Sentences with phrase «volatility index»

Investors in these popular funds should brace for volatility Those index funds in your 401 (k) could cost you Fees could sink your retirement savings.

Of the four volatility indexes on the term structure chart below two have been around the longest.

This is quite helpful, especially if you've never heard of a «historical volatility index limit» and wouldn't know what it was even if you had.

It actually hit zero not more than a day or two ago as we saw equity selling spike volatility index futures and a host of other fear gauges.

In addition, investors take long and short positions in futures and options on key volatility indexes.

Low - volatility index calculators and managers should pay close attention to ways to reduce turnover.

In a subsequent blog, we will explore an alternative low volatility index strategy that is designed to reduce interest rate exposure while still preserving low volatility properties.

A topic commonly brought up when interest rates rise is the impact that rates have on the performance of low volatility indices.

Would you invest in a blue chip, low - volatility index fund with a steady history of 6 % annual dividends?

He wants to know all about this historical volatility index.

Presentations on topics such as (a) the relationships among price movements of stock indexes, the CBOE Volatility Index ® (VIX ®), and the India VIX Index, and (b) new studies on fund use of options and volatility - based strategies, will be delivered by me to continuing - education meetings of the Indian Association of Investment Professionals (IAIP) in the cities -LSB-...]

The Chicago Board Options Exchange Volatility Index ® (VIX ®) reflects a market estimate of future volatility.

The iShares MSCI Emerging Markets Minimum Volatility Index ETF (XMM / TSX) has relatively larger weights than VEE in less volatile sectors such as consumer staples, utilities and health care.

June 16, 2015 — Yesterday the CBOE Volatility Index ® (VIX ®) rose to its monthly closing high of 15.39, and earlier today in the June 16 Extended Trading Hours (ETH) sessions, the estimated trading volumes during ETH were 30,920 for VIX futures (the high for the month), and 6,984 for VIX options (the all - time record high).

The inversely - related CBOE VIX Volatility Index surged more than 30 % to 23.34, a five - week high.

For international equities, Kirby likes the iShares MSCI EAFE Minimum Volatility Index ETF (XMI).

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-...]

The Chicago Board Options Exchange Volatility Index rose 9.5 percent today to 13.26, after closing yesterday at its lowest level in a month.

Ultra-low volatility has been the name of the game in markets recently, with the CBOE Volatility Index hitting a 23 - year low earlier in June.

Volatility remains subdued, with the Chicago Board Options Exchange Volatility Index at 11.50.

The short term volatility indexes (VXST and VIX) were up a bit last week as the S&P 500 set multiple all - time closing record highs last week.

The price action last week pushed all the SPX related volatility indexes lower, but not by much.

The ETNs use a systematic approach to investing in volatility index (VIX) futures that have a net long or net short volatility position that varies based on changes in the market.

Numbers four and five on the list are «bitcoin volatility software» and «bitcoin volatility index.»

In this period, the S&P 500 Low Volatility Index underperformed by nearly 42 % from October 1998 through January 2000.

With all that going on, the four volatility indexes based on SPX option pricing remained low and on average were basically unchanged last week.

The M&A volatility index of 6 reflects more rate variability than was evident in the 4 - rating that category earned in the last Trends Report.

Exchange - traded volatility notes that rose when volatility fell looked like a particularly ripe target, given the potential for a feedback loop that might send the Cboe Volatility Index surging in the event of market stress.

Volatility, as measured by the CBOE Crude Oil Volatility Index, has fallen in 2017.

The better - known VIX volatility index traded at nearly 19, but peaked above 50 during one of the largest sell - offs in early February.

The Chicago Board Options Exchange Volatility index increased 80.9 % during the first quarter, its largest upswing in the past 20 quarters and third - largest in the past 40 quarters.

In a previous post, we showed that the spot volatility index, VIX, has a strong mean reverting tendency.

The CBOE Market Volatility Index measures market expectations of near - term volatility conveyed by S&P 500 stock index option prices.

VIX was the lone loser with 9 - day, 3 - month, and 6 - month volatility indexes all moving higher.

The market action pushed all four S&P 500 related volatility indexes higher last week and into a state of backwardation that is often associated with broad concern among equity market participants.

Why it Matters: The S&P Low Volatility index outperformed the S&P 500 by 2 percentage points per year for the 20 - year period ending September 30th, 2011.

The S&P 500 Low Volatility Index comprises the 100 least - volatile constituents of the S&P 500, while the S&P 500 Dividend Aristocrats ® contains the S&P 500 companies that have increased dividends every year for the past 25 consecutive years.

The S&P 500 Index rebounded from its steepest drop since May, and the CBOE Volatility Index dropped 3.3 percent, after Thursday's 44 percent spike.

In contrast, the CBOE Eurekahedge Short Volatility Index tracks the performance of underlying hedge fund managers who take a net short view on implied volatility with a goal of positive absolute return.

The CBOE Eurekahedge Long Volatility Index is designed to track the performance of underlying hedge fund managers who take a net long view on implied volatility with a goal of positive absolute return.

But exchange executives have spent much of the week trying to put a positive spin on the market tumult and the focus on its widely followed volatility index.

«All this volatility with the VIX [Cboe volatility index] having doubled is very, very disturbing,» said Tice.

Market volatility, which until February had been historically low for months, climbed, with the Coe Volatility Index, commonly considered a gauge of investor fear, jumping by more than 7 percent.

The VIX (VIX) volatility index soared 31 %, though it remains well off the elevated levels of early February.