Sentences with phrase «volatility level in»

The cash allocation in the portfolio is increased or decreased as required to meet the targeted volatility level in order to improve the risk adjusted performance.

Not exact matches

LONDON, April 20 - British emerging markets - focused hedge fund Onslow Capital Management has closed after a long period of low volatility hit returns and assets fell below a sustainable level, it said in a letter to investors.

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.

However, Wilson warned clients that volatility was unlikely to return to the subdued levels seen in 2017.

And despite recent volatility in the wake of Italy's inconclusive March 4 election, spreads remain near their tightest levels in...

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.

This supports our view that by year end credit spreads will be wider than current levels which was predicated by our belief in higher inflation, yields and volatility in 2018.»

The most common measure used to assess volatility in the U.S. is the VIX index, which has been persistently at low levels for the past year.

Actual results, including with respect to our targets and prospects, could differ materially due to a number of factors, including the risk that we may not obtain sufficient orders to achieve our targeted revenues; price competition in key markets; the risk that we or our channel partners are not able to develop and expand customer bases and accurately anticipate demand from end customers, which can result in increased inventory and reduced orders as we experience wide fluctuations in supply and demand; the risk that our commercial Lighting Products results will continue to suffer if new issues arise regarding issues related to product quality for this business; the risk that we may experience production difficulties that preclude us from shipping sufficient quantities to meet customer orders or that result in higher production costs and lower margins; our ability to lower costs; the risk that our results will suffer if we are unable to balance fluctuations in customer demand and capacity, including bringing on additional capacity on a timely basis to meet customer demand; the risk that longer manufacturing lead times may cause customers to fulfill their orders with a competitor's products instead; the risk that the economic and political uncertainty caused by the proposed tariffs by the United States on Chinese goods, and any corresponding Chinese tariffs in response, may negatively impact demand for our products; product mix; risks associated with the ramp - up of production of our new products, and our entry into new business channels different from those in which we have historically operated; the risk that customers do not maintain their favorable perception of our brand and products, resulting in lower demand for our products; the risk that our products fail to perform or fail to meet customer requirements or expectations, resulting in significant additional costs, including costs associated with warranty returns or the potential recall of our products; ongoing uncertainty in global economic conditions, infrastructure development or customer demand that could negatively affect product demand, collectability of receivables and other related matters as consumers and businesses may defer purchases or payments, or default on payments; risks resulting from the concentration of our business among few customers, including the risk that customers may reduce or cancel orders or fail to honor purchase commitments; the risk that we are not able to enter into acceptable contractual arrangements with the significant customers of the acquired Infineon RF Power business or otherwise not fully realize anticipated benefits of the transaction; the risk that retail customers may alter promotional pricing, increase promotion of a competitor's products over our products or reduce their inventory levels, all of which could negatively affect product demand; the risk that our investments may experience periods of significant stock price volatility causing us to recognize fair value losses on our investment; the risk posed by managing an increasingly complex supply chain that has the ability to supply a sufficient quantity of raw materials, subsystems and finished products with the required specifications and quality; the risk we may be required to record a significant charge to earnings if our goodwill or amortizable assets become impaired; risks relating to confidential information theft or misuse, including through cyber-attacks or cyber intrusion; our ability to complete development and commercialization of products under development, such as our pipeline of Wolfspeed products, improved LED chips, LED components, and LED lighting products risks related to our multi-year warranty periods for LED lighting products; risks associated with acquisitions, divestitures, joint ventures or investments generally; the rapid development of new technology and competing products that may impair demand or render our products obsolete; the potential lack of customer acceptance for our products; risks associated with ongoing litigation; and other factors discussed in our filings with the Securities and Exchange Commission (SEC), including our report on Form 10 - K for the fiscal year ended June 25, 2017, and subsequent reports filed with the SEC.

Equity markets are up so far this year, while volatility in the U.S. bond market is near its lowest level since late 2014.

You could say that 2018 is still a young year and it's way too early to judge things, which is true, but the level of volatility in both stocks and bonds during February is making this year feel like we've lived through two full years already, and I think what the markets are signaling is more likely to be a sea change than a blip.

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.

During the quarter, Equities operated in an environment characterized by a significant decline in global equity markets and a sharp increase in volatility levels.

Though I always like to specify that the volatility or variability of a portfolio is not necessarily risk to a lifetime investor, in order to objectively evaluate the risk level of investment portfolios for research purposes, variability of portfolio returns is what is used.

Thus, the path dependency that political scientist Paul Pierson, 1997 has observed in pension reforms is not just an observed fact, but a desired characteristic.21 Threats to sustainability are typically identified as expenditures rising above an acceptable level, and especially in prefunded DB plans, volatility of pension contributions or accounting expenses for pensions.

