Quiet Progress In The Face Of Volatility
Kristina Hooper - at Seeking Alpha - Mon Feb 02, 11:58PM CST
Amid global growth concerns and heightened volatility, the US consumer is quietly making a comeback. And the drop in oil prices and quarterly earnings expectations may not be as bad as they seem. Nevertheless, stocks dropped sharply last week while...
USO: 19.62 (+0.44), SPY: 209.78 (+0.86), VXX: 30.97 (-0.38), OIL: 12.01 (+0.34), VXZ: 13.10 (-0.08), UDN: 22.76 (+0.03), UUP: 24.91 (-0.01)
The Year In VIX And Volatility - 2014
Bill Luby - at Seeking Alpha - Mon Jan 26, 11:05PM CST
This is the seventh year in a row I have offered a retrospective look at the year in VIX and Volatility, which is my attempt to cram some of the highlights of the year in volatility onto one graphic with a (somewhat) manageable number of annotations....
TVIZ: 21.76 (-1.84), TVIX: 2.57 (-0.05), XVZ: 28.30 (-0.18), VIXM: 63.82 (-0.30), XVIX: 16.10 (-0.06), ZIV: 40.78 (+0.37), VXX: 30.97 (-0.38), IVOP: 37.88 (-0.16), UVXY: 22.57 (-0.61), VIIX: 41.82 (-0.49), CVOL: 0.95 (-0.04), VXZ: 13.10 (-0.08), VIIZ: 19.06 (+0.09), XXV: 38.25 (unch), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
One Reason Why The New VIX Calculation Is Better
Vance Harwood - at Seeking Alpha - Tue Jan 13, 5:02PM CST
The CBOE changed the way the VIX® was calculated on October 6th, 2014- asserting the change would provide a more accurate assessment of expected volatility. The new process does look better to me, but I've been surprised that the new VIX and the...
TVIZ: 21.76 (-1.84), TVIX: 2.57 (-0.05), XVZ: 28.30 (-0.18), VIXM: 63.82 (-0.30), XVIX: 16.10 (-0.06), ZIV: 40.78 (+0.37), VXX: 30.97 (-0.38), IVOP: 37.88 (-0.16), UVXY: 22.57 (-0.61), VIIX: 41.82 (-0.49), CVOL: 0.95 (-0.04), VXZ: 13.10 (-0.08), VIIZ: 19.06 (+0.09), XXV: 38.25 (unch), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
Are Stocks About To Break Out Relative To Fear?
Chris Ciovacco - at Seeking Alpha - Tue Dec 23, 2:33AM CST
While there are numerous reasons for recent volatility in asset prices, the market has primarily focused on concerns related to economic weakness in Europe, the possibility of a widespread Ebola outbreak, and the Federal Reserve. The chart below...
SPY: 209.78 (+0.86), VXX: 30.97 (-0.38), IEF: 107.18 (-0.36), VXZ: 13.10 (-0.08), IWM: 121.53 (+0.72)
Barclays Bank PLC Announces Impact of Pending Changes to the CBOE Volatility Index(R) (VIX) Futures Settlement Price Calculation
Business Wire - Tue Dec 02, 12:35PM CST
The CBOE Futures Exchange, LLC ("CFE"
BCS: 15.77 (+0.12), VXX: 30.97 (-0.38), VXZ: 13.10 (-0.08)
The VIX And Seasonality: Long Live Santa Claus And The Turkey Gods
Force Majeure - Seeking Alpha - Mon Nov 03, 11:35AM CST
The month of October has certainly been a wild one for U.S. markets with the second half of the month the polar opposite of the first. The first two weeks were dominated by fear regarding global growth, ebola, and geopolitical instability and...
TVIZ: 21.76 (-1.84), TVIX: 2.57 (-0.05), SPY: 209.78 (+0.86), QQQ: 106.91 (+0.91), VXX: 30.97 (-0.38), UVXY: 22.57 (-0.61), VXZ: 13.10 (-0.08), XIV: 29.40 (+0.35)
Is The Latest VIX Decline A Trick Or Treat?
James Picerno - at Seeking Alpha - Thu Oct 30, 1:26PM CDT
It's nearly Halloween, but the frightening rise in U.S. stock market volatility earlier this month is looking less creepy at the moment. In particular, the Volatility Index (VIX) for the S&P 500 has tumbled substantially over the past week,...
TVIX: 2.57 (-0.05), ZIV: 40.78 (+0.37), VXX: 30.97 (-0.38), UVXY: 22.57 (-0.61), VXZ: 13.10 (-0.08), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
Volatility Trade Back In Oct 22, 2014 - ETF Gainers And Losers
CapitalCube - Seeking Alpha - Thu Oct 23, 2:04PM CDT
By Veibha Subramaniam The risk-on trade seems to be back again. Buying volatility is back. Yesterday the market was buying the VIX and today as of 10:00 am the VIX ETFs are still gaining - VIXY (+7.84%), VXX (+7.67%), VIXM (+3.16%) The data was...
