Volatility

Market volatility 1997 to date well above 1992-1996 levels and also above median levels 1957 to present…characteristic of transition years and bear markets.

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Market volatility 1997 to date well above 1992-1996 levels and also above median levels 1957 to present...characteristic of transition years and bear markets.

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Market volatility 1997 to date well above 1992-1995 levels and also above median levels 1957 to present...characteristic of transition years and bear markets.

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Market volatility 1997 to date well above 1992-1995 levels and median levels 1997 to present.

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Market volatility may seem quite high, but activity is slightly below normal.

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Major Trend remains positive, total equity exposure remains at 58%, using index options to minimize and reduce risk. The “new valuation era” continues. Demand for U.S. equity funds continues to be key driver.

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It still looks like a bear market to us or, at minimum, an old bull market that is topping out.

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1994 market volatility no greater than 1992 or 1993. Annual volatility for DJIA and S&P 500 remains at all time low levels. What is going on? An attempt is made to explain.

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1993 was another dull volatility year for S&P 500, with record low 9.8% volatility. DJIA higher at 17%, but both far below typical volatility of 27%-29%.

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As noted last issue, July had been proclaimed the most boring month by The Boring Institute. As far as the stock market was concerned, I had thought June deserved this distinction. Now I'm not so sure.

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Last issue, this publication presented a study of historical stock market volatility based on the annual swings in the S&P 500 and the DJIA (low close to high close).

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We like markets that move. Preferably markets that move up, but markets that move down are not bad either. They can provide great buying opportunities. Frankly, I have become increasingly bored and frustrated with the 1992 stock market.

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Has 1991 been an unusually high volatility year? Thanks to statistics compiled by Tony Tabell (Delafield, Harvey, Tabell Inc.), we are able to make volatility comparisons back to 1897.

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Program trading has recently re-emerged as a major market influence. Extraordinary hour to hour volatility has returned. It appears that portfolio insurance futures selling is with us again as a significant volatility force.

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It was a wild and wooly, hairy and scary market in April, even though the popular averages ended the month only about 1% below where they began. However, the NASDAQ and Value Line measures each declined about 3% over the month.

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