In a news release, Goldman said trading was «a challenging environment characterized by low levels of volatility and low client activity.»

Congress and the Obama administration have created high levels of uncertainty that continue to create volatility and a negative bias in the markets, the money manager says.

Volatility spiked in February and March but has now leveled off.

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 volatilityvolatility).

While it's tempting to buy volatility at these low levels, history shows that in the absence of a catalyst, volatility can stay low for extended periods.

Seeks to provide a high level of current income, while providing lower volatility than a fund that invests in fixed - rate securities.

Using new transaction - level data, authors Leonardo Bartolini, Svenja Gudell, Spence Hilton and Krista Schwarz show that trade volume in the federal funds market exhibits large swings over the course of the day while prices remain fairly stable, with rate volatility rising sharply only near the end of the trading day.

With market volatility hitting multi-decade lows, junk bond yields also at record lows, the median price / revenue ratio of S&P 500 constituents at a record high well - beyond 2000 levels, and the most strenuously overvalued, overbought, overbullish syndromes we define, I'm increasingly concerned about the potential for an abrupt «air pocket» in the prices of risky assets that could attend even a modest upward shift in risk premiums.

With Group of Seven (G7) sovereign bond yields at historically low levels, some income - seeking investors have turned to higher - volatility securities like dividend - paying stocks in an attempt to capture additional income.

The level of uncertainty and volatility in financial markets will likely remain elevated for quite some time.

But as precipitous market moves in early February and late March suggested a return to more historically normal levels of volatility, the question for investors now is how to adapt their approach to the new environment.»

To the extent that there is informational content in the price behavior of stocks, however, we are more likely to see it expressed in the volatility of the markets than in its actual price level.

All else equal, volatility in bond prices from interest rate moves is higher the longer you go out on the maturity and duration spectrum and the lower the level of interest rates.

The Volatility Index (VIX) got crushed, finishing at the lowest level, near 15, since the crash in early February.

In 2008, this number shot up well above 40 percent, which was the highest level of volatility we've seen since the Great Depression.

Furthermore, it seeks to achieve these returns with a lower level of volatility than the broader Australian stock market over the medium to long term in order to smooth returns for investors.

It's not just that future returns will be lower from current interest rate levels than they've been in the past; it's that volatility in bonds will be much higher from -LSB-...]

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.

ETC has gone through a volatility compression during the weekend and the July 4th period, with very small movements in the recent days, hovering around the $ 17.50 level.

[1] Stock market volatility also has fallen to the lowest level we have seen in years.

Finally, the CBOE volatility index has declined to just 21.6 %, a level of complacency among options traders that has typically marked intermediate tops in the market.

Outside of stock market levels, there has been a notable increase in volatility.

The Cboe Volatility Index VIX, -0.44 % or VIX, surged to an eye - popping intraday level of 50.30 on Feb. 6, abruptly ending a period of quiet that reigned in 2017 and ushering in a new era of sometimes vicious market swings.

In times of increased volatility a trader must widen their stops thus increasing the levels of risk they must assume when taking a trade.

A strong association between cortisol levels and price volatility as indicated by bond futures has previously been reported in financial traders27.

On 15 October, stock market volatility spiked to levels not seen in more than two years.

While the VIX and other measures of equity market volatility are flirting with historic lows, volatility in other asset classes remains elevated relative to the summer levels.

The Cboe Volatility Index VIX, +0.00 % or VIX, surged to an eye - popping intraday level of 50.30 on Feb. 6, abruptly ending a period of quiet that reigned in 2017 and ushering in a new era of sometimes vicious market swings.

The Chicago Board Options Exchange Volatility Index slipped 5 percent today to 12.11, closing for a second day at its lowest level in a month.

Low volatility is in the headlines, with the VIX gauge of equity market volatility sitting near its lowest levels since the early 1990s.

In situations like we have just witnessed in the market, prices dropped and investors rushed to get out, causing a significant level of volatilitIn situations like we have just witnessed in the market, prices dropped and investors rushed to get out, causing a significant level of volatilitin the market, prices dropped and investors rushed to get out, causing a significant level of volatility.

Volatility in juice is relatively low as we are right near major support around the 135 level.

We have been at the same price for over a month, but it's terrific to see the volatility finally kick in & with any hot and dry weather or excessive rain you will see prices crack the $ 4 level quickly.

... volatility has finally reached a high enough level where history shows you can make big money from it... as volatility settles down, you make REAL MONEY in stocks.