Post Profile

It's Back: "January Was The Most Volatile Month Since The Election"

If it seems like it was just two days ago that Goldman was writing about a Great-er moderation, and showing a chart of macro volatility - across virtually everything, not just stocks - reaching V-fib levels, it's because it was. A lot has happened inbetween, most notably that volatility which just on Sunday night was left for dead, has made a stunning comeback, leading to another note publ
read more


Related Posts

Goldman Discovers Something Odd: Stock Moves Are Increasing Even As Index Moves Are Decreasing

Business & Finance : Zero Hedge

One wouldn't know it by looking at the moves in equity indexes, but this earnings season has been unusually volatile for stocks, which however has yet to translate into bigger moves at the macro level. That is the bizarre observatio...

CHART OF THE DAY: A Big Question Mark For Investors In US Stocks (SPX, SPY, DIA, DJI, QQQ, EEM)

Business & Finance : Business Insider: Clusterstock

Emerging markets have been in the news a lot this week. Volatility in EM seems to have finally spilled over into developed markets around the world, like the U.S. stock market — a dynamic the chart below from the Goldman Sachs equit...

Forget "The January Effect", Fall Is The Season Of Volatility

Business & Finance : Zero Hedge

Goldman Sachs' Jose Ursua assesses puzzling seasonal patterns of volatility by month, day, and type of data period There are a few “market anomalies” affecting the seasonality of stock returns that have captured some investor attent...

CHART OF THE DAY: 90 Years Of Crises, Correlations, And Stock Market Volatility

Business & Finance : Business Insider: Money Game

This chart comes from presentation from JP Morgan Funds. It tracks stock market volatility and correlations among stocks since the Great Depression. As you can see, during periods of high volatility, correlations among stocks increa...

Goldman Sachs says this chart only looks like this when there's about to be a recession

Business & Finance : Business Insider: Money Game

Goldman Sachs says the VIX — an index of volatility in the S&P 500 stocks — has risen to a level usually only seen when the US is in recession. Volatility in stock trading is not, on its own, an indicator of a decline in economic ac...


Copyright © 2016 Regator, LLC