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Two instruments with different volatilities may have the same expected return, but the instrument with higher volatility will have larger swings in values over a given period of time. For example, a lower volatility stock may have an expected (average) return of 7%, with annual volatility of 5%.
The resulting VIX index formulation provides a measure of market volatility on which expectations of further stock market volatility in the near future might be based. 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 ...
The Invesco S&P 500 High Dividend Low Volatility ETF (NYSEARCA:SPHD) has a 0.30% expense ratio and a 4.23% SEC yield. The fund has generated an annualized 8.4% return over the past decade.
The P/S ratio isn't a perfect measure of valuation, but 67.5 is off-the-charts high. A P/S of 20 is typically considered expensive, even in an industry like software where stocks tend to earn high ...
BigBear.ai (NYSE: BBAI) has been in highly volatile in Monday's trading, but it's currently posting gains in the session. The company's share price was up 2.1% as of 3:15 p.m. ET and had been up ...
If the market expects a major price movement in the stock, implied volatility will be high. This increased volatility makes the option more valuable since there’s a higher probability of the ...
Specifically, stocks with steeper implied volatility smiles (i.e., higher jump risk) have higher expected returns, consistent with the equity premium puzzle. The author argues that this relationship between the slope of the implied volatility smile and stock returns can be explained by investors' preference for jump risk.
The company's payout ratio is a tad high at around 80% of earnings so ... There will inevitably be volatility in the business due to fluctuating commodity prices and their impact on its earnings ...