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The current VIX index value quotes the expected annualized change in the S&P 500 index over the following 30 days, as computed from options-based theory and current options-market data. To summarize, VIX is a volatility index derived from S&P 500 options for the 30 days following the measurement date, [5] with the price of each option ...
For instance, an A-VIX value of 20% can be converted to a monthly figure, remembering that volatility scales at the square root of time, the formula is: 20% x √ 1/12 = 5.77% In the above example, index options over the S&P/ASX 200 are incorporating the potential for a one standard deviation return over the next month of +/- 5.77%.
The chart above tracks the average VIX level across the calendar year, using data from 1990 to 2023. The small peak around the beginning of August already perfectly captured the Aug. 5 spike that ...
CBOE Volatility Index (VIX) from December 1985 to May 2012 (daily closings) In finance, volatility (usually denoted by "σ") is the degree of variation of a trading price series over time, usually measured by the standard deviation of logarithmic returns. Historic volatility measures a time series of past market prices.
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From September 2009 to December 2012, if you bought shares in companies when Marc L. Andreessen joined the board, and sold them when he left, you would have a -68.8 percent return on your investment, compared to a 33.9 percent return from the S&P 500.
From January 2008 to May 2012, if you bought shares in companies when Donald B. Rice joined the board, and sold them when he left, you would have a 31.8 percent return on your investment, compared to a -10.5 percent return from the S&P 500.
From January 2008 to December 2012, if you bought shares in companies when Carol B. Tomé joined the board, and sold them when she left, you would have a 4.5 percent return on your investment, compared to a -2.8 percent return from the S&P 500.