Rates and Equity Volatility (VIX)
Rates and Equity Volatility (VIX) This chart highlights the significant and sudden spike in rates and equity volatility at 2008/2009 levels. Image: Deutsche Bank Global Research
Rates and Equity Volatility (VIX) This chart highlights the significant and sudden spike in rates and equity volatility at 2008/2009 levels. Image: Deutsche Bank Global Research
Change in P/E vs. Change in VIX Higher volatility suggests lower multiples. Image: Credit Suisse
VIX and Number of Regions/Cities with Confirmed Coronavirus Case Daily Growth Rate Above 30% This chart shows the correlation between VIX and the number of regions/cities with confirmed coronavirus case daily growth rates above 30%. Image: J.P. Morgan
S&P 500 and VIX/10-Year U.S. Treasury Ratio Chart showing how spikes in the VIX/10-Year U.S. Treasury ratio result in lower equity prices. Image: Truist
VIX and S&P 500 Seasonality The chart shows the seasonality map for the VIX and the S&P 500, and how they move in opposite directions. Image: Topdown Charts
Global Political Uncertainty Index vs. VIX This chart shows the wide divergence between the Global Political Uncertainty Index and VIX since 2015. More volatility ahead? Image: Legg Mason
Volatility – Gamma Transition Level and VIX Gamma positioning indicators suggest more volatility ahead. Image: Societe Generale Cross Asset Research
Correlation Between VIX and MOVE The rolling one-year correlation between VIX and MOVE is at the highest level on record. Image: Arbor Research & Trading LLC
Correlation of VIX with U.S. 10-Year TIPS Yields The correlation of the VIX with U.S. 10-year TIPS yields has turned negative, as it was during the dot-com bubble burst, the Great Financial Crisis, the European debt crisis,… Image: Goldman Sachs Global Investment Research
VIX and Fed Monetary Policy This year, the VIX average has been similar to 2018, despite Feds’ policy U-Turn in January. Image: BofA Merrill Lynch Global Research