Search Results for: vix

U.S. Equity Market Total Return Volatility and VIX Currently, the monthly volatility of U.S. equities is the highest on record. Image: BofA Global Investment Strategy

VXO (old VIX) – Volatility Are such levels of volatility unusual? Yes, they are. Image: Fidelity Investments

Volatility (VIX) and the Equity Risk Premium This chart shows that the equity risk premium tends to move with credit spreads. Image: Fidelity Investments

Rates and Equity Volatility (VIX) This chart highlights the significant and sudden spike in rates and equity volatility at 2008/2009 levels. Image: Deutsche Bank Global Research

Change in P/E vs. Change in VIX Higher volatility suggests lower multiples. Image: Credit Suisse

VIX and Number of Regions/Cities with Confirmed Coronavirus Case Daily Growth Rate Above 30% This chart shows the correlation between VIX and the number of regions/cities with confirmed coronavirus case daily growth rates above 30%. Image: J.P. Morgan

S&P 500 and VIX/10-Year U.S. Treasury Ratio Chart showing how spikes in the VIX/10-Year U.S. Treasury ratio result in lower equity prices. Image: SunTrust Private Wealth Management

VIX and S&P 500 Seasonality The chart shows the seasonality map for the VIX and the S&P 500, and how they move in opposite directions. Image: Topdown Charts

Global Political Uncertainty Index vs. VIX This chart shows the wide divergence between the Global Political Uncertainty Index and VIX since 2015. More volatility ahead? Image: Legg Mason

Volatility – Gamma Transition Level and VIX Gamma positioning indicators suggest more volatility ahead. Image: Societe Generale Cross Asset Research