Search Results for: vix

Seasonality – Average VIX Level by Month Historically, the August-October period tends to see increased risk of VIX spikes. Image: Morgan Stanley Research

VIX Seasonal Composite Historically, August-October tends to see increased risk of VIX spikes. Image: Nautilus Research

S&P 500 and VIX The simultaneous rise in the VIX and the S&P 500 is unusual and a red flag. Image: BofA Global Research

Volatility – VIX and SKEW Index Could investor complacency evaporate this year? Image: Morgan Stanley Wealth Management

Seasonality – Average Daily Return for S&P 500 and Level for VIX Seasonality suggests that the S&P 500 tends to move lower with higher volatility over the next few months. Image: Topdown Charts

Closing S&P 500 and VIX on Each Date When the S&P 500 Hit A New All-Time High Today’s U.S. stock market looks a lot like the dot-com bubble of the late 1990s. Image: Goldman Sachs Global Investment Research

VIX and Macro Variables VIX is currently in line with macro variables. Image: Goldman Sachs Global Investment Research

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

VIX’s 3-Month Rolling Median Deviation from Its Best-Fit Regression with S&P 500 Realized Volatility VIX remains high compared to S&P 500 realized volatility. Image: Goldman Sachs Global Investment Research

S&P 500 and 3-Month VIX Relative to VIX (VIX3M/VIX) The 3-month VIX relative to VIX (VIX3M/VIX) now shows a bearish divergence, which tends to be a bearish signal for the S&P 500. Image: BofA Global Research