Search Results for: volatility

Volatility – S&P 500 3-Month Put Skew The S&P 500 3-month put skew is at historical highs. Could this predict a fall in the U.S. stock market? Image: Goldman Sachs Global Investment Research

Average Probability S&P 500 Volatility Regime The probability of a low volatility regime has decreased. Image: Goldman Sachs Global Investment Research

U.S. Equity Implied Volatility and Credit High Yield Spreads U.S. equity implied volatility remains at relatively high levels. Image: Goldman Sachs Global Investment Research

Valuations – Forward P/E Ratio and Earnings Volatility The U.S. equity market looks expensive. Should investors worry? Image: Alpine Macro

S&P 500 Momentum Index / S&P 500 Low Volatility Index Momentum stocks are outpacing low volatility stocks. Are investors concerned of higher market fragility? Image: Morgan Stanley Wealth Management

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

Rates Volatility Rates volatility has increased again. Image: Goldman Sachs Global Investment Research

Volatility – SKEW Index Could the Skew Index predict a fall in the stock market? Image: The Daily Shot

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