Search Results for: vix

MOVE, VIX and FX Volatility The “Goldilocks summer” of market calm is essentially over, as mounting concerns about the U.S. economy awaken markets from their seasonal slumber. Image: Bloomberg

VIX – Volatility Index Market confidence and complacency, spurred by expectations of Fed rate cuts and strong economic data, have pushed the VIX to its lowest level in 2025; yet, volatility may resurface before year-end. Image: The Daily Chartbook

VIX Buy Signals After VIX surges, the S&P 500 rose in 85% of instances over the next few months—but not during recessions. Image: J.P. Morgan

S&P 500 and VIX Above 50 The VIX rose above 60 during the 2008 financial crisis and the 2020 COVID-19 crash. In both cases, the stock market had already bottomed before the VIX dropped below 31. This pattern seems to be repeating in 2025. Image: Fundstrat Global Advisors, LLC

S&P 500 After VIX Spikes >50 (Intraday), First Instance in a Month An intraday VIX spike to 50, often triggered by panic-driven market declines, typically signals a recovery ahead. Historically, the S&P 500 has gained an average of 20% in the year following such events. Image: Carson Investment Research

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