about fixed income are overblown.

I guess if the expectations of Fed policy get low enough, it will overcome the increase in swaption volatility.

CBOE Volatility Index ® The Chicago Board Options Exchange (CBOE) Volatility Index ® (VIX ® Index ®) shows the market's expectation of 30 - day vVolatility Index ® The Chicago Board Options Exchange (CBOE) Volatility Index ® (VIX ® Index ®) shows the market's expectation of 30 - day vVolatility Index ® (VIX ® Index ®) shows the market's expectation of 30 - day volatilityvolatility.

A VIX, commonly referred to as the «Fear Index,» is the ticker symbol for the Chicago Board Options Exchange (Cboe) Volatility Index and measures the market's expectation of 30 - day vVolatility Index and measures the market's expectation of 30 - day volatilityvolatility.

For example, some investors own a mix of stocks and bonds, with the expectation that in times when stock markets decline, bonds will perform better, helping to minimize the volatility of the overall portfolio.

These objectives and constraints, considered in the light of investment market expectations (expected returns, return volatilities, and return correlations), will dictate the appropriate investment strategies to be followed, including asset allocation and selection, the investment style to be pursued, and the appropriate way to monitor and evaluate performance.

But while gold is a good hedge against inflation in expectation value, it's not a good hedge in terms of volatility.

Many of these retirement funds are under - funded, plus they have unrealistic return expectations to boot... They desperately need diversification & equity - like returns, but are equally desperately to avoid the associated volatility, which they obviously can't afford — hedge funds represent the obvious solution.

Stresses in the repo market are amplifying price swings in government bonds and related debt markets at a time when many investors are reshuffling their portfolios around new interest - rate expectations, following a period of low volatility, traders and analysts...

Portfolio volatility has a large negative impact on investment performance and is one of the major reasons investors» long term returns fall far short of expectations.