Sentences with phrase «volatility measures like»
I like measured moves and volatility measures like a multiple of the average range.
https://www.tradingsetupsreview.com/ Not exact matches
A: Every investor will have to make their own judgment about the market, it does seem like measures of volatility are relatively low given all the uncertainties at present.
In conjunction with stock valuation ratios like the price - to - earnings ratio and the price - to - earnings - growth ratio, a stock's measure of volatility known as beta can help investors build a diversified...
You can even measure how volatile investors expect the market to be using indicators like VIX, which is the Chicago Board Options Exchange Market Volatility Index.
The volatility of returns generated by a mutual fund scheme can be measured by some important risk ratios like;
There are all kinds of charting tools to measure historical volatility, and it's good to study them to get a «feel» for how a market's prices will have regular peaks and valleys, especially more seasonal - based commodities like the grains (corn, wheat, soybeans, etc.) and for the most part the softs (coffee, sugar, cocoa, etc.).
In conjunction with stock valuation ratios like the price - to - earnings ratio and the price - to - earnings - growth ratio, a stock's measure of volatility known as beta can help investors build a diversified...
If you are going to hold the underlying stock across some anticipated volatility event (like earnings) then you may be better off writing an option that has more premium in it than the near - month option, as a defensive measure.
In the hour or so I spent on the phone, I learned a great deal about topics like measuring downside risk, evaluating management, and dealing with volatility:
Market crashes like the one in 2008 — 09 are more severe and more frequent than traditional measures of volatility would predict.
When talking about «low volatility products,» Yasenchak is referring to portfolios that «specifically seek benchmark - like returns, over the full market cycle, with a total volatility, measured as the standard deviation, falling considerably below that of the index.»
Beta is a measure of an individual stock's price volatility against a broader market measure, which is typically an index like the S&P 500.