Sentences with phrase «of volatility in equity markets»

Not exact matches

Mike Gallagher, head of markets research at Continuum Economics, discusses volatility in the equity market.

«These homes are stores of value and they have proven over time to have a positive return without the kinds of volatility you get in equity markets.»

Citigroup said the sharp rise in stock trading revenue was a byproduct of increased market volatility in equity markets.

The determination of Albertsons» majority owner, private equity firm Cerberus Capital Management LP, to carry out the IPO despite volatility in the stock markets underscores its confidence that it can fetch a high valuation for Albertsons.

It isn't just equities: Bank of America Merrill Lynch has a Move Index that looks at expected volatility in the U.S. Treasury market.

«This is not the first time that massive volatility has found its way into the Chinese equity market,» said Peter Alexander, the founder and managing director of Z - Ben Advisors, a financial consultancy based in Shanghai.

Goldman also pointed to some technical factors producing headwinds that are normalizing, including pressure on short - term funding markets due to repatriation of cash parked in short - term credit, and reduced appetite for selling equity volatility.

Macro: The Macro strategy's strongest contributions came from long equity and Energy - sector positioning as low volatility and sustained, upward trends in these markets continued driving returns throughout most of January.

The asymmetric volatility phenomenon is the observed tendency of equity market volatility to be higher in declining markets...

And, as noted by Christopher Metli, in our Institutional Equity Division, there was an unusually high number of volatility shorts in the market heading into this week, which may help to explain (some of) the large swings in VIX.

Given the recent volatility in US equities, perhaps now is a good time to analyze the current state of the financial markets.

The investments are subject to the volatility of the financial markets, including that of equity and fixed income investments in the U.S. and abroad, and may be subject to risks associated with investing in high - yield, small - cap, and foreign securities.

Volatility in equity markets is, of course, not always a reflection of weak economic fundamentals.

The iShares Edge MSCI Min Vol Emerging Markets ETF seeks to track the investment results of an index composed of emerging market equities that, in the aggregate, have lower volatility characteristics relative to the broader emerging equity mMarkets ETF seeks to track the investment results of an index composed of emerging market equities that, in the aggregate, have lower volatility characteristics relative to the broader emerging equity marketsmarkets.

While the VIX and other measures of equity market volatility are flirting with historic lows, volatility in other asset classes remains elevated relative to the summer levels.

Low volatility is in the headlines, with the VIX gauge of equity market volatility sitting near its lowest levels since the early 1990s.

Although we can not guarantee how the fund will perform in the future, NEARX has historically shown an ability to dodge the dramatic swings and volatility in the equity market, similar to the ones we experienced during the first decade of the century.

Overall, implied volatilities of foreign exchange rates have exhibited a less clear trend than those observed in equity and fixed - interest markets.

February's volatility in the equities market was a reminder of how important it is to keep money for short - term goals out of the stock market.

In spite of the Chinese stock market's perceived relative unimportance, the Chinese authorities have pulled out all the stops to ensure that equity volatility does not spill over into the wider economy.

In this box we use the implied volatility of options [1] to contrast fixed - interest and equity markets, where implied volatility has declined noticeably, with foreign exchange markets where volatility has not fallen as sharply.

The stock market has taken investors on a wild ride in recent days, but Mike Wilson, Morgan Stanley's chief investment officer and chief U.S. equity strategist, doesn't think the sudden spike in volatility portends the start of a bear market.

While the early - 2017 Federal Reserve minutes «expressed concern [about] the low level of implied volatility in equity markets,» it is worth noting that the SPX implied volatility levels at both 80 % and 90 % moneyness (corresponding with out - of - the - money puts used for portfolio protection) generally were much higher than the VIX levels.

Dividend stocks are enticing to investors during periods of volatility because in such a market they tend to perform well relative to more growth - oriented or higher - risk equities.

The VIX, a measure of the expected equity - market volatility as determined by put and call prices on S&P 500 Index options, trailed lower in 2017 and remains well below its historical average.

If much of the investment into bond mutual funds that has occurred the last couple of years is for purposes of dampening the volatility of a portfolio — and with the 10 - Year Treasury yield at 1.8 percent it's difficult to argue for a different motivation - then it's important to think through the thesis that bonds will defend a balanced portfolio in an equity bear market in the same way they have, especially to the extent they have in the last two bear markets.

