Search Results for: vix

VIX Futures Curve Market participants are anticipating a potential decline in volatility, reflecting hopes for reduced uncertainty and stabilization of trade-related concerns impacting markets. Image: The Daily Shot

Volatility – Return vs. VIX While a higher VIX indicates increased market uncertainty, it can also present opportunities for investors to achieve better average returns by strategically navigating the volatility. Image: Alpine Macro

VIX – Volatility Index While the current low VIX suggests investors are feeling as calm as a cat in a sunbeam, it also serves as a warning about potential future volatility if market conditions shift unexpectedly. Image: Morgan Stanley Wealth Management

VIX Indexed to Election Day Equity implied volatility typically increases leading up to U.S. presidential elections and decreases afterward, mirroring the market’s reaction to political uncertainty and its resolution. Image: Goldman Sachs Global Investment Research

VIX Index and S&P 500 Realized Volatility The spread between the VIX and the S&P 10-day realized volatility, when in the 98th percentile, may signal a potential opportunity for U.S. stocks to rally towards the end of the year. Image: BofA Global Research

Yield Curve vs. VIX (Leading Indicator) Should U.S. equity investors anticipate increased volatility ahead, given that the yield curve typically leads the VIX by three years? Image: BofA US Equity & Quant Strategy

Volatility – VIX and U.S. Election The historical trend of the VIX spiking before U.S. elections and then rapidly declining afterward can be attributed to heightened uncertainty and investor fear in the lead-up to the elections. Image: Morgan Stanley Research

S&P 500 and VIX Above 50 When the VIX exceeded 50, the S&P 500 was higher a year later in 91 out of 92 instances since 1990, with an average gain of 33%. Image: Carson Investment Research

S&P 500 Forward 6-Month Performance vs. VIX Level Very high VIX readings may actually precede periods of strong market performance over the subsequent 6 months, as investor sentiment stabilizes and confidence returns. Image: Strategas Research Partners

Fed Funds vs. VIX Taking into account the lag effect of Fed rate hikes on the U.S. economy, should investors expect the VIX to continue being elevated? Image: Deutsche Bank

S&P 500 and 3-Month VIX Relative to VIX (VIX3M/VIX) The 3-month VIX relative to the VIX closing at an oversold level below 1 is a potentially significant indicator of market sentiment. This can be interpreted as a sign of capitulation and possibly a contrarian bullish signal. Image: BofA Global Research