Sentences with phrase «what volatility level»

I'm not sure I got everything exactly right here, but I did my best to estimate what volatility level would price out the options at the level that the US government bought them.

Not exact matches

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.

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.

What are the potential conditions required to keep volatility at historically low, if not record low, levels?

Yet an argument can be made that what the Fed was really worried about is not the level of equity prices, but their volatility.

During times of volatility and bond market uncertainty, it's worth noting that 401 (k) investors shouldn't worry too much about what level of income their bond funds provide.

I give them a sense of what each asset allocation might provide over the long term in terms of volatility, and we try to match that with their comfort level.

By adding this fund, we are able to construct a portfolio with the risk level ---- in other words, the volatility one would expect ---- closer to what you'd normally expect to see in a portfolio that contains 50 % stocks and 50 % bonds.

However, what is unprecedented in this market rally is the extremely low level of volatility.

«However, they should keep such investments at no more than 20 to 30 per cent of their investment funds, as single - stock investments do carry a higher level of concentrated risk, which might present volatility more than what the investor could withstand,» says Mr Choy, adding that the remaining 70 to 80 per cent of your investment funds should be invested through unit trusts to form the core portfolio.

Using the Sharpe ratio as a tipping point, we can determine what the best blend of crypto assets is for a preferred level of volatility.

At the moment it is difficult to predict what will happen in the market of cryptocurrencies in the following hours, and even the following days due to the high level of volatility generated by the news regarding SegWit2x.