Tag Archives: U.S. Elections

Back to Normal…Almost

Director, Index Investment Strategy

S&P Dow Jones Indices

November 16, 2016 - 2:53 pm

It’s been a roller coaster week in the aftermath of the startling conclusion to the U.S. Presidential election on November 8, 2016. As recently as a week before the election, equity markets were quite calm, although volatility levels recognized the possibility of a surprise Trump victory. When that victory occurred, U.S. futures declined significantly before Read more […]

Also tagged:
dispersion, election year 2016, equity markets, Fei Mei Chan, S&P 500, S&P Europe 350, S&P Pan Asia BMI

VIX is holding the Trump card

Tim Edwards

Managing Director, Index Investment Strategy

S&P Dow Jones Indices

November 4, 2016 - 10:51 am

Category: Equities, S&P 500 & DJIA, Strategy

Despite a narrowing election race and a deluge of earnings, the S&P 500 has not seen a daily change greater than 1% in nearly four weeks. Realized volatility remains remarkably low. But the CBOE Volatility Index (VIX) – a predictive measure of future volatility that is often seen as Wall Street’s “fear gauge” – has Read more […]

Also tagged:
Index Investment Strategy, S&P 500, S&P 500 1-Month Realized Volatility Index, Tim Edwards, VIX

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