Sentences with phrase «volatility measures rose»
Is it any surprise that volatility measures rose?
http://www.cumber.com/ Not exact matches
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.
Stocks are falling as traders worry about rising interest rates, and volatility as measured by the VIX has jumped to its highest since the market turmoil of August 2015.
Bond traders also keep an eye on the VIX, a measure of stock - market volatility, since it has historically been highly correlated to the performance of stocks: rising when stocks sell off and falling when stocks rally.
The reality is that rising volatility as measured by the CBOE Volatility Index, or VIX, «is only a reflection of volatile movements in the market — it is not a predictor of future returns,» David Kotok, the head of Cumberland Advisors, sent in a Friday note written by Leo Chen Ph.D. to the wealth management firm'volatility as measured by the CBOE Volatility Index, or VIX, «is only a reflection of volatile movements in the market — it is not a predictor of future returns,» David Kotok, the head of Cumberland Advisors, sent in a Friday note written by Leo Chen Ph.D. to the wealth management firm'Volatility Index, or VIX, «is only a reflection of volatile movements in the market — it is not a predictor of future returns,» David Kotok, the head of Cumberland Advisors, sent in a Friday note written by Leo Chen Ph.D. to the wealth management firm's clients.
The CBOE VIX, a measure of 30 - day volatility, rose on Friday to its highest level since 2016.
Furthermore, there had been a significant rise in hedging activity leading into the event, with a spike in the cost of such hedges as measured by implied option volatility.
Volatility, as measured by the Chicago Board Options Exchange Volatility Index (VIX), rose to 11.75 from 10.9 last week.
The speed of both the decline and subsequent reversal pushed the VIX — one measure of market volatility — to its highest level on record, and it abruptly rose from 13 to more than 50 in a week, according to Bloomberg data.
Volatility, as measured by the Chicago Board Options Exchange Volatility Index (VIX), rose to 11.00 from 9.9 a week ago.
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.
The speed of both the decline and subsequent reversal pushed the VIX — one measure of market volatility — to its highest level on record, and it abruptly rose from 13 to more than 50 in a week, according to Bloomberg data.
In this example, the rise in implied option volatility prior to the signal date — as measured objectively using the VIX index — served two purposes: