Search Results for: vix

Volatility – S&P 500 Spot Price and VIX Index The VIX remains below early 2022 peaks, despite the sell-off. Image: Goldman Sachs Global Investment Research

S&P 500 and 3-Month VIX Relative to VIX (VIX3M/VIX) A breakout above 1.10-1.11 on the 3-month VIX relative to VIX would be bullish for the S&P 500. Image: BofA Global Research

VIX Index Around U.S. Recessions Will U.S. equity markets remain volatile amid inflation and recession fears? Image: Gavekal, Macrobond

PE to VIX Ratio and S&P 500 6-Month Forward Return Higher volatiliy and lower valuations typically align with higher expected returns. Image: Richardson Wealth

VIX and the S&P 500’s Distance from its 12-Month High Should investors expect a higher VIX regime going forward? Image: Goldman Sachs Global Investment Research

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

S&P 500 Index Performance After Long Streaks >30 for the VIX End A move of the VIX below 30 tends to be bullish for U.S. stocks. Image: LPL Research

VIX – Market Shocks in a Historical Perspective The volatility of the Russia-Ukraine conflict on U.S. stocks is equivalent to that of the Gulf War (1990–91). Image: Pictet Asset Management

VIX Buy Signals When the VIX is above 30, U.S. stocks were up over the next 1 and 6 months, outside recessions. Image: J.P. Morgan

VIX and Geopolitical Risk Index VIX tends to soar as a function of geopolitical risk. Image: Goldman Sachs Global Investment Research