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Showing 151 - 160 of 168 results for "VIX"

Gotta love gold

BENJAMIN ONG  |  TUESDAY, 28 SEP 2010
... crisis hit. But despite still lingering uncertainties, the financial markets are no longer in turmoil. At around 20 points, the VIX or "fear" index, is not exactly as sanguine as the low teens it was trading on just before the GFC but it is also way ...

S&P and ASX launch Aussie "fear index"

JOHN MCDULING  |  WEDNESDAY, 22 SEP 2010
Standard & Poor's and the Australian Securities Exchange (ASX) have launched an Australian version of the "VIX" volatility index, colloquially referred to as the gauge of fear on Wall Street. The S&P/ASX 200 VIX index will measure the expected volatility ...

Market Wrap - Morning

AAP  |  THURSDAY, 12 AUG 2010
... exaggerate swings in the market. The Chicago Board Options Exchange's Volatility Index rose 3.02, or 13.5 per cent, to 25.39. The VIX is known as the market's fear gauge because a rise signals traders are expecting more drops in stocks. LONDON - European ...

The retaking of Dow 11000

BENJAMIN ONG  |  WEDNESDAY, 14 APR 2010
... everyone shares the same view. Current polling shows high levels of optimism among investors, highlighted by the decline in the VIX index - the fear index - to its lowest level since July 2007 (before we even coined the three letters G, F and C together). ...

Miranda Kerr and the market

BENJAMIN ONG  |  FRIDAY, 5 FEB 2010
... would happen. The S&P 500 index fell by more than 3.0 per cent overnight, the Dow flirted below the 10,000 point mark and the VIX index spiked by 26 per cent on indications that America's jobs market may be worsening. Europe had its own bad day as renewed ...

Pleasant and nasty

BENJAMIN ONG  |  MONDAY, 19 OCT 2009
... in consumer confidence in October. What about market indicators? Credit default spreads have narrowed significantly and the VIX Index - or what others call the volatility index - has fallen to its September 2008 lows. It is therefore not surprising that ...

September mourn

BENJAMIN ONG  |  TUESDAY, 11 AUG 2009
... Poor's 500 Index since the 1930s won't survive September, historically the worst month for U.S. equities." This is based on VIX futures pricing which is expected to increase by 13 per cent in the next five weeks. Bloomberg notes that this is the widest ...

Alpha selects Pengana volatility strategy

COMPANY RELEASE  |  FRIDAY, 7 AUG 2009
... "The consistency of returns since the strategy began and having Al Wilkinson, who is widely credited with the creation of the VIX (volatility index), actually running the strategy gives a large measure of comfort when embracing a new strategy such as ...

Volatility: a new asset class?

MICHELLE BALTAZAR  |  THURSDAY, 9 JUL 2009
... but real return has so far averaged closer to 10 per cent (in the past four years). Last year, when the volatility index (VIX) spiked to around 80 per cent, the CAAM Funds Volatility World Fund returned 26 per cent. StA(C)phane Mauppin-Higashino, a senior ...

Darling buds of May

BENJAMIN ONG  |  MONDAY, 1 JUN 2009
... Libor - are returning to normal. Banks are more willing to lend - Libor/OIS spread - to each other. Volatility is easing - VIX index. Trade flows are well, flowing again - Baltic Exchange Dry Index. And, the US stress test revealed that banks are not ...