Tag Archives: Equity
Indexology Blogs – August Release QA Regression test
Content creation testing for August,September 2023 Release as part QA regression testing. Please Ignore the post.
- Categories Equities, Sustainability
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- Equities, Sustainability
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- Categories Equities, Fixed Income
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S&P Risk Parity Indices Significantly Outperform the Manager Composite in 2020
Plagued by the novel coronavirus pandemic and election uncertainty, 2020 was a year that many are happy to forget. Nonetheless, the S&P 500® finished strong, up 12.15% for the fourth quarter and 18.40% for the year, driven largely by newly developed vaccines and aggressive economic stimulus measures. In the fourth quarter, yields on the U.S. 10-Year Treasury…
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The Road Less Traveled
It is a truth universally acknowledged that liquidity is critical to market health; typically when liquidity falls, volatility rises. The Financial Times recently cited claims that the increased use of passive investment vehicles had caused trading volumes in individual S&P 500 constituents to decline. Should we be alarmed? In reality, the notion that single-stock traders…
- Categories Equities, S&P 500 & DJIA, Strategy, Uncategorized
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- Equities, S&P 500 & DJIA, Strategy, Uncategorized
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Not Melting Yet
Despite the hovering cloud of geopolitical menace as we entered 2019, the U.S. equity market enjoyed an almost seamless rise through the first four months of the year. May’s retreat reacquainted investors with volatility and served as a reminder that the market is near all-time highs, having enjoyed a more or less sustained increase for…
- Categories Equities, S&P 500 & DJIA
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Volatile but Not Necessarily Disastrous
In 2018, the S&P 500 declined for the first time in 10 years. The year’s 4% decline is obviously de minimis compared to 2008’s 37% plunge, though investors may feel it more keenly since the fourth quarter’s 14% decline erased what had been a profitable year. Nonetheless, the risk landscape changed dramatically in 2018 compared…
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Breaking Down Volatility
“Data! Data! Data!” he cried impatiently. “I can’t make bricks without clay.” – Sherlock Holmes (in “The Adventure of the Copper Beeches”) Despite yesterday’s hand wringing loss for equity markets— the S&P 500 dropped 3.3%—the index is still up 5.8% year to date 2018. Nevertheless, losing in one day a third of what the equity market…
- Categories Equities, S&P 500 & DJIA
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No Longer Calm but Not Chaotic
Although market volatility has retreated somewhat since the spike in early February, it has remained elevated. In the last 30 trading sessions, the S&P 500 moved by more than 1% (in either direction) 14 times. VOLATILITY FOR S&P 500 (21-Day Rolling) Volatility manifests itself in both dispersion (a measure of the magnitude of differences among…
- Categories Equities, S&P 500 & DJIA
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Vectors of Volatility
Risk is once again part of investors’ vocabulary. Through yesterday’s close, the S&P 500 lost a total of 6%, made all the more jarring by the practically straight line rise in most of 2018 prior to the losses. Volatility has, of course, ticked up, but in the context of the broader 27 year history, not…
- Categories Equities
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2017…Among the Sleepiest of Years
If 2016 was unremarkable, 2017 was downright sleepy…at least as far as equity markets were concerned. In 2017, the S&P 500 notched the lowest level of volatility in 27 years. Both dispersion and correlations were among the lowest levels in the same period. This is in spite of a year that was far from lacking…
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