Search Results for: S&P 500 volatility

S&P 500 Volatility by Month Realised volatility is declining, as investors become more confident that the business cycle has moved into the recovery phase. Image: Morgan Stanley Research

S&P 500 Volatility History The stock market crash of 1929, the Black Monday of 1987, the global financial crisis in 2008, and the COVID-19 crisis were the most extreme events. Image: Goldman Sachs Global Investment Research

Average Probability S&P 500 Volatility Regime Chart suggesting that volatility is expected to remain elevated in the coming months. Image: Goldman Sachs Global Investment Research

S&P 500 Volatility by Decade Volatility ended this decade at a lower level than the previous decade. Image: Reuters

S&P 500 Volatility in 2020 Goldman Sachs economic model suggests volatility of 14.7 on average next year. Image: Goldman Sachs Global Investment Research

U.S. Nominal GDP vs. S&P 500 Volatility This chart shows that the S&P 500 volatility remains high in a context of slower macroeconomic cycles. Image: Goldman Sachs Global Investment Research

“Real Fed Rates Are the Most Accurate Predictor of Future S&P 500 Volatility,” Says SocGen SocGen says it is the most accurate predictor of S&P 500’s volatility over the last 50 years. Should investors be nervous about rising real interest rates? Yes, higher real interest rates mean higher borrowing costs. Real Fed funds rate is…

VIX and S&P 500 1-Month Realized Volatility Implied volatility remains elevated despite the equities rally. Image: Goldman Sachs Global Investment Research

S&P 500 – Return vs. Volatility Despite above average volatility, the coronavirus pandemic drove strong market gains in 2020. Image: Fidelity Investments

Volatility – Daily S&P 500 Closing Change > 1% or < -1% The S&P 500 Total Return has gained 18.40% in 2020, despite above average volatility. Image: Ken Fisher, Fisher Investments