Volatility
Stocks Vs. The Dollar—More Complicated Than You Think
The recent strength in the dollar coincided with a spike in volatility and weakness in risky assets, but the relationship over the last couple years has been tenuous at best.
GS Scores Hold Up During Volatility
The Attractive range of the Group Selection (GS) Scores outperformed the Unattractive range in the volatile September market.
Market Value Impacting Returns
Small Cap stocks significantly underperformed Large Cap stocks since late March.
The Volatility “Sweet Spot”
Daily stock market volatility has levitated at levels a bit higher than the VIX—in a zone that has historically been “optimal” for short-term performance.
Sell in May
This does not only apply to stocks, it applies to just about all risky assets.
Correlations Staying Steady
The decrease in correlations has been helpful for investors, but the lack of volatility in the measure has arguably been more important.
10-Year: Year-End Target Still 250 BPS, Interim Volatility Expected
We don’t think the numbers between now and the Fed’s December meeting will be strong enough to convince it to start tapering this year. No taper until 2014, in our opinion.
No Taper—More Downside Likely On The 10-Year & Higher Volatility Ahead
A look at prior debt ceiling debates and patterns around resolution dates gives no surprises: markets are weaker in the two weeks before but stronger in the month after a resolution is reached.
Is Low Volatility A Warning?
Low volatility isn’t a bearish omen in and of itself, and we found stock market volatility levels to provide much near-term directional help.
10-Year: Taper the Taper—Upside Limited
If interest rates keep going higher from here, we would run the risk of derailing a still-fragile recovery. As long as the Fed tapering uncertainty exists, we expect higher volatility on the 10-year yield to persist in the mean time.
10-Year: 185-245 Range Broken & Higher Volatility
We think 3% is the upper bound in the short term. However, we believe it will settle back closer to 250 bps by the end of the year.
Bi-Modal Or Middle Of The Road—We Think The Latter
How do we avoid volatility in a high Uncertainty/low conviction world? We compare a “bi-modal” portfolio of 50% Treasuries/50% High Yields with a “middle-of-the-road” portfolio of 100% Investment Grade Corporate bonds. The latter wins in both good and bad scenarios.
Are Low Volatility Equity Strategies The Panacea That People Are Talking About?
An examination of the low volatility stock anomaly and when it does or does not work... along with a look under the hood at the PowerShares Low Volatility ETF.
Expecting A Little March Madness
Things seem calm on the surface… is a little March Madness in store?
2011 Volatility Summary: S&P 500 And NASDAQ
Even though the major indices ended the year flat for the most part, volatility measures paint a different story.
Volatility—A Beast Worth Befriending Or An Enemy To Shield Away?
Better understanding the behavior of equity market volatility is a prerequisite for making improved decisions either as a way to profit directly from the changing nature of volatility, or as a way to hedge equity market exposure.
Using A Few Bear Arguments To Make A Bullish Case
Doug Ramsey utilizes several bear market arguments to build a bullish case. Rising Interest Rates, Overbought Market, Low Volatility, and Low Trading Volumes, can all be looked upon in a BULLISH light.
The Beginning Of The End.....Yes, We’re Talking About The Bear Market
September was a horrible month for the stock market, but now is not the time to be selling stocks. We believe a market bottom is close at hand, and this month’s “Inside The Stock Market” section presents several of our “big picture”, historical market studies to provide support for this belief.
Yearning For Those Summer Doldrums...
In the past, Wall Street activity slowed in August as professionals headed for the beach. However, the “Hyper-connected Era” has changed all that, as evidenced by higher market volatility in recent years during July and August.
Bulls May Have Christmas...
Bulls may indeed have Christmas, but fundamentals for bearish case in 2008 are extensive.
Perception for the Professional
March 2026 Issue
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March 2026 Issue
