Search Results for: MOVE

MOVE Index vs. U.S. 10Y-2Y Yield Curve Should investors expect a steeper yield curve and more fixed-income volatility? Image: Variant Perception Research

Markets – U.S. Rate Moves Over the recent months, U.S. rate moves have generally been “healthy”. Image: BofA Global Research

Bubbles and Bitcoin – Trough to Peak Price Moves (%) Within 3 Years of the Highs for Selected Assets Through History Bitcoin is around half of the tulip bubble in 1637. Image: Deutsche Bank Click the Image to Enlarge  

% Move in EUR/USD After U.S. Presidential Inaugurations EUR/USD has tended to decline in the weeks following U.S. presidential inaugurations since 1974. Image: Nordea and Macrobond

Risk Appetite Indicator Level – Drawdowns and Up Moves Time to reduce risk? When the Risk Appetite Indicator (RAI) level is above 1, near-term returns tend to be lower on average, with larger drawdowns. Image: Goldman Sachs Global Investment Research

Volatility Divergence – VIX and MOVE The volatility divergence between VIX and MOVE remains elevated. Image: Gavekal, Macrobond

S&P 500 Monthly Performance Based on U.S. 10-Year Rates Move Since 1998 Historically, large increases of real rates tend to weigh on equities. Image: Goldman Sachs Global Investment Research

MOVE – U.S. Treasury Volatility Index The U.S. Treasury volatility index fell to a historic trough. Image: BofA Global Investment Strategy

Market-Implied One-Day Move After U.S. Election Day The current expected move after Election Day is 2.8%, down from 3.2% in August. Image: Goldman Sachs Global Investment Research

S&P 500 Stocks – Average Earnings Day Moves Earnings day moves are generally higher in the fourth quarter. Image: Goldman Sachs Global Investment Research