Sentences with phrase «volatility indexes higher»

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As a result the volatility index, known as the VIX, was at its highest since November 9 - a day after the U.S. elections, though it was close to record lows earlier this week — before the tensions escalated.

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.

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.

And for taxable accounts with balances over $ 500,000, the robo - advisor offers «advanced indexing,» where it weights the stocks in a portfolio based on various factors, including low volatility and high dividend yield, to further power potential returns, all for the same advisory fee that applies to all accounts.

India's volatility index, often called a fear gauge, hit its highest level since May 2014 and ended down 4.55 % after surging 64.4 % on Monday.

According to Bloomberg data, the VIX Index, a proxy for U.S. equity market implied volatility, traded over 50 on Monday morning, the highest level since the financial crisis.

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.»

Given the expected uncertainty and potential volatility in the coming year, I think avoiding high - priced mistakes and management teams that lack integrity — 2 things that owners of an entire market index of companies can not easily avoid — may prove helpful.

Figure 5 illustrates that despite an increase in market volatility, consumers» confidence in the strength of the economy remains high, well above index levels for 2017.

The most significant problem, however, is that the market is strenuously overbought here, and many precarious technical conditions (such as an extremely low option volatility index - the VIX - and an extremely high McClellan Oscillator) are in place.

The MOVE index suggested that US Treasury volatility was expected to be very low, while the flat swaption skew for the 10 - year Treasury note denoted a low demand to hedge higher interest rate risks, even on the eve of the inception of the Fed's balance sheet normalization (Graph 9, right - hand panel).

The tech benchmark recovered after last week's brief volatility surge and as quiet summer trading resumed the index looks back on track to test the prior highs.

This past month was one of the most volatile months of the past three years, as the CBOE Short - Term Volatility Index (VXST) rose 48.2 % on October 9, and the CBOE Brazil ETF Volatility Index (VXEWZ) hit its all - time daily closing high of 72.83 on October 20 (before the re-election of Dilma Rousseff as President of -LSB-...]

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).

Oct. 20, 2014 — Today's closing price was an all - time daily closing high of 72.83 for the CBOE Brazil ETF Volatility Index (VXEWZ), which reflects the implied volatility of thVolatility Index (VXEWZ), which reflects the implied volatility of thvolatility of the EWZ ETF.

As the Fund tracks the US stock market excluding the S&P 500 Index, which comprise 500 large cap companies, the companies tracked by the Fund would be significantly smaller in market capitalization, and would tend to be less mature with higher volatility.

The O'Shares FTSE Russell Small Cap Quality Dividend ETF tracks an index of US small - cap stocks weighted for exposure to quality, low volatility, and high yield factors.

Volatility, as measured by the Chicago Board Options Exchange Volatility Index (VIX), jumped as high as 15.50 at midweek before slipping to 11.90 on Friday.

Also, you can assemble your DGI portfolio to have less volatility (beta) than the index by a higher allocation to stocks in consumer staples and utilities sectors.

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

Therefore, this index will have higher interest rates and greater volatility than 5 - year treasury bonds.

Three out of four volatility indexes that based their levels on SPX option trading were higher last week.

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.

We think managing volatility associated with fallen angels as they enter the high - yield index will be among the significant challenges facing high - yield investors over the next cycle.

The CBOE Volatility Index («the VIX») continues to set record highs.

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.

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.

Oil prices and the US Yields to dictate the pace this week While geopolitical tensions remain bubbling under the surface, rising oil prices and higher US yields suggest investors are likely to deal with increased volatility as a broad range of political, economic and financial events unfolds US Core PCE, GDP price index, personal consumption data are...

But it is also important to remember that volatility has been high in the retail sector this year, with the index seeing large price swings as markets try to determine winners and losers in an industry where price competition is intense, and the line between online and brick - and - mortar companies continues to blur.

FRIDAY, DEC. 1, 2017 — Today's trading volume for options on the Cboe Volatility Index ® (VIX ®) was a reported 3.1 million contracts, the highest number for single - day volume in the VIX options since they commenced trading in 2006.

This volatility is likely to lead to a situation in which companies with a high level of risk meet the threshold conditions for inclusion in indices solely as a result of exceptional trading, even before they have any business activity whose results can be evaluated.»

An August 10 press release by CBOE Holdings stated that — ``... trading volume in options and futures on the CBOE Volatility Index ® (VIX ®) each reached new all - time highs on Thursday, August 10.

They test this strategy on combinations of seven indexes comprising a spectrum of risk (listed lowest to highest): BofA Merrill Lynch 5 - 7 Year Treasury Index (Treasuries); CBOE S&P 500 Buy - Write Index (BuyWrite); S&P 500 Low Volatility Index (Low Volatility); S&P 500 Index (SP500); Russell 2000 Index (R2000); Morgan Stanley Cyclicals Index (Cyclicals); and, S&P 500 High Beta Index (High Beta).

The CBOE Volatility Index (VIX), widely considered the best gauge of fear in the market, hit a one - month high.

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.

This higher tendency toward the middle in expectations dampens the volatility of the index relative to the present conditions index.

The MSCI ACWI closed at a record high 61 times, and 30 - day realized volatility of the S&P 500 Index hit its lowest level since the early 1960s.

The Cboe Volatility Index (VIX) rocketed higher this year as the U.S. stock market witnessed its steepest decline in two years.

The above historical performance figures from Morningstar indicate that the fund had a higher volatility (expressed as a standard deviation of returns) and underperformed the S&P 500 ® index, its best - fit benchmark, on a risk - adjusted basis (Sharpe Ratio) in both the three - and five - year trailing periods.

In the United States, the major indices surged to a series of record highs with an unusually low degree of day - to - day volatility.

The major indexes have mostly moved sideways since our last update, but volatility remains high.

QS Investors, LLC («QS Investors») will implement a change to the methodology of the QS Low Volatility High Dividend Index (the «Index»), effective at its May 2018 rebalancing.

You can also find strategy indexes that allow you to invest for specific goals, such as low volatility or high dividend return.

The MSCI ACWI closed at a record high 61 times, and 30 - day realized volatility of the S&P 500 Index hit its lowest level since the early 1960s.

QS Investors, LLC («QS Investors») will implement an adjustment to the methodology of its QS Low Volatility High Dividend Index (the «Index»), effective at its August 2017 rebalancing.

Volatility looks to remain subdued keeping the bias higher for the equity index ETF's SPY, IWM and QQQ, despite the moves lower.

Volatility ($ VXX) looked to remain at extremely low levels keeping the bias higher for the equity index ETF's $ SPY, $ IWM and $ QQQ.

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.

Volatility ($ VXX) looked to remain subdued though keeping the bias higher for the equity index ETF's $ SPY, $ IWM and $ QQQ, despite their moves lower.

Canadian stocks (as measured by the S&P / TSX 60 Index), on the other hand, had returned 3.72 percent and 8.45 percent respectively during the same time periods albeit at a much higher volatility including a significant stock market crash.