The Chinese economy, marked by volatility, already looks a little precarious.
With a Hurst Constant below 0.50, its price moves are characterized by periods of low volatility followed by periods of high volatility followed by periods of low volatility, etc.
FORBES: Are Technicals Signaling A Time To Buy? We Think Yes
Scared by the volatility, they have moved to calm the waters by making it more expensive to buy or sell contracts.
As the name indicates, these days are often accompanied by increased volatility and heavy volume.
He recalls being bewildered by the volatility in the prices of 15 automobile manufacturers, especially the now long-dead Auburn Motors.
Although it is virtually impossible to not be affected by the volatility, investors need a new mindset, one that makes volatility work for them.
The simplest explanation is that Western banks, hedge funds and others hit by higher volatility, liquidity concerns or redemption calls sold whatever they could.
They have been willing to pay a higher price (as measured by implied volatility) for extreme out-of-the-money options than for contracts that insure against smaller market declines.
As we emerge from a period marked by extreme volatility and uncertainty, I can sympathize with those that want to do that same thing with their hard-earned savings.
FORBES: Four Myths about Investment Risk that Could Lose You Money
Ethanol boosters insist that investors have a long view and are unfazed by the volatility in oil prices, in part because they perceive a cultural shift in favor of greener policies and products.
Mining firms make up almost a fifth of the local exchange's market capitalization, and the city has become a magnet for smaller companies, which can be more-acutely affected by the volatility of the commodities cycle.
Take another period characterized by extreme volatility and fear, when there was conflict in the Middle East, oil-related inflation shocks, declining value in the U.S. dollar, rising U.S. unemployment and a strong resolve from the Fed to act aggressively.
Each year, I analyze the primary drivers of asset class long-term returns including risk as measured by implied volatility, expected earnings growth based on GDP estimates and foreign business expansion, market implied inflation based on the spread between long-term Treasury Bonds and TIPS, and current cash payouts from interest and dividends on bond and stock indexes.
The volatility or fear index, as measured by the CBOE Volatility Index (VIX), is over 33, and has remained over 30 since the beginning of August, when the American debt issues and worries about Greece really started to reemerge in the market place.
Volatility, as measured by the CBOE Market Volatility Index (VIX), is rising.
The tactical approach can help to reduce this volatility by periodically increasing and decreasing exposure to Emerging Markets.
Smaller-cap stocks will be hurt more by stock market volatility and economic uncertainty.
Get a sense of how volatile a company's business value is by looking at volatility in the stock price.
Italy's market regulator intervened in a bid to quell volatility by temporarily suspending short-selling of shares in Intesa Sanpaolo.
This error likely had the effect of muting volatility by a factor of two and of lowering the VaR .
FORBES: Microsoft's Excel Might Be The Most Dangerous Software On The Planet
For investors this treadmill is disastrous, with their assets slowly getting gobbled up by the very volatility they crave, the authors say.
The standard portfolio rule says that your stock percentage should rise with the expected return (stocks and bonds) divided by squared return volatility.
In the past, Fiat tried to dampen this volatility by diversifying geographically, and particularly by expanding into emerging markets such as Brazil and China.
End of the world talk aside, the fiscal cliff has been accompanied by much less volatility than the debt ceiling debacle ushered in last year.
Meanwhile those who are trying to invest are being brutalized by the market volatility and whipsawing that follows each twitch in the news reports from Europe.
FORBES: Time For The U.S. To Enter The Financial War In Europe
These companies are especially attractive given inefficiencies created by recent market volatility and reduced sell side research coverage in the wake of financial services industry merger activity.
Some investors are trying to reduce their portfolio's volatility by seeking refuge in a little-known corner of the investing world: mutual funds designed to perform like hedge funds.
应用推荐