Search Results for: MOVE

S&P 500 vs. MOVE Index If bond volatility continues to decline, will the S&P 500 equal weighted index maintain its upward trajectory? Image: Deutsche Bank Asset Allocation

Average U.S. 10-Year Treasury Yield Move Before and After the Last Fed Hike in the Cycle Historically, after the last Fed rate hike, U.S. 10-year Treasury yields have tended to trend lower on average. Image: Deutsche Bank

MOVE Index vs. S&P 500 Equal-Weighted vs. S&P 500 The main factor driving U.S. equities has been the volatility of rates. Image: Deutsche Bank Asset Allocation

Bond Volatility – MOVE Index The decline in U.S. Treasury bond market volatility is seen as good news because it indicates a more stable and predictable investment environment, which can benefit both individual investors and the broader economy. Image: The Daily Shot

Performance – Percentage Point Difference between S&P 500 and Equal-Weighted S&P 500 Annual Price Moves The outperformance of the S&P 500 vs. the S&P 500 equal-weighted is the biggest since 1998. Image: Deutsche Bank

S&P 500 Stocks – Average Earnings Day Moves In the current quarter for earnings, U.S. stocks have moved +/-4.6%, which is the highest in the last ten years. Image: Goldman Sachs Global Investment Research

Volatility – VIX/MOVE Ratio The VIX/MOVE ratio is still falling. Image: The Daily Shot

Average Movements in 2s10s Slope Around U.S. Recessions Historically, when the U.S. 2s10s yield curve has been inverted by more than -100bps, a U.S. recession is currently happening or will happen within 8 months. Is it different this time? Image: Deutsche Bank

Treasury Volatility – MOVE Index U.S. rates volatility has cooled significantly in recent months. Image: BofA Global Investment Strategy

Volatility – MOVE Index U.S. Treasury bond market volatility is still elevated, despite some improvement. Image: Morgan Stanley Research