Sentences with phrase «showing high volatility»

After grabbing headlines during recent months for generating phenomenal returns, cryptocurrency prices have dipped substantially, with the market showing high volatility.

While micro-caps have shown the highest volatility compared with other capitalization ranges, in the context of this upside / downside measure they possessed the most favorable return dynamics.

Not exact matches

Here we show that traders with exogenously induced short - term elevations in cortisol adopt riskier investment strategies and that higher overall cortisol in the market predicts higher aggregate mispricing and volatility.

... volatility has finally reached a high enough level where history shows you can make big money from it... as volatility settles down, you make REAL MONEY in stocks.

In this paper, Yang and his colleagues show that selling price data increases volatility and increases the cost of capital (which typically indicates that investments are higher risk).

The first price chart below shows that the levels for the Cboe Crude Oil Volatility Index (OVX) were higher than those for the VXST and VIX indexes in January, but today the the VXST and VIX rose much higher than the OVX Index — in general, implied volatility now is higher for the S&P 500 than it is for the USVolatility Index (OVX) were higher than those for the VXST and VIX indexes in January, but today the the VXST and VIX rose much higher than the OVX Index — in general, implied volatility now is higher for the S&P 500 than it is for the USvolatility now is higher for the S&P 500 than it is for the USO Oil ETF.

Volatility soared when the United Kingdom voted to exit the European Union (EU), with the VIX index of U.S. equity market volatility spiking to near 2016 highs, as Bloomberg dVolatility soared when the United Kingdom voted to exit the European Union (EU), with the VIX index of U.S. equity market volatility spiking to near 2016 highs, as Bloomberg dvolatility spiking to near 2016 highs, as Bloomberg data shows.

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.

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.

The analysis is in, and it shows the general election saw the second highest electoral volatility — the movement of votes between parties — since 1931.

History shows that times of high market volatility are good times to be in growth investments such as dividend - paying stocks.

The back - tested results of the 17 - year period ending Feb. 28, 2017, show that the S&P U.S. High Yield Low Volatility Corporate Bond Index may offer an intersection that bridges the volatility gap between the high - yield and investment - grade bond sectors, with increased return efficieHigh Yield Low Volatility Corporate Bond Index may offer an intersection that bridges the volatility gap between the high - yield and investment - grade bond sectors, with increased return eVolatility Corporate Bond Index may offer an intersection that bridges the volatility gap between the high - yield and investment - grade bond sectors, with increased return evolatility gap between the high - yield and investment - grade bond sectors, with increased return efficiehigh - yield and investment - grade bond sectors, with increased return efficiency.

I.e., for any profitable strategy, odds are that it will show higher returns during periods of high volatility, so I'd be more interested in something like a Sharpe Ratio per trade when comparing subsets of trades.

The graph shows that high multiples almost always coincide with low economic volatility, and bubble valuations coincide with very low volatility.

The table shows that higher the duration, higher the volatility.

As the first graph in the text shows and this graph confirms, it's extremely rare to see high P / E multiples during (or even following) periods of high economic volatility.

Investment - grade corporate debt offers higher yields than long - end Treasuries at less than half the volatility, our analysis shows.

A study Barry Feldman and Dhruv Roy, cleraly shows the BXM Index (CBOE S&P 500 BuyWrite Index), a benchmark for an S&P 500 - based covered call strategy, had slightly higher returns and significantly less volatility than the S&P 500 over a time period of almost 16 years, despite the fact that covered calls have a truncated upside in the short term.

Although there's no relationship to speak of in the middle quintiles, the lowest quintile of volatility shows the highest average returns, and the highest quintile of volatility shows the lowest average returns.

Numerous studies have shown that stocks with lower price volatility have generated higher (not lower) returns for investors.

Figure 1 shows how strategies that attempt to manage volatility or risk gave a higher Sharpe ratio, with a lower drawdown and volatility — but, in many cases, also deliver a lower return.

Daniel and Moskowitz (2013) and Barroso and Santa - Clara (2014) show that extreme volatility tends to be predictive of subsequent momentum crashes and Granger et al. (2014) show how optionality imbedded in a rebalancing strategy is a timing mechanism that can help generate a higher return and a higher Sharpe ratio, albeit at a cost of altering higher moments.

An analysis of volatility portfolio performance of common stock on the major US exchanges from 1968 to 2015 shows low volatility stocks deliver significantly higher excess returns.

Defensive low volatility strategies have shown to deliver superior returns with exposure to much lower risk over aggressive high volatility strategies.

These PIPs use the same kind of strategy used for high - net - worth pension funds, aiming to avoid volatility that can leave investors with little to show for their diligent saving.

In the Part 1 of this series we discussed the evidence that has come to light over the past 40 years that shows us that low volatility stocks out - perform high volatility stocks.

This showed the benefit of using the low volatility screen as a quality measure to exclude those high - yielding stocks with depressed stock prices (see Exhibit 2).

AAII Model Portfolios Record Market Volatility Affects Model Shadow Stock Portfolio High levels of volatility caused the portfolio to show a year - to - date loss at the end Volatility Affects Model Shadow Stock Portfolio High levels of volatility caused the portfolio to show a year - to - date loss at the end volatility caused the portfolio to show a year - to - date loss at the end of August.

High levels of volatility caused the portfolio to show a year - to - date loss at the end of August.

Though this is a positive, it is important to note that Stovall also found that preferred stocks experienced a higher level of volatility than bonds or common stock, as is shown in the table below.

In the Journal of Index Investing, the author espouses, «Compelling empirical evidence has shown that lower volatility stocks... have historically outperformed their higher - volatility counterparts.»

The low volatility anomaly research shows that in contrast to established academic research stocks with lower volatility (or beta) actually outperform higher volatility.

Both volatility measures ended the month at the highs of the month and are starting to show a little more fear going into the final week before the US election.

There are 2 Issues I see that the article makes: 1 > Negative - Sum - Game: Isn't someone who's an intra-day trader or even a high frequency trader doing the same thing in Equity markets 2 > Leverage: The Idea of options is based on leverage, and apparently option trading has shown to reduce volatility.

The statistics that I have seen on the returns on commodities, over the past two decades or so, have generally shown that they exhibit lower expected returns and higher price volatility than equities.

The «A + Metric Rated ETF» field, available to ETFdb Pro members, shows the ETF in the Volatility Hedged Equity with the highest Metric Realtime Rating for each individual field.

The investment shown by the discounted - flows - of - cash calculation to be the cheapest is the one that the investor should purchase — irrespective of whether the business grows or doesn't, displays volatility or smoothness in its earnings, or carries a high price or low in relation to its current earnings and book value.

Due to current market volatility, current performance may be lower or higher than the figures shown.

«The projects we launched in December, «Tokenstars» Team» token sale and Crypto Xmas Charity Auction, have shown that bitcoin is being used less for payments now — When compared to our ACE ICO from fall 2017, there is a sharp decline in bitcoin transactions — Bitcoin became too expensive for making regular payments and instead, bitcoin's volatility and high commissions turned it into an investment tool,» Tokenstars CEO, Pavel Stukolov explains to news.Bitcoin.com.

The move came amid remarks that incredibly high price volatility that the bitcoin has shown recently hampers transactions, makes them too slow and for a big commission fee.

Volatility remained muted, correlations are also low despite a few spikes higher, and the early leaders of the rally are still showing strength.

«The three - month average for single - family production has reached a post-recession high, but the months ahead may show volatility, given that the building markets affected by Hurricanes Harvey and Irma represent about 14 percent of national production.»

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.