Insights
Q3 2022 Volatility Briefing
Consistent with its pattern in the first half of the year, third quarter implied volatility was consistently average to well-above average while remaining resistant to ...
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If interest rates revert to pre-2000 levels, will valuations follow?
This year’s bear market has brought equity valuations lower, but are they low? The price-to-earnings ratio (P/E) of the S&P 500® Index began 2022 around ...
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Are Equities On Sale?
Savvy shoppers know a “25% Off” sale is not necessarily a good deal. Is the item discounted from a fair price or did the retailer ...
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September 2022 Market Recap
The S&P 500® Index returned -4.88% in the third quarter, bringing its year-to-date return to -23.87%. The market’s path during the quarter was even more ...
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Monetary Policy Outlook Shifts Volatility Expectations Higher
Daily closing values for the Cboe® Volatility Index (the VIX®) have been below its long-term average of 19.61 less than 10% of the time so ...
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