Tag Archives for: Volatility

How To Benchmark Smart Beta ETFs (USMV)

From BlackRock: We know how to evaluate core funds against an index. Now, let's see how to set benchmarks for smart beta funds.
ETF BASIC NEWS October 17, 2017 10:44am

Consider The PowerShares S&P 500 Low Volatility Portfolio In Coming Months (SPLV)

From Invesco: Small-size, momentum and growth strategies paced factor performance during the third quarter of 2017. By contrast, low volatility, low beta and value struggled as standalone factors during this time -- although a late spike in 10-year Treasury yields helped value shares reverse some of their losses earlier in September.
NYSE:SPLV October 12, 2017 6:29am

Big Money In Inverse VIX ETFs Is Cause For Concern (XIV)

From Tyler Durden: Last week, ahead of the FOMC, we reported that in the latest striking development involving volatility derivative products, the total outstanding Vega across the entire levered and inverse VIX ETP space had reached $375 million, an all time high.
NASDAQ:XIV September 27, 2017 6:46am

How Long Can Powershares QQQ Volatility Stay This Low?

From Invesco: Equity market volatility has been remarkably low in recent years, which has corresponded to strong large-company equity performance -- particularly for the Nasdaq-100 Index and the S&P 500 Index.

Investors Somehow Still Buying Struggling VIX-Linked ETFs (UVXY)

Analyst/ETF Trader Paul Weisbruch of Street One Financial brings us his daily fund flows update, which today points out continued interest in small cap equities, along with big struggles performance-wise for volatility-linked ETPs.
NYSE:UVXY September 25, 2017 11:16am

Small Cap Volatility Expectations Hit New All-Time Lows (IWM)

From Dana Lyons: Small-Cap volatility expectations just smashed their previous record lows.
NYSE:IWM September 19, 2017 9:04am

UVXY, TVIX Capitalizing On VIX Futures Contango

An interesting shift has occurred in recent months that we have covered on a handful of occasions, but given today's atmosphere and trading conditions, it is worth revisiting again today.
NYSE:SVXY September 13, 2017 11:51am

Volatility-Linked ETNs Plunge As Equities Bounce Back (VXX)

Analyst/ETF Trader Paul Weisbruch of Street One Financial brings us his daily fund flows update, which today looks at renewed inflows into small caps amid today's big equities rally, and a corresponding downturn in long volatility products.
NYSE:VXX September 11, 2017 11:49am

Low Volatility Doesn’t Necessarily Mean Investor Complacency (XIV)

From BlackRock: Does low U.S. equity market volatility equate to widespread investor complacency? Jean Boivin weighs in.
NASDAQ:XIV September 8, 2017 6:30am

Will The Short Volatility Trade Ever Disappear? (XIV)

From Larry McMillan: We have written many times about the "Big (Volatility) Short."  It is a very profitable trade, for the most part.  It comes about because of the upward-sloping term structure of the $VIX futures during a "normal," bullish market.
NASDAQ:XIV September 5, 2017 2:34pm

VIX Set For Lowest Annual Average Of All Time (VXX)

From Tyler Durden: While intra-month the CBOE Volatility Index reached its highest since November, before plunging back to earth into the end of the month, VIX is still on track to post its lowest annual average on record.
NYSE:VXX September 4, 2017 7:39am

Are Low Volatility ETFs Worth It? (USMV)

From David Fabian: If there's one thing investors love, it's consistency and reliability.  Two attributes that deftly describe the trend of exchange-traded funds that track low volatility stocks.
NYSE:USMV September 1, 2017 9:42am

SVXY Is Suddenly The Largest VIX-Linked ETP, As Inverse Volatility Bets Roll In

Would you believe that VXX (iPath S&P 500 VIX Short-Term Futures ETN, Expense Ratio 0.89%, $1.35 billion in AUM) is no longer the largest "Volatility" based ETP in the U.S. listed marketplace, at least for the moment?
NYSE:SVXY August 31, 2017 12:27pm

A Longer Term View Of The Total Collapse In Market Volatility (VXX)

From Corey Rosenbloom: We know that volatility is lower in our current environment, but by how much... and what does it mean?
NYSE:VXX August 23, 2017 5:59am

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