Keyword: S&P 500 volatility

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…

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

S&P 500 1-Year Volatility vs. EPS Revisions This chart from SG shows a good correlation between earning revisions and the S&P 500 1-year volatility. You may also like “S&P 500 1-Month Volatility History Since 1928 and VIX Since 1990.” Image: Societe Generale Cross Asset Research

S&P 500 Low Volatility Stocks Are the Best Performing Asset YTD This chart shows that S&P 500 low volatility stocks are the best performing asset year-to-date (outside of GSCI energy). Actually, high-quality stocks are a good way to protect against a weak economy. Image: Goldman Sachs Global Investment Research