Sentences with phrase «volatility index of»

On a 10 point scale, IP - Trademark has a Volatility Index of 10, while Mergers and Acquisitions has an Index of 6, indicating that the mix of timekeepers and rates paid on these matters varies more significantly than the mix for Mergers and Acquisitions.

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.

On a 10 - point scale, Regulatory and Compliance has a volatility index of 10, while Insurance has an Index of two, indicating that the mix of timekeepers and rates paid on these matters varies more significantly than the mix for Insurance.

The perceived threat reflected in the South Korean stock market, measured by the latest rise in the volatility index of the KOSPI 200, has been relatively small compared to the flare ups in recent years.

Not exact matches

Volatility has been the byword for the Chinese stock market in the recent past, not least because the government has a habit of intervening in the form of lockdowns and corporate actions whenever the Shanghai index dives.

The chart shows the number of transactions in Treasury bonds divided by the MOVE index, or Merrill Lynch Option Volatility Estimate, which measures Treasury market vVolatility Estimate, which measures Treasury market volatilityvolatility.

The CBOE Volatility Index (VIX), widely considered the best gauge of fear in the market, hit its lowest level in more than 20 years earlier this year.

Others like David Miller, investment director of Quilter Cheviot, recommend embracing the volatility as you can't just buy the index and sit back.

Days of extreme volatility may temporarily push the index below 3,000.

This resulted in a much more interesting index, one that competes well with other favorites in terms of volatility and correlation to broad market movement.

CNBC's Bob Pisani takes a look at the performance of regular index funds during this period of volatility.

The Cboe volatility index, a popular gauge of market fear, spiked above 38 in early February.

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 option prIndex, 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 prindex option prices.

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 markvolatility 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 markvolatility 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 markVolatility Index surging in the event of market stress.

The benchmark index for equity volatility rose to more than twice its level the day before, crushing bettors who'd gotten used to years of very low volatility.

The risk, however, is that this index could lose a significant portion of its value if volatility stays low.

On Monday, Cramer wanted investors to keep an eye on the risky, leveraged funds that enable traders to bet against volatility, defined as the amount of uncertainty in the size and direction of changes in the market and most commonly tracked by the CBOE Volatility Indevolatility, defined as the amount of uncertainty in the size and direction of changes in the market and most commonly tracked by the CBOE Volatility IndeVolatility Index, or VIX.

The S&P 500 Index should still produce healthy gains for the full year, though political uncertainty has introduced a level of volatility in the near term, says Calvasina.

The S&P 500 Volatility Index, or VIX, surged higher, rising above 50 at one point last Tuesday, one of the highest levels ever recorded.

This wasn't unexpected, since the market was rising in just the right mix of conditions: Volatility as measured by the Cboe's index was at historic lows, the GOP was set to pass the most comprehensive corporate - tax reform in decades, and economies around the world were in growth mode.

MORE SHOES TO DROP: The stock slump led to a massive unwinding of a short position in products related to the VIX volatility index, as Credit Suisse and Nomura announced the shuttering of their respective exchange - traded notes that bet on lower volatility.

The Cboe Volatility index — widely considered the best gauge of fear in the market — has also been all over the map this week.

While the S&P 500 Value Index has slightly outperformed so far in 2016, amid greater market volatility, it has woefully lagged behind for much of this market cycle.

Designed to return the inverse of the Cboe Volatility Index, or VIX, the fund was blamed for exacerbating the stock market's drop of more than 10 %.

LJM funds posted heavy losses after the Cboe Volatility Index, the most widely followed barometer of price swings expected in the S&P 500 stock index, logged its biggest - ever single - day jump on FeIndex, the most widely followed barometer of price swings expected in the S&P 500 stock index, logged its biggest - ever single - day jump on Feindex, logged its biggest - ever single - day jump on Feb. 5.

«The size and volatility in this (is similar to) small cap issues, which speaks to uncertainty,» said Howard Silverblatt of S&P Dow Jones Indices.

With the volatility index hitting its lowest level of the year, one trader placed a large bet that stocks will continue to rally.

The MOVE index — which looks at the volatility of bonds — surged after the election, as the sell - off and shakiness in fixed income came to a head.

