Search Results for: vix

Yield Curve vs. VIX (Leading Indicator) U.S. equity investors should expect more volatility ahead, as the yield curve tends to lead the VIX by three years. Image: BofA US Equity & Quant Strategy

S&P 500 and 3-Month VIX Relative to VIX (VIX3M/VIX) Should investors expect the summer rally in U.S. stocks to continue? Image: BofA Global Research

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

Volatility – VIX/MOVE Ratio The VIX/MOVE ratio is back to pre-COVID lows. Image: The Daily Shot

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

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