Tag Archives: Market Volatility
Introducing the S&P 500 Realized Dispersion Indices
Market participants are continuously seeking innovative tools to better understand market dynamics and manage risk. This week marks the launch of the S&P 500® Realized Dispersion Indices. These indices are designed to measure the historical dispersion of The 500™ over various time periods, providing valuable insights into market volatility and the performance of individual stocks…
- Categories Equities
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How Have the S&P/BMV IPC Leverage and Inverse Indices Performed in Volatile Periods?
Leveraged and inverse indices are widely used by investors looking for a measurement that magnifies performance or hedges against market downturns. For the Mexican equity market, S&P DJI provides market participants with an amplified or inverse view of the S&P/BMV IPC through the S&P/BMV IPC 2X Leverage Daily Index and S&P/BMV IPC Inverse Daily Index,…
- Categories Multi-Asset
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How is the Current Environment Impacting Your Retirement?
Explore how our new quarterly dashboard on S&P STRIDE can help investors better understand and plan for retirement with S&P DJI’s Hamish Preston. https://www.youtube.com/watch?v=_y8jSzzNTGU Get the latest dashboard: https://spdji.com/documents/commentary/dashboard-stride-2020-03.pdf.
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Is Mid-cap Outperformance an Illusion?
S&P DJI’s Craig Lazzara explains how style drift could be responsible for inflating the perception of active manager skill. https://www.youtube.com/watch?v=bRKYDS7KPjA Read the Performance Trickery blogs at: www.indexologyblog.com
- Categories Equities
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Is Volatility an Investor’s Friend or Enemy?
Explore how high volatility and high dispersion can impact passive and active managers’ performance with S&P DJI’s Craig Lazzara. https://www.youtube.com/watch?v=zdU50uYbvs0 Get the latest Dispersion, Volatility, & Correlation dashboard: https://spdji.com/documents/commentary/dashboard-dispersion-2020-03.pdf
- Categories Equities
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Exploring VIX® in Volatile Markets
How can VIX data help us understand the current market environment? S&P DJI’s Tim Edwards explores what recent historical highs for VIX could mean for equity and commodity markets moving forward. https://www.youtube.com/watch?v=ATWjE9s8ukQ Get the latest Risk & Volatility dashboard on Indexology: https://spdji.com/indexology/risk-management/risk-volatility-dashboard
- Categories Strategy
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