Two Blokes

Gauging The Fear Factor: From Volatility Peaks To Equity Returns

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    Posted by Two Blokes Apr 18 - Filed in General - #TwoBlokesTrading  - 2 views
    History suggests that equities have usually performed well in the aftermath of peak market volatility. In months when the VIX Index, an index of US equity market volatility, also known as the fear index, reached between 40 and 50, returns for the MSCI World and S&P 500 averaged 37.4% and 34.4%, respectively, over the next 12 months.