vix

Equities

Buying undervalued stocks is traditionally the way investors seek to deliver returns over the long term. At Vega Capital, we utilise a differentiated way of looking at the markets in the United States and discuss it in today’s blog. There are two overarching algorithms we utilise, the first uses macroeconomic... Show More

Investors Mutual

Over the past 12 months, a common headline in the financial pages has pointed to record low levels of volatility, as measured by the frequently quoted VIX volatility index. Yet for Australian equity investors, increasingly volatile share price movements in many stocks belies what the VIX is actually indicating -... Show More

Marcus Padley

Last week we saw BWX, BKL, A2M, WTC, NCK, NAN and BIN all up 7% or more. BAL is up 85% in three months, A2M is up 83%, WTC is up 55%, BWX is up 28%, BLA is up 46%. The mid-cap sector is having a dream rally. A lot... Show More

Fred Woollard

Implied volatility is now trading at record lows across a variety of asset classes, especially in US equities. This means that option markets are priced in the belief that the economic and political outlook in America and the world is as stable as it has been for more than 25... Show More

Simon Doyle

It is widely acknowledged that the outlook for economies and markets is unusually uncertain, given the huge political changes that we are witnessing globally. It is also widely acknowledged that most assets are expensive and priced to offer sub-normal prospective returns. Why then is volatility (the VIX) so low? History... Show More

Bloomberg has published five charts that give some reason for investor caution, starting with the significant divergence between VIX and gold inflows: “Gold inflows have not been matched by movement in the VIX, and a gap has opened up between the two measures. “While stocks and corporate bonds have rallied... Show More