Sentences with phrase «price volatility measures»

Stock price volatility measures how «bouncy» a stock's price is.

Not exact matches

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.

Duration is a calculation, expressed in years, that measures a bond's coupon - weighted term - weighted price volatility.

Our paper examines a comprehensive suite of volatility measures including actual volatility, volatility implied by option pricing, beta, credit default spreads, preferred stock yields and earnings price ratios.

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.

Our proprietary Block Tribune Volatility Index is a measure of daily price variability compared with variability over the prior 30 days.

She modifies this strategy to investigate correlation and volatility effects by: (1) measuring also during the selection phase return correlations and sum of volatilities based on daily closing prices for each possible stock pair; (2) allocating each pair to a correlation quintile (ranked fifth) and to a summed volatility quintile; and, (3) randomly selecting 20 twenty pairs out of each of the 25 intersections of correlation and summed volatility quintiles.

Does the U.S. stock market volatility risk premium (VRP), measured as the difference between the volatility implied by stock index option prices recent actual index volatility, usefully predict stock market returns?

In conjunction with stock valuation ratios like the price - to - earnings ratio and the price - to - earnings - growth ratio, a stock's measure of volatility known as beta can help investors build a diversified...

[2] The first two underlying measures in the table are exclusion - based, with prices that either have a high average volatility, or which are not market - determined, permanently excluded from the CPI basket.

Central bank bond - buying measures in most of the world have helped to increase liquidity, support asset prices, and smooth volatility.

Still, the sudden slide means implied volatility — a measure of expected swings priced in options contracts — has soared.

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.

Beta Beta measures a stock's price volatility relative to the S&P 500.

1 Some people refer to duration as a measure of bond price volatility, but volatility is something different.

The risk exposure to which you exposed your capital, measured not by volatility in market quotation but in the price paid relative to intrinsic value with an adjustment for the potential of wipeout, is the real secret of building wealth over the long term.

Beta measures a stock's price volatility relative to the S&P 500.

Beta measures a stock's price volatility relative to the market as a whole.

Due to the lower price volatility of the Australian market during the past seven years, whether measured on local - currency or common - currency terms, the Australian market has outperformed the US market on a risk - adjusted basis.

«Identifying VXX / XIV Tendencies» finds that S&P 500 implied volatility index (VIX) futures roll return, as measured by the percentage difference in settlement price between the nearest and next nearest VIX futures, may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) returns.

«When people do try to measure investment risk, they typically assess the historic volatility of an investment compared to that of the overall market (known as beta), which derives from capital asset pricing theory.

Volatility is a concept that measures the variance of the price of a certain financial instrument within a certain period of time.

Scrambling to hedge their positions against further losses, investors bid up the prices of options, leading to the surge in the VIX, a gauge that measures the implied volatility of near - term S&P 500 index options.

The measures involve working towards making the market work better to reduce price volatility, ensuring the best use of existing oil resources, accelerating a switch to alternative energy sources and further investment in alternative energy supplies.

Simply put, volatility is the measure of «nervousness» that's in the markets, based on a sense of uncertainty as far as what the futures prices might do, or where those prices might go.

Valuation Summary: Miscellaneous Factors Beta Beta measures a stock's price volatility relative to the S&P 500.

There are all kinds of charting tools to measure historical volatility, and it's good to study them to get a «feel» for how a market's prices will have regular peaks and valleys, especially more seasonal - based commodities like the grains (corn, wheat, soybeans, etc.) and for the most part the softs (coffee, sugar, cocoa, etc.).

Beta measures a stock's price volatility relative to the market as a whole (represented by the S&P 500).

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.

Finally, if you want to reduce the wild price swings in your portfolio then look for companies with a low beta — a measure of volatility.

It's important to realize that volatility measures changes of the price over time, so the relationship between it and delta / gamma is not quite straightforward.

Miscellaneous Factors Beta Beta measures a stock's price volatility relative to the S&P 500.

Traders use vega to measure the impact of changes in the underlying volatility to the price of an options contract.

It measures a stock's relative volatility — that is, it shows how much the price of a particular stock jumps up and down compared with how much the stock market as a whole jumps up and down.

Volatility is a commonly measured unit of risk in the financial world because a stock's volatility dictates how often we will be able to sell at the prices Volatility is a commonly measured unit of risk in the financial world because a stock's volatility dictates how often we will be able to sell at the prices volatility dictates how often we will be able to sell at the prices we desire.

She modifies this strategy to investigate correlation and volatility effects by: (1) measuring also during the selection phase return correlations and sum of volatilities based on daily closing prices for each possible stock pair; (2) allocating each pair to a correlation quintile (ranked fifth) and to a summed volatility quintile; and, (3) randomly selecting 20 twenty pairs out of each of the 25 intersections of correlation and summed volatility quintiles.

We did not include quality measures related to the quality of corporate governance or practitioner - oriented measures of investment quality, e.g., earnings - to - price ratios or low volatility.

The 10 - year standard deviation (a measure of price volatility) of the bond fund, according to the Morningstar website, is 5.06 percent while the standard deviation for the stock market fund is 15.75 percent.

Miscellaneous Factors Beta measures a stock's price volatility relative to the S&P 500.

It's certainly helpful to try out different volatility measures, multiples, and price anchors.

Beta measures a stock's price volatility relative to the S&P 500.

Greenwald, et al., discuss risk in general but do admit that relative price volatility in the securities market may not be an adequate measure of risk.

Valuation Summary: Miscellaneous Factors Beta measures a stock's price volatility relative to the S&P 500.

In conjunction with stock valuation ratios like the price - to - earnings ratio and the price - to - earnings - growth ratio, a stock's measure of volatility known as beta can help investors build a diversified...

Bollinger Bands are a technical analysis tool and volatility indicator developed by John Bollinger in the 1980s that measures deviations in price relative to previous trades.

The average trading range has been declining in April as measured by the ATR as price volatility has decreased.

Volatility is the measure of how drastically a market's prices change.

Securities which demonstrate sufficiently high liquidity and low price volatility based on meeting specific price risk and liquidity risk measures.

A measure of bond price volatility.

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.