His expectation is that the overall volatility of a portfolio 30 percent in short - term bonds and 70 percent in stocks is going to be on par with one that is 40 percent invested in a fund tracking the Bloomberg Barclays U.S. Aggregate index and 60 percent in stocks.

While some traders might have guarded their positions using contracts on the Cboe Volatility Index (VIX), which trades inversely to the S&P 500 roughly 80 % of the time, others have elected to short exchange - traded funds with broad market exposure.

Today's market calm follows harrowing levels of market volatility over the last two weeks when the TSX fell more than five per cent and Wall Street indexes entered «correction» territory.

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 CBOE Volatility Index (VIX), widely considered the best gauge of fear in the market, rose nearly 40 percent.

The Cboe Volatility Index (VIX), widely considered to be the best gauge of fear in the market, hit its lowest level since Feb. 1 and traded more than 11.5 percent lower at 14.62.

The market volatility index, otherwise known as the VIX and even better known as the fear gauge — a measure of the expected volatility of U.S. stocks — has surged to the highest level in more than two years.

All of that increases market volatility, at both an index and a company level, says Paul Moroz, Mawer Investment Management's deputy chief investment officer.

«Based on the calmer behavior of the volatility index, he thinks we may have already bottomed and a rally could be right around the corner,» Cramer said.

Based on the downside capture ratio of the MSCI Minimum Volatility indexes relative to their parent MSCI indexes, since the inception of each MSCI Minimum Volatility index.

An above - average dividend yield (the MSCI Canada Energy Index is yielding an annualized dividend of 3.6 % versus 2.9 % on the overall MSCI Canada index, according to Bloomberg data as of July 31, 2017) and lower price volatility could make energy a more attractive sector for income - seeking investors in a low yield wIndex is yielding an annualized dividend of 3.6 % versus 2.9 % on the overall MSCI Canada index, according to Bloomberg data as of July 31, 2017) and lower price volatility could make energy a more attractive sector for income - seeking investors in a low yield windex, according to Bloomberg data as of July 31, 2017) and lower price volatility could make energy a more attractive sector for income - seeking investors in a low yield world.

Big money will buy heavy pieces of volatility or index puts and hold them short term to weather the storm.

The bank's MOVE Index of volatility in the world's largest bond market was at 82.7 on May 29, up from 75.3 at the end of April and compared with an average of 77.6 over the past five years.

It isn't just equities: Bank of America Merrill Lynch has a Move Index that looks at expected volatility in the U.S. Treasury market.

Instead, let's consider some of the underlying factors impacting the VIX — or more correctly, the Chicago Board Options Exchange Volatility Index, which reflect market estimates of future volatility — to see if we can properly frame what it means for investors anVolatility Index, which reflect market estimates of future volatility — to see if we can properly frame what it means for investors anvolatility — to see if we can properly frame what it means for investors and traders.

They also developed new rules, known as circuit breakers, allowing exchanges to halt trading temporarily in instances of exceptionally large price declines.12 For example, under current rules, the New York Stock Exchange will temporarily halt trading when the S&P 500 stock index declines 7 percent, 13 percent, and 20 percent in order to provide investors «the ability to make informed choices during periods of high market volatility.»

The CBOE Market Volatility Index ($ VIX) is a contrarian index that essentially measures the level of fear in the market at any given time (which is based on market voVolatility Index ($ VIX) is a contrarian index that essentially measures the level of fear in the market at any given time (which is based on market volatilIndex ($ VIX) is a contrarian index that essentially measures the level of fear in the market at any given time (which is based on market volatilindex that essentially measures the level of fear in the market at any given time (which is based on market volatilityvolatility).

«It's neither good nor bad,» said Michael Schmanske, head of United States index volatility trading at Barclays Capital.

Market volatility, which has been historically low in recent months, spiked, with Cboe Volatility Index, commonly considered a gauge of investor fear, jumping by more than 10volatility, which has been historically low in recent months, spiked, with Cboe Volatility Index, commonly considered a gauge of investor fear, jumping by more than 10Volatility Index, commonly considered a gauge of investor fear, jumping by more than 100 percent.

These weak hands could certainly cause an uptick in short - term volatility as they pile into and out of index funds at inopportune times.

The MOVE Index tracks the volatility of Treasury bonds.

The VIX Index, which measures the implied volatility of the S&P 500 Index, is now hovering near 20 — double its January low.