Search Results for: volatility

Valuations – Forward P/E Ratio and Earnings Volatility The U.S. equity market looks expensive. Should investors worry? Image: Alpine Macro

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

Volatility – VIX and SKEW Index Could investor complacency evaporate this year? Image: Morgan Stanley Wealth Management

Rates Volatility Rates volatility has increased again. Image: Goldman Sachs Global Investment Research

Volatility – SKEW Index Could the Skew Index predict a fall in the stock market? Image: The Daily Shot

VIX – Volatility Index Seasonality of Spikes from Prior Month Low into Current Month Peak Historically, May-July tends to see decreased risk of VIX spikes. Image: BofA Global Research

VIX’s 3-Month Rolling Median Deviation from Its Best-Fit Regression with S&P 500 Realized Volatility VIX remains high compared to S&P 500 realized volatility. Image: Goldman Sachs Global Investment Research

S&P 500 3-Month Implied Volatility and U.S. 10-Year 3-Month Implied Volatility The volatility gap between U.S. equity and U.S. rates has now closed. Image: Goldman Sachs Global Investment Research

Seasonality – Average Daily Path for S&P 500 since 1928 and Volatility Can investors expect a summer rally for U.S. equities? Image: Deutsche Bank

Price Volatility: Bitcoin vs. U.S. Dollar Index (DXY) Is the price of Bitcoin too volatile to be a store of value? Image: Alpine Macro