Search Results for: S&P 500 volatility

S&P 500 Realized Volatility Around Previous Recession Start U.S. equity volatility looks attractive. Image: J.P. Morgan

Volatility – S&P 500 vs. 12-Month Count of Daily Changes of -1% or Lower Is this the end of the bear market, as volatility has peaked? Image: Topdown Charts

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

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

Average Monthly S&P 500 Returns and Volatility with Different Growth/Policy Mix Should U.S. equity investors expect anemic monthly returns this year? Image: Goldman Sachs Global Investment Research

Liquidity – S&P 500 21-Day Realized Volatility vs. Median S&P 500 Stock Bid-Ask Spread As equity market liquidity has deteriorated, investors should expect market swings to continue. Image: Goldman Sachs Global Investment Research

Volatility – Gold, S&P 500 and Bitcoin Bitcoin volatility is still high, but should fall over time. Image: BofA Global Research

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

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