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Tag "volatility"

CFA – Workshop: The role of energy and metals in an investment portfolio AMSTERDAM

🕔16:30, 29.okt 2019

Join CFA Sociey VBA Netherlands and experts from CME Group for an in-depth workshop on: The role of energy and metals in an investment portfolio The outlook on risk and return of commodity markets can form the basis of portfolio construction.

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Volatility Shocks Causing Investors to Question Equity Price Stability

Volatility Shocks Causing Investors to Question Equity Price Stability

🕔16:31, 12.sep 2019

While investor expectations seem increasingly negative, both bond yields and earnings expectations have been trending lower. Meanwhile, US and European equity markets are trading at levels slightly above where they were one year ago, and comfortably above where they began

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Managing market volatility

Managing market volatility

🕔18:14, 9.sep 2019

How are defensive market strategies evolving today? Volatility is higher than in 2017, but not in a long-term context Brexit has been more concerning to investors than the China-US trade wars Investors are not driven to change strategy according to

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Value investing in emerging markets: lessons from history

Value investing in emerging markets: lessons from history

🕔17:45, 30.aug 2019

Emerging markets are a lot less emerging than they used to be. A more integrated global economy means that the world has become smaller. Investors and managers no longer suffer from limited visibility into markets, and the transparency around the

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Volatility is likely path forward for high yield

Volatility is likely path forward for high yield

🕔18:05, 27.aug 2019

Volatility is likely path forward for high yield after strong advance in first half of 2019 Aided by expectations of monetary easing, the second quarter of 2019 saw high-yield corporate bonds on both sides of the Atlantic continue one of

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On recent market volatility

On recent market volatility

🕔17:34, 16.aug 2019

Financial market volatility has risen in August. This has come amid the ongoing US-China trade conflict (along with other geopolitical risks), and some weak economic data releases. Risk assets such as equities have sold off, while safe-haven assets have rallied

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Mid-year outlook: The more things change, the more they stay the same (PDF)

Mid-year outlook: The more things change, the more they stay the same (PDF)

🕔13:07, 9.aug 2019

Letter to Investors – This summer marks the 10th anniversary of the US economic expansion that began in June 2009. The current cycle is now officially the longest, no small feat considering that economists have been dating business cycles since 1854.

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Can the Market Multiply and Divide? Non-Proportional Thinking in Financial Markets

Can the Market Multiply and Divide? Non-Proportional Thinking in Financial Markets

🕔13:51, 26.jul 2019

Kelly Shue’s research challenges the conventional wisdom that size is the fundamental determinant of volatility and offers investors a window on an under-appreciated driver of asset price movements. 

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Six simple reasons why yesterday’s volatile markets are a wake-up call for investors today

Six simple reasons why yesterday’s volatile markets are a wake-up call for investors today

🕔12:25, 18.jul 2019

Global Survey of Individual Investors – Executive Overview The volatility at the end of 2018 was a wake-up call for individual investors. On the heels of the longest running bull market in history, the final three months of last year

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Global Strategy Q3 2019

Global Strategy Q3 2019

🕔04:02, 3.jul 2019

Global Strategy​ We expect no quick solutions to the trade dispute and Brexit and volatility in financial markets should remain high due to uncertainty over the growth outlook. Central banks are becoming more cautious and are holding out the prospect

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A snapshot of current views on equity, fixed-income and alternative asset classes

A snapshot of current views on equity, fixed-income and alternative asset classes

🕔15:02, 2.mei 2019

KEY TAKEAWAYS Equity momentum is strong and volatility measures have been on the decline. However, valuations continue to look less attractive. We expect a modest rise in interest rates in the short term. Inflation-linked bonds appear to be an attractive

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Index Dashboard: Dispersion, Volatility & Correlation

Index Dashboard: Dispersion, Volatility & Correlation

🕔15:02, 1.mei 2019

As well as rising prices overall, the kindest equity markets might be identified as those with low volatility (reducing the risk of loss), low correlations (implying strong diversification potential), and moderate-to-high dispersion (offering opportunities to outperform). To summarize this month’s

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A roadmap for defensive investing

A roadmap for defensive investing

🕔06:35, 28.mrt 2019

Chris discusses defensive portfolio exposures that can create potential buffers to volatility, for when it reappears. While the 2019 market rebound has undone much of the damage from 2018’s year-end drubbing, the brutal selloff offers a key reminder for investors

