Sentences with phrase «standard volatility of the market»

Not exact matches

While market volatility was low by historic standards, helped by accommodative monetary policies, it was out of sync with increased overall uncertainty, the fund said.

Timmer: You know, the last two years until the January high, were really extraordinary times for the market, and I fear that investors got spoiled by that, because the S&P was up I think 52 % in two years and in 2017 the volatility — the standard deviation of those returns — was at an all - time low of 3.9.

As for last week's market activity, Jones said that on Thursday we saw a five standard deviation (that's a volatility measure) kind of movement in one day.

These risks and uncertainties include food safety and food - borne illness concerns; litigation; unfavorable publicity; federal, state and local regulation of our business including health care reform, labor and insurance costs; technology failures; failure to execute a business continuity plan following a disaster; health concerns including virus outbreaks; the intensely competitive nature of the restaurant industry; factors impacting our ability to drive sales growth; the impact of indebtedness we incurred in the RARE acquisition; our plans to expand our newer brands like Bahama Breeze and Seasons 52; our ability to successfully integrate Eddie V's restaurant operations; a lack of suitable new restaurant locations; higher - than - anticipated costs to open, close or remodel restaurants; increased advertising and marketing costs; a failure to develop and recruit effective leaders; the price and availability of key food products and utilities; shortages or interruptions in the delivery of food and other products; volatility in the market value of derivatives; general macroeconomic factors, including unemployment and interest rates; disruptions in the financial markets; risk of doing business with franchisees and vendors in foreign markets; failure to protect our service marks or other intellectual property; a possible impairment in the carrying value of our goodwill or other intangible assets; a failure of our internal controls over financial reporting or changes in accounting standards; and other factors and uncertainties discussed from time to time in reports filed by Darden with the Securities and Exchange Commission.

The current state of the global economy threatens to cause further tightening of the credit markets, more stringent lending standards and terms and higher volatility in interest rates.

And now, after watching the Standard & Poor's 500 - stock index fall by several percentage points since Thursday and bounce some of the way back on Tuesday, you have a different kind of fear: that all the stock market riches have been won already or that your emotions will get the best of you amid all of the volatility.

The width or «standard deviation» of the bell is determined by expected market volatility.

He noted that the daily standard deviation of Bitcoin was ten times that of sterling over the last five years and the average volatility of the top ten cryptocurrencies by market capitalisation was more than 25 times that of the US equities market last year.

Welsh Liberal Democrats recognise the importance of these schemes to protect farmers from market volatility and to reward high standards of environmental practice.

Seeks to outperform the S&P 500 Index with less volatility (standard deviation) over a full market cycle by investing in companies that compound earnings and capital and by taking advantage of valuation anomalies.

Although the dollar is no longer tied to the gold standard, throwing that much gold into the market would definitely add fuel the volatility of the finance world, which already has it's share of volatility and isn't hungry for more.The impact on the price of the dollar would be quite complicated and hard to predict.

The Canadian stock market, by comparison, delivered just 4.5 % with much more volatility: a standard deviation of 15.5 %.

You could take several college courses in market volatility and learn about standard deviation and implied vs. historical vs. relative volatility, but to trade on Nadex, you just need to know what volatility looks like in the movement of the price.

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.

These considerations include changes in exchange rates and exchange control regulations, political and social instability, expropriation, imposition of foreign taxes, less liquid markets and less available information than is generally the case in the United States, higher transaction costs, foreign government restrictions, less government supervision of exchanges, brokers and issuers, greater risks associated with counterparties and settlement, difficulty in enforcing contractual obligations, lack of uniform accounting and auditing standards and greater price volatility.

To investigate, we consider two measures of U.S. stock market volatility: (1) realized volatility, calculated as the standard deviation of daily S&P 500 Index return over the last 21 trading days (annualized); and, (2) implied volatility as measured by the Chicago Board Options Exchange Market Volatility Index market volatility: (1) realized volatility, calculated as the standard deviation of daily S&P 500 Index return over the last 21 trading days (annualized); and, (2) implied volatility as measured by the Chicago Board Options Exchange Market Volatility Involatility: (1) realized volatility, calculated as the standard deviation of daily S&P 500 Index return over the last 21 trading days (annualized); and, (2) implied volatility as measured by the Chicago Board Options Exchange Market Volatility Involatility, calculated as the standard deviation of daily S&P 500 Index return over the last 21 trading days (annualized); and, (2) implied volatility as measured by the Chicago Board Options Exchange Market Volatility Involatility as measured by the Chicago Board Options Exchange Market Volatility Index Market Volatility InVolatility Index (VIX).

Market makers adjust for such skewness by, instead of using a single standard deviation for the underlying asset σ -LCB- \ displaystyle \ sigma -RCB- across all strikes, incorporating a variable one σ (K)-LCB- \ displaystyle \ sigma (K)-RCB- where volatility depends on strike price, thus incorporating the volatility skew into account.

When talking about «low volatility products,» Yasenchak is referring to portfolios that «specifically seek benchmark - like returns, over the full market cycle, with a total volatility, measured as the standard deviation, falling considerably below that of the index.»

For investment returns, a higher standard deviation indicates a wider range of returns which indicates more volatility in a particular market.

5 Foreign securities carry special risks, such as exposure to currency fluctuations, less developed or less efficient trading markets, political instability, a lack of company information, differing auditing and legal standards, volatility and, potentially, less liquidity.

At about 15 %, the fund's volatility, measured by an annualized standard deviation of monthly returns in the entire analysis period, was slightly lower than that of the overall stock market.

We'll preface this discussion by reminding investors that the cryptocurrency market is held to a different standard of volatility.

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.

Despite the Standard & Poor's downgrade of U.S. debt, a worsening European sovereign debt crisis and rising stock market volatility, the U.S. economy continues to expand and create new jobs, supported by strong consumer spending and business investment.