Search Results for: low volatility

Value Stocks vs. Low Volatility Stocks Chart showing the large divergence between value stocks and low volatility stocks, like never before. Image: J.P. Morgan

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

Heightened Correlations to U.S. Treasury Implied Volatility (MOVE) Followed by Higher Yields This chart suggests that balanced portfolios could suffer as U.S. Treasury yields generally rise after heightened correlation. Image: Arbor Research & Trading LLC

S&P 500 Futures Liquidity and Volatility S&P 500 futures liquidity is improving, but remains at low levels and continues to be contingent on volatility. Image: Societe Generale Cross Asset Research

VIX (Volatility) and Implied Equity Risk Premium The risk of a correction is rising, as the implied equity risk premium is now below what the VIX would suggest. Image: Fidelity Investments

Weekly Gold Fund Flows Gold funds saw a significant net increase in holding, as investors sought a defensive position after a month of volatility. Image: BofA Global Investment Strategy

Growth in New Coronavirus Cases vs. Euro Stoxx 50 Volatility Index and VIX As the coronavirus pandemic is slowing down, volatility is going away. Image: Financial Times

Volatility – S&P 500 Daily % Range A lower volatility suggests a higher probability of a rising stock market. Image: The Daily Shot – The Wall Street Journal

Hedge Fund Net Asset Flows Investors pulled $33bn from hedge funds in the first quarter of 2020, as market volatility surges on coronavirus pandemic uncertainty. Image: Financial Times

Volatility Divergence – VIX vs. MOVE When MOVE is below the 50th percentile and VIX is above the 80th percentile, the average annualized S&P 500 price performance has been close to +21% compared to just over +7% the rest of the time. Image: Bloomberg