Valuation – S&P 500 P/E to VIX Ratio When the S&P 500 valuation-to-volatility ratio is high, it suggests investors pay more for perceived market safety, indicating potential overvaluation and increased market vulnerability to downturns. Image: Real Investment Advice
VIX – Volatility Index While a low VIX may indicate a relatively stable market environment, it can also be a sign of complacency or a lack of market participants’ concern about potential risks. Image: The Daily Shot
Volatilty – VIX Level Should U.S. equity investors expect more volatility ahead? Image: Goldman Sachs Global Investment Research
VIX Seasonality Will the VIX continue to follow its seasonal trend? Image: Topdown Charts
S&P 500 and Combination of Forward PE, VIX, Bullish Sentiment When this composite indicator is rising, the S&P 500 typically benefits from a bullish trend. Image: Topdown Charts
Sentiment/VIX Composite vs. Fed Funds During a rate hiking campaign, bullish sentiment tends to increase, but ultimately ends badly. Image: Real Investment Advice
VIX vs. S&P 500 Corrections and short-term market peaks are often linked with very low levels of volatility in the market. Image: Real Investment Advice
Volatility – VIX/MOVE Ratio The VIX/MOVE ratio is still falling. Image: The Daily Shot
VVIX to VIX Ratio The VVIX/VIX ratio continues to rise, suggesting a period of relative complacency. Image: The Daily Shot
Volatility – VIX and U.S. 1-Year Sovereign CDS The U.S. debt ceiling circus could lead to volatility in financial markets. Image: Goldman Sachs Global Investment Research