Value Stocks vs. Low Volatility Stocks

Value Stocks vs. Low Volatility Stocks Chart showing the large divergence between value stocks and low volatility stocks, like never before. Image: J.P. Morgan

U.S. Treasuries Volatility Curve

U.S. Treasuries Volatility Curve Short-term periods of inversion have been followed by higher U.S. Treasuries yields and tighter credit spreads. Image: Arbor Research & Trading LLC

Bitcoin Volatility

Bitcoin Volatility The price of Bitcoin exhibits high volatility persistence. Has Bitcoin failed as a means of payment and store of value? Image: Financial Times

Volatility Across U.S. Presidential Elections

Volatility Across U.S. Presidential Elections Chart showing that outside of recessions, U.S. presidential elections did not contribute much to the volatility of equities, rates and forex. Image: Deutsche Bank Global Research

Volatility – Bond Proxies and Long-End Treasuries

Volatility – Bond Proxies and Long-End Treasuries Bond proxies are less attached to Fed policy. This chart shows that the implied volatility of bond proxies is disconnected from long-end Treasuries. Image: Arbor Research & Trading LLC

U.S. Election Years Volatility

U.S. Election Years Volatility U.S. election years are on average similarly volatile, but 2020 could be different. Image: BofA Merrill Lynch

Distributions of Volatility by Countries

Distributions of Volatility by Countries This chart shows the average of 6-month rolling standard deviation of monthly returns over the last 10 years. Image: J.P. Morgan