Keyword: S&P 500 volatility

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…

ISM Manufacturing Index and S&P 500 Realized Volatility Interesting chart suggesting the correlation between the S&P 500 realized volatility and the ISM Manufacturing Index. Image: Goldman Sachs Global Investment Research

S&P 500 Realized Volatility by Year 2020 volatility estimate of 14.7 is above the median, but below the mean (data from January 1929 to December 2019). Image: Goldman Sachs Global Investment Research

S&P 500 Average Stock Realized Volatility by Month This chart shows that October has traditionally been the most volatile month for stocks. Image: Goldman Sachs Global Investment Research

S&P 500 – Fundamental Factors Volatility The chart shows factor volatility at its highest level since 2016. Image: Goldman Sachs Global Investment Research

S&P 500 1-Month Realised Volatility History This chart shows that the last 90 years have been split equally between high, low and normal volatility regimes. Image: Goldman Sachs Global Investment Research

Volatility – Percentage of Days the S&P 500 Index Rose or Fell by More than 1% This chart shows that volatility has risen last year and year-to-date, and is expected to continue through 2020. Image: Wells Fargo Investment Institute