Stocks Called Better; Volatility to Remain HighCopyright ©James HyerczykBrewer Futures Group, LLC
This paper investigates the pro…tability of daily volatility forecasts and the role of intraday information in generating those on the basis of several trading rules. The analysis is based on a 7-year sample of transaction prices for 14 NYSE stocks. The forecasts are obtained on the basis of...
The key to the dominance of low volatility equities is that high volatility stocks are bad investments on the two main dimensions of stockworthiness: volatility and return. Volatile stocks by definition have high volatility, and also high correlation with the overall market (CAPM beta) and the bu...
That said, investors considering Main Street for its high dividend need a strong stomach for volatility given the risks associated with its investments in subprime debt securities. But Main Street is arguably the most conservative high dividend stock in the industry. Source: Simply Safe Dividends Hi...
Similarly, Hagströmer and Norden (2013) use data on 30 stocks from Nasdaq-OMX Stockholm and find evidence indicating that market-making HFTs reduce short-term volatility. The advantage of this first group of studies is that identification of high-frequency traders is relatively clear-cut. The ...
interest rate increaseshave caused a lot of changes lately – including causing volatility in the bond market. This Baird fund has been able to navigate that in part because it looks at durations that are in the middle, with an average maturity around four years and three months. It also ...
Volatility 3 year annualised standard deviation 6.14% 1M|3M|6M|Adv. Chart | Color - Calendar Year Performance Returns (%) 2023 2022 2021 2020 2019 USD +12.52% -10.42% +3.47% +6.08% +13.71% Portfolio Composition By Sector Others (33.58%) ...
Offering price figures reflect the maximum sales charges of 4.5% for A Shares. See the prospectus for other fees and expenses that apply to a continued investment in the fund. Current performance may be lower or higher than what is stated. To view performance current to the most recent month...
1-Month 5.36 - 5.41 +0.19% +0.26% 3-Month 5.36 - 5.56 -2.70% -0.49% 1-Year 5.36 - 5.69 -3.05% +2.26% 3-Year 5.06 - 6.59 -17.28% -5.27% Since Launch 5.06 - 10.57 N/A +86.07% Volatility 3 year annualised standard deviation 7.46% 1M | 3M | 6M | Adv. Chart | Color - Ca...
Credit spreads and implied volatility are cousins. When there is complacency, both are low. When there is panic, both are high. For those of us with strong balance sheets, when do we buy? We buy during panic. when we can get quality assets at bargain prices. When things are euphoric, ...