Search Results for: volatility

Volatility – Number of Months with S&P 500 Up or Down at Least 7.5% Will S&P 500 volatility subside in 2023? Image: Goldman Sachs Global Investment Research

Average S&P 500 Realized Volatility for Midterm and Non-Election Years Historically, S&P 500 volatility tends to moderate after October. Image: J.P. Morgan

S&P 500 Average Stock Realized Volatility by Month October has traditionally been the most volatile month for U.S. stocks. Image: Goldman Sachs Global Investment Research

Euro and U.S. Dollar Rates Volatility Euro rates volatility is above GFC highs. Image: BofA Global Investment Strategy

Stock Market Strength vs. Volatility 2022 starts to smell like 2008. Are U.S. stocks in a secular bear market? Image: Willie Delwiche

Volatility – SKEW Index The SKEW Index continues to decline. Image: The Daily Shot

Treasury Volatility – MOVE Index Does the MOVE index suggest a coming recession in the United States? Image: BofA Global Investment Strategy

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

Bond Volatility – MOVE Index U.S. Treasury bond market volatility is soaring, as the risk of a U.S. recession is rising. 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