Sentences with phrase «term measures of volatility»

Longer - term measures of volatility are also compressed.

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.

From our definition there flows an important corollary: The riskiness of an investment is not measured by beta (a Wall Street term encompassing volatility and often used in measuring risk) but rather by the probability — the reasoned probability — of that investment causing its owner a loss of purchasing power over his contemplated holding period.

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.

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.

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.

Selling cryptocurrency for short - term cash withdrawal and then repurchasing it becomes a risky and unprofitable measure due to high volatility and commissions of intermediaries.

«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.

«The riskiness of an investment is not measured by beta (a Wall Street term encompassing volatility and often used in measuring risk) but rather by the probability — the reasoned probability — of that investment causing its owner a loss of purchasing - power over his contemplated holding period.»

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.

At an EU Commission meeting today where the future of the EU dairy sector was discussed, Copa - Cogeca, which represents farmers and their co-operatives in the European Union, called for long - term measures to reduce extreme market volatility and ensure that farmers get a fair return for their produce.

In the first half of 2017, equity markets across the world were characterized by low volatility, both in realized terms and in implied measures such as VIX ®.

The Chicago Board of Options Exchange Volatility Index (VIX)-- a.k.a. the investor «fear gauge» — is the best way to measure near - term volatility in thVolatility Index (VIX)-- a.k.a. the investor «fear gauge» — is the best way to measure near - term volatility in thvolatility in 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.

The risk as measured by the volatility of the portfolio returns expressed in annualized terms is far less for dividend paying stocks than it is for non-dividend paying stocks.

«Risk measures» is the term used to describe the historical predictors of investment risk and volatility.

Finally, the fund failed to outperform both the SPY and OEF in terms of traditional measures, i.e. the annualized return, volatility, alpha and beta, or Sharpe and Sortino ratios:

Although the fund beat IWD, it underperformed VIG in terms of the return, volatility, and traditional risk - adjusted measures.

As depicted in Exhibit 1, total returns of New Zealand equities, as measured by the S&P / NZX 50, and property stocks, as measured by the S&P / NZX Real Estate Select, have been relatively similar over the longer term, while volatility has been modestly lower for property stocks.

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.

In a previous article, I detailed how research from Russell Investments had proven that the lowest risk stocks, as measured by the beta indicator of volatility, had the highest rewards over time for long - term investors.

And to quantify that volatility in a mutual fund ETF or portfolio of investments, investors typically turn to standard deviation, a measure that calculates how much an investment's annual return fluctuates around its long - term average annual return.

Using modern portfolio theory, investments are statistically measured in terms of both their expected long - term rate of return and their short - term volatility.

A better measure of risk than annual volatility is the estimated probability of reaching or failing to reach the desired or, more important, needed long - term real return level.