EGPT: 61.25 (-0.05), JO: 29.81 (-0.02), TZA: 11.10 (-0.22), VXX: 30.97 (-0.38), XOP: 53.32 (+1.37), GREK: 13.65 (+0.66), TNA: 83.54 (+1.47), UVXY: 22.57 (-0.61), HDGE: 11.05 (-0.12), PXI: 47.28 (+1.12), SRTY: 28.61 (-0.53), WIL: 53.47 (unch), VXZ: 13.10 (-0.08), XIV: 29.40 (+0.35), ERY: 17.74 (-1.21), GLDX: 11.30 (+0.25), ERX: 65.07 (+3.92), GDXJ: 27.00 (+0.38), JNUG: 30.90 (+1.14), FCG: 11.71 (+0.36), SGDM: 19.68 (+0.10), DUST: 13.46 (-0.20), ZSL: 95.15 (-4.85), JDST: 8.63 (-0.38), URTY: 96.92 (+1.67), SOXS: 11.88 (-0.30), TVIX: 2.57 (-0.05), UCO: 9.19 (+0.39), VIXM: 63.82 (-0.30), SIL: 10.18 (+0.17), NUGT: 15.78 (+0.22), SCO: 70.05 (-3.45), SVXY: 57.74 (+0.73), IPFF: 20.94 (+0.28), USLV: 24.06 (+1.76), RUSL: 27.31 (+1.68), SIZE: 66.88 (+0.03), VIXY: 20.59 (-0.25), PSCE: 30.18 (+1.12), FLGE: 121.40 (+1.48)
Not All Market Hedges Are Created Equal: Part 1
Invesco US - Seeking Alpha - Wed Oct 22, 3:20PM CDT
By John Feyerer While the multi-year bull market may feel like it has created some distance from the market turmoil, investors won't soon forget the global financial crisis of 2008-2009 and the eurozone debt crisis events of 2010-2011. These...
TVIZ: 21.76 (-1.84), TVIX: 2.57 (-0.05), XVZ: 28.30 (-0.18), VIXM: 63.82 (-0.30), XVIX: 16.10 (-0.06), ZIV: 40.78 (+0.37), VXX: 30.97 (-0.38), IVOP: 37.88 (-0.16), UVXY: 22.57 (-0.61), VIIX: 41.82 (-0.49), CVOL: 0.95 (-0.04), VXZ: 13.10 (-0.08), VIIZ: 19.06 (+0.09), XXV: 38.25 (unch), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
Top 10 ETF Gainers And Losers For October 17, 2014
CapitalCube - Seeking Alpha - Sun Oct 19, 8:29AM CDT
By Veibha Subramaniam Top 10 ETF gainers with assets of more than $25 million as of Oct 17, 2014. (Non-Leveraged) The data was compiled using CapitalCube's ETF Screener Symbol Company 1 Day Price Return (%) Average Daily Volume...
JO: 29.81 (-0.02), VXX: 30.97 (-0.38), GREK: 13.65 (+0.66), XOP: 53.32 (+1.37), UVXY: 22.57 (-0.61), FIEU: 115.69 (+1.37), VXZ: 13.10 (-0.08), SDOW: 19.35 (-0.16), XIV: 29.40 (+0.35), SPXU: 35.12 (-0.46), EPV: 56.50 (-0.44), IDX: 24.77 (+0.11), SPXS: 19.00 (-0.28), GLDX: 11.30 (+0.25), SQQQ: 26.30 (-0.71), JNUG: 30.90 (+1.14), SGDM: 19.68 (+0.10), DZK: 65.00 (+0.99), GXF: 23.01 (+0.24), DUST: 13.46 (-0.20), GDX: 21.26 (+0.11), CURE: 135.77 (+1.84), JDST: 8.63 (-0.38), TVIX: 2.57 (-0.05), VIXM: 63.82 (-0.30), CFGE: 10.61 (+0.05), FEEU: 111.93 (+1.22), UXI: 120.00 (+1.61), SIL: 10.18 (+0.17), NUGT: 15.78 (+0.22), SVXY: 57.74 (+0.73), HEWG: 26.41 (+0.01), BXUC: 299.86 (unch), RUSL: 27.31 (+1.68), BRF: 18.11 (+0.17), EIDO: 27.72 (+0.16), EWZ: 35.05 (+0.57), UDOW: 145.75 (+1.23), VIXY: 20.59 (-0.25), ENOR: 24.49 (+0.44)
Low Beta Continues To Perform
Markit - Seeking Alpha - Wed Oct 15, 6:15AM CDT
The recent bout of market volatility has seen the riskiest shares in the market underperform their low risk peers by a significant margin. We quantify the trend playing out across global equities. The autopilot looks to have been taken off the...
