Sentences with phrase «relative volatility changes»
Bollinger Bands show relative volatility changes through the width of the bands themselves — the wider the bands, the greater the volatility.
https://www.oanda.com/ Not exact matches
Rapid demand growth; commodity price volatility; the influence of a broad range of global conditions on wages: all these factors can trigger large changes in relative prices, and this makes the job of capturing underlying inflation harder.
Looking at monthly Bloomberg data from 1994 to the present, changes in the VIX Index, a measure of U.S. equity volatility, explain nearly 20 % of the variation in the relative return between gold and the S&P 500 Index.
In this blog, we continue the analysis to see if there is a relationship between the magnitude of interest rate change and magnitude of active return of the low volatility index relative to the S&P Read more -LSB-...]
Wind fields are capable of great volatility and very rapid global - scale teleconnections, and they are efficient generators of oceanic circulation changes and (more speculatively) of multiple states relative to great ice sheets.
In this blog, we continue the analysis to see if there is a relationship between the magnitude of interest rate change and magnitude of active return of the low volatility index relative to the S&P 500.
This can be seen in the chart below, which depicts the relationship between the excess monthly return of dividend - paying stocks (represented by the S&P 500 Low Volatility High Dividend Index relative to the S&P 500 Index) to the monthly change in the 10 - year Treasury yield.
Because of that volatility, some of the relative comparisons in the above chart between Sabra and its peers may have changed a bit.
Watching how individual investments change in value in relation to changes in general market conditions and in relation to each other provides valuable information as to relative volatility, correlation, and suitability of your investment choices to your long term goals.
Relative volatility expectations explain why a 2 % daily change in the value of a major currency may shock markets whereas a 4 % daily move in Bitcoin is considered fairly standard.