Search Results for: volatility

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 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 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 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 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 are on average similarly volatile, but 2020 could be different. Image: BofA Merrill Lynch

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

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

S&P 500 – Fundamental Factors Volatility The chart shows factor volatility at its highest level since 2016. Image: Goldman Sachs Global Investment Research

Growth, Momentum, Volatility and Value Factor Performance Chart showing that value stocks make a comeback as momentum and growth stocks get hammered. Image: Goldman Sachs Global Investment Research