Historical volatility (HV) is a backward-looking metric that measures how much movement a stock has experienced over a set time frame. While there are several different methods by which HV can be ...

The 20-day historical volatility (HV) has fallen below 6% for the first time in over a year This week, I’m examining two volatility measures on the S&P 500 Index (SPX). The 20-day historical ...

Investors may have already felt it, but market volatility this year has been much higher than the historical average. The Wells Fargo Investment Institute, which published a chart showing historical ...

Volatility is a measure of risk that is the statistical quantification of a security's possible investment returns. In short, it means large swings in price over a short period of time. Volatility in ...

A massive two-day sell-off that created historic volatility in U.S. markets swept across Asia and Europe on Tuesday, and investors are now faced with several key questions: What caused this market ...

Two weeks ago in The VIX in the Context of Historical Volatility of the SPX, I used a chart to demonstrate how the VIX (which is essentially the implied volatility of the SPX) compares across various ...

Financial markets have experienced historic volatility in recent days amid elevated uncertainty due to President Donald Trump's trade war with China and other countries, and experts say that investors ...

AUSF dynamically allocates across value, momentum, and low volatility factors, aiming to outperform broader equity indexes with lower volatility and attractive valuations. The fund's portfolio is ...

A near 40% decline in volatility this week suggests the stock market has more room to the upside, according to Fundstrat. The volatility decline was likely sparked by extreme de-leveraging due to the ...

BitMex, one of the world’s most advanced Bitcoin derivatives exchanges, recently announced the addition of a futures contract for Bitcoin. Now that the cryptocurrency’s value has fallen to below $300 ...

This week, I’m examining two volatility measures on the S&P 500 Index (SPX). The 20-day historical volatility (HV) has fallen below 6% for the first time in over a year, meaning the index has been ...