Search Results for: vix

VIX and U.S. 10-Year Yield Despite rising interest rates, the VIX has returned to a more normal level which is a good sign for stocks. Image: Fundstrat Global Advisors, LLC

Closing S&P 500 and VIX on Each Data When S&P 500 Hit a New All-Time High New all-time highs for the S&P 500 with the VIX above 20 have only happened in the coronavirus and dot-com periods. Image: Goldman Sachs Global Investment Research

VIX and U.S. Equity Put/Call Ratio The divergence between the VIX and the put/call ratio could suggest a market susceptible to a downside shock. Image: Morgan Stanley Wealth Management

Volatility – VIX and Days Above 20 A prolonged VIX above 20 is typical of recessions. Patience is usually the key to successful investing. Image: Morgan Stanley Wealth Management

VIX Daily Spike Above 40% and PMI Large daily moves in the VIX tend to be more frequent in recent years. Image: Morgan Stanley Research

Largest VIX 4-Day Drops Ever Large drops in the VIX tend to push the S&P 500 higher. Image: LPL Financial LLC

Large 3-Day VIX Drop The large 3-day VIX drop could suggest that stocks probably have made the bottom in 1H. Image: Fundstrat Global Advisors, LLC

S&P 500 Equity Risk Premium and VIX The equity risk premium is sensitive to changes in the VIX. Image: Morgan Stanley Research

VIX – Volatility Index Seasonality of Spikes from Prior Month Low into Current Month Peak Historically, February tends to see increased risk of VIX spikes. Image: BofA Global Research

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