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Index Dashboard: Risk & Volatility March

Index Dashboard: Risk & Volatility March

🕔11:02, 21.mrt 2019

COMMENTARY As December’s price swings in U.S. equities fade into history, VIX has declined back to the low teens and – despite the potential for an upset from today’s Federal Reserve announcement – the volatility gauge closed last night at

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Index Dashboard: Risk & Volatility March

Index Dashboard: Risk & Volatility March

🕔11:02, 21.mrt 2019

COMMENTARY As December’s price swings in U.S. equities fade into history, VIX has declined back to the low teens and – despite the potential for an upset from today’s Federal Reserve announcement – the volatility gauge closed last night at

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Seek opportunities, but be aware of short-term volatility

Seek opportunities, but be aware of short-term volatility

🕔17:02, 7.mrt 2019

Emerging Markets Charts & Views Emerging markets (EM) started 2019 on a strong footing and, as a result, some excessive valuation gaps have been partially closed. Yet, we continue to see opportunities in all EM segments (equity, bonds in hard

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Is volatility a friend or a foe?

Is volatility a friend or a foe?

🕔11:02, 17.jan 2019

 Volatility is usually seen as something bad, a foe to long-term performance; but the insights it provides may actually make it more of a friend that can be used to help strengthen portfolio resilience. Volatility’s historical relationship with market drawdowns

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Finding opportunity in Europe’s volatility

Finding opportunity in Europe’s volatility

🕔14:04, 16.jan 2019

Looking back at 2018, it was a year when European corporate earnings continued to grow, while market volatility was surprisingly high. The volatility was a result of both political noise and the fear of a slowdown in global growth. Volatility

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Strengthen your Core Through an Allocation in a Eurozone Low Volatility Strategy

Strengthen your Core Through an Allocation in a Eurozone Low Volatility Strategy

🕔15:02, 19.dec 2018

Strategy Espresso Rotation among factors has continued recently, with elevated volatility, as equity investors switch between optimistic and defensive positioning. These moves are not surprising, as it is common to see heightened levels of volatility in late economic cycles. Interestingly,

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Dividend Strategies for Countering Market Volatility

Dividend Strategies for Countering Market Volatility

🕔17:02, 27.nov 2018

Strategy Espresso In October, global equities endured their worst performance since May 2012, with US growth posting a negative return of almost 2 standard deviations. Last week we continued to witness the same bearish sentiment that we did in October. The increased

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Putting technology stocks volatility in perspective

Putting technology stocks volatility in perspective

🕔14:08, 8.nov 2018

Technology stocks could remain volatile for some time amid the potential for slower earnings growth at some companies and greater regulatory scrutiny. There will likely be a dispersion of returns among the FAANG stocks, given different valuations and where they

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Index Dashboard: Dispersion, Volatility & Correlation

Index Dashboard: Dispersion, Volatility & Correlation

🕔17:02, 1.nov 2018

October's reputation for higher market risk was maintained, as volatility, correlation and dispersion all rose from September's levels for the S&P Global 1200, and each of its regional components. It was a particularly chaotic month for South American equities. Brazil's

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Is It Time to Consider European Low Volatility Again?

Is It Time to Consider European Low Volatility Again?

🕔15:02, 30.okt 2018

Strategy Espresso It was another rollercoaster week. After months of focusing on the good news and shrugging off the bad, US equity market sentiment sharply reversed, leaving most major US indices only modestly positive for the year. After that, European

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Diversification is key

Diversification is key

🕔03:02, 16.okt 2018

Regional view – Asia With tensions between the two sides likely eroding the confidence of consumers and entrepreneurs, investors should brace for greater market volatility ahead.

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Tail Risk Adjusted Sharpe Ratio

Tail Risk Adjusted Sharpe Ratio

🕔09:02, 6.okt 2018

Abstract The Sharpe Ratio has become a standard measure of portfolio management performance, taking into account the risk side. In that framework, the consideration of risk is reduced to returns volatility. The Sharpe Ratio does not encompass extreme risk, especially

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Asset Allocation Consensus September

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The integration of #ESG criteria often has a greater impact for emerging countries. Find out why in an interview with our expert #Karine_Jesiolowski (via @allnews_ch).

Low interest rates drive housing market -> https://t.co/XjhuRim2P7 #Interest #mortgages via @ABNAMROeconomen

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