I have underlined several times that while we did see volatility in the equity market in Q1» 18, the bond market was numb to any market movements; while Treasuries were falling, junk bonds didn't widen much compared to how they were trading at the beginning of the year.

A number of factors appear to have contributed to the selloff in equity markets that commenced last week and picked up steam in a volatility - driven decline on Monday, 5 February.

A return of market volatility appeared to give Goldman's traders an edge, with the department posting its highest equities trading revenue in three years.

What the chart above shows is that the fund has historically demonstrated a greater likelihood of dodging the dramatic swings the equity market has experienced in times of uncommonly high volatility.

That said, John's comment is worth reading in its entirety, if only to realize that volatility remains an inherent part of equity markets.

Anecdotally, broad knowledge about the risk of systematic selling kept many investors fearful and waiting on the sidelines (both in equity and volatility markets).

All markets will continue to focus on the volatility in the equity and bond markets, geopolitical events, developments with the Trump Administration, corporate earnings, oil prices, and will turn to this afternoon's Commitment of Traders Report, followed by reports Monday on Chinese PMI, German CPI and Retail Sales, US Personal Income, Personal Spending, PCE, Chicago PMI, Pending Home Sales, and the Dallas Fed's Manufacturing Index for near term direction.

«Stock markets are historically sensitive to uncertainty, and looming continual rate increases along with a contentious presidential election cycle [could] create a fair amount of volatility in the U.S. equity markets for 2016,» Cousino says.

Volatility clustered in February this year after a protracted calm in 2017, roiling global equities, currencies, bonds and commodity markets and this led it to remain elevated through the end of March.

Although volatility returned to US equities in the early months of the year, the country's economy remains strong and markets appear well placed to continue their upward trend

As such, any spike in equity market realized volatility, even to historical average levels, has the potential to drive a significant amount of equity selling (much of it automated).

Q: In spite of different risk factors, equity - market volatility remains near historic lows.

This is a defensive allocation, as a result of recent volatility and negative performance in a variety of equity, commodity and bond markets.

Equity market volatility has increased from the very low levels of last year, partly because of concerns about the direction of international trade policy in the United States.

In the event of financial turmoil affecting the banking system and financial markets, additional consolidation of the financial services industry, or significant financial service institution failures, there could be tightening in the credit markets, low liquidity and extreme volatility in fixed income, credit, currency and equity marketIn the event of financial turmoil affecting the banking system and financial markets, additional consolidation of the financial services industry, or significant financial service institution failures, there could be tightening in the credit markets, low liquidity and extreme volatility in fixed income, credit, currency and equity marketin the credit markets, low liquidity and extreme volatility in fixed income, credit, currency and equity marketin fixed income, credit, currency and equity markets.

The past year brought steady gains and remarkably low level of volatility in the world equity markets.

A secular bull market in fixed income assets delivered bond investors equity - like returns with little volatility for the better part of three decades.

«Many investors are focused on volatility of the equity markets and are interested in tools that could help manage or incorporate volatility in sophisticated portfolios,» said Michael L. Sapir, Chairman and CEO of ProShare Capital Management, the sponsor of the funds.

More bond market corrections have taken place since the market lost 15 % in 2009, despite the new level of volatility, bonds are still considerably less volatile than equities.

This is a defensive allocation, as a result of recent volatility and negative performance in a variety of equity, commodity and bond markets.

Take a deeper dive into the Defined Risk Strategy (DRS) and learn how since inception in 1997 this distinct, hedged - equity investment approach has posted an enviable track record of consistent returns with reduced volatility across full market cycles.

This is still a somewhat a defensive allocation, as a result of recent volatility and negative performance in a variety of equity, commodity and bond markets.

The offering of the new ETFs has closed, and they will begin trading on the Toronto Stock Exchange today: BMO Low Volatility International Equity Hedged to CAD ETF (Ticker: ZLD): This ETF is designed for investors looking to invest in international equities with greater downside protection than market capitalization weighted products.

This led to bouts of high volatility throughout the year and a generally lackluster performance in the equity markets.