SPY: 209.78 (+0.86), VXX: 30.97 (-0.38), SPHB: 34.82 (+0.30), VXZ: 13.10 (-0.08)
USAT, NCMI, DUA, VXZ, ACTS Are Seasonally Ripe To Go Down In the Next Five Weeks
M2 - Fri Oct 03, 4:24AM CDT
BUYINS.NET / www.squeezetrigger.com is monitoring the Seasonality of USA Technologies Inc (NASDAQ:USAT), National CineMedia Inc (NASDAQ:NCMI), Deutsche Bank Capital Funding Trust VIII (NYSE
NCMI: 14.92 (+0.28), ACTS: 1.54 (unch), DB: 32.29 (+0.70), VXZ: 13.10 (-0.08), USAT: 2.07 (+0.07), DUA: 25.47 (-0.06)
VXZ, SPPRO, DLA, NSPH, USL, TITN Are Seasonally Ripe To Go Down In the Next Five Weeks
M2 - Fri Sep 05, 3:35AM CDT
BUYINS.NET / www.squeezetrigger.com is monitoring the Seasonality of IPATH S&P 500 VIX M/T FU ETN (NYSE:VXZ), Supertel Hospitality Inc (NASDAQ:SPPRO), Delta Apparel Inc (NYSE
DLA: 8.95 (+0.12), TITN: 14.01 (+0.17), SPPRR: 0.01 (unch), SPPRO: 16.50 (unch), VXZ: 13.10 (-0.08), USL: 26.81 (+0.40), NSPH: 0.25 (unch)
14.7% Return Seen to Date on SmarTrend iPATH S&P 500 VIX Mid-Term Futures ETN Call (VXZ)
Comtex SmarTrend(R) - Wed Aug 06, 9:23AM CDT
SmarTrend identified a Downtrend for iPATH S&P 500 VIX Mid-Term Futures ETN (NYSE:VXZ) on February 12th, 2014 at $15.55. In approximately 6 months, iPATH S&P 500 VIX Mid-Term Futures ETN has returned 14.66% as of today's recent price of $13.27.
VXZ: 13.10 (-0.08)
iPATH S&P 500 VIX Mid-Term Futures ETN Down 20.9% Since SmarTrend Downtrend Call (VXZ)
Comtex SmarTrend(R) - Tue Jul 29, 9:55AM CDT
SmarTrend identified a Downtrend for iPATH S&P 500 VIX Mid-Term Futures ETN (NYSE:VXZ) on February 12th, 2014 at $15.55. In approximately 6 months, iPATH S&P 500 VIX Mid-Term Futures ETN has returned 20.90% as of today's recent price of $12.30.
VXZ: 13.10 (-0.08)
Downtrend Call Working As iPATH S&P 500 VIX Mid-Term Futures ETN Stock Falls 22.9% (VXZ)
Comtex SmarTrend(R) - Tue Jul 22, 9:16AM CDT
SmarTrend identified a Downtrend for iPATH S&P 500 VIX Mid-Term Futures ETN (NYSE:VXZ) on February 12th, 2014 at $15.55. In approximately 5 months, iPATH S&P 500 VIX Mid-Term Futures ETN has returned 22.89% as of today's recent price of $11.99.
VXZ: 13.10 (-0.08)
Shares of VXZ Down 21.2% Since Downtrend Call on Shares
Comtex SmarTrend(R) - Mon Jul 07, 11:09AM CDT
SmarTrend identified a Downtrend for iPATH S&P 500 VIX Mid-Term Futures ETN (NYSE:VXZ) on February 12th, 2014 at $15.55. In approximately 5 months, iPATH S&P 500 VIX Mid-Term Futures ETN has returned 21.16% as of today's recent price of $12.26.
VXZ: 13.10 (-0.08)
iPATH S&P 500 VIX Mid-Term Futures ETN Has Returned 17.6% Since SmarTrend Recommendation (VXZ)
Comtex SmarTrend(R) - Fri Jun 27, 11:44AM CDT
SmarTrend identified a Downtrend for iPATH S&P 500 VIX Mid-Term Futures ETN (NYSE:VXZ) on February 12th, 2014 at $15.55. In approximately 5 months, iPATH S&P 500 VIX Mid-Term Futures ETN has returned 17.56% as of today's recent price of $12.82.
VXZ: 13.10 (-0.08)
iPATH S&P 500 VIX Mid-Term Futures ETN Down 16.6% Since SmarTrend Downtrend Call (VXZ)
Comtex SmarTrend(R) - Fri Jun 20, 9:55AM CDT
SmarTrend identified a Downtrend for iPATH S&P 500 VIX Mid-Term Futures ETN (NYSE:VXZ) on February 12th, 2014 at $15.55. In approximately 4 months, iPATH S&P 500 VIX Mid-Term Futures ETN has returned 16.59% as of today's recent price of $12.97.
VXZ: 13.10 (-0.08)