While macro volatility has fallen, single stock volatility has not. Average single stock volatility, as measured by the ...

Discover how the Cboe SKEW Index assesses market volatility and perceived tail-risk in the S&P 500, despite its limitations ...

This strategy has had a good track record. During the trailing 15- and 10-year periods through March 2016, this fund's underlying index generated about 400 basis points of annualized outperformance ...

Volatility is a fascinating topic primarily because change is constant, but the rate of change is not. This year has been fraught with adjustments in capital markets. The most significant changes have ...

As we emerge from the pandemic, we do so having changed profoundly in light of the experiences of the past two years. Capital markets are no different. They, too, have emerged quite different than ...

Statistically, volatility is related to the movement of both positive returns and negative returns. In the context of the equity markets, volatility is often discussed when stocks decline. When they ...

The volatility index (VIX) is often called the fear gauge, but that label sells it short for the people who actually use it. For RIAs and advisors, the VIX is a daily reference point for pricing ...

The Nasdaq-100 Index (NDX) ended April with a 15.7% monthly gain. It was the largest monthly move (either direction) in more than a decade. Into the second week of May, NDX has tacked on another 4.5% ...

Option buyers should be wary when implied volatility appears to be running much higher than historical Today we are taking a closer look at volatility -- specifically, what it means when there is an ...