[PDF] Top 20 S-Network Sector Low Volatility Index (SLOWX)
Has 10000 "S-Network Sector Low Volatility Index (SLOWX)" found on our website. Below are the top 20 most common "S-Network Sector Low Volatility Index (SLOWX)".
S-Network Sector Low Volatility Index (SLOWX)
... unique index as the basis for a new derivative investment ...the S&P Custom Index Group provides an independent, flexible and accurate service enabling clients to purposefully design a Custom ... See full document
16
Practical Considerations for Factor-Based Asset Allocation
... the S&P 500 ® that blended a 40% low volatility strategy with 60% equally spread across small-cap, value, momentum and quality ...of sector exposure, it has a slight tilt toward utilities ... See full document
16
Performance Volatility Index for Indian Pharmaceutical Industry
... The Indian Pharmaceutical industry grew from a mere US$0.3 billion turnover in 1980 to about $20 billion 6 of which local market is worth US$11.26 billion and international market is worth US$ 8.74 billion in 2009. It ... See full document
11
Mexican Stock Market Index Volatility
... food sector of Pakistan using one-way fixed effect model due to the presence of cross-sectional fixed ...the sector, long term leverage, size, risk, tangibility and non-debt tax shield were found to be the ... See full document
16
Is China s P/E Ratio too Low? Examining the Role of Earnings Volatility
... Composite index falling from the peak of 6,092 on October 16, 2007 to the bottom of 1,719 on November 3, 2008, many observers of financial markets have come to argue that the Chinese markets are undervalued on the ... See full document
42
Measuring Financial Stress: The Case of Pakistan Economy
... financial index for Pakistan economy during the period of ...stress index. Empirical analysis disclosed that banking sector and stock market volatility are the leading contributors to ... See full document
15
The Beauty of Simplicity: The S&P 500 Low Volatility High Dividend Index
... by S&P Dow Jones Indices LLC, a part of McGraw Hill Financial, ...and S&P ® are registered trademarks of Standard & Poor’s Financial Services LLC (“S&P”), a subsidiary of McGraw Hill ... See full document
21
Measuring Financial Stress Index for Malaysian Economy
... The plot shows that the MFSI has been consistently volatile over the period of our study. The first obvious shock that is captured in the sample period is the spillover effect of the capital market liberalization of the ... See full document
6
Ranking and Combining Volatility Proxies for Garch and Stochastic Volatility Models
... Daily volatility proxies based on intraday data, such as the high-low range and the realized volatility, are important to the specification of discrete time volatility models, and to the ... See full document
31
Predicting India Volatility Index: An Application of Artificial Neural Network
... Neural network models originated from the work of McCulloch and Pitts in 1943 (Garson, ...neural network models on IBM stock's daily returns (White, ...forecasting index returns. Neural ... See full document
9
Malaysian Financial Stress Index and Assessing its Impacts on the Economy
... The graphs show that the MFSI has been consistently volatile over the period of our study. The first obvious shock that is captured in the sample period is the spill over effect of the mid-1980’s fiscal profligacy ... See full document
9
IMPLIED VOLATILITY SKEWS AND STOCK INDEX SKEWNESS AND KURTOSIS IMPLIED BY S&P 500 INDEX OPTION PRICES
... empirical volatility skew obtained from S&P 500 index call option price quotes recorded on 2 December 1993 for options expiring in February ...stock index level and a discounted strike ... See full document
24
Predictability of the daily high and low of the S&P 500 index
... The rolling regressions for predicting daily highs predict the correct sign of the trading-day-over-trading day growth in the high of S&P 500 index 78.2 percent of the time, over the period 1:3:2000 to ... See full document
13
Verifying the Effects of Risk Variables on Return Volatility of Sector Price Indices in the Nigeria Stock Exchange
... its volatility causes a shift between financial markets ...instruments. Volatility in interest rates affects the valuation of stocks through the basic values of the firm like interest margin, sales ... See full document
8
Spring market volatility: More than just white noise? ECMI Commentary No. 8, 26 July 2006
... Financial actors have been surprised and hit by the recent jump in overall market volatility. This new environment of uncertainty stands at the nexus of reduced liquidity, increased risk discrimination as ... See full document
5
Two Essays on the Low Volatility Anomaly
... This table shows the difference in monthly percentage alpha between the low and high deciles of mutual funds sorted by volatility. The low (high) volatility portfolio is a portfolio of active ... See full document
89
Volatility products at Eurex Exchange. February 7, 2012
... 50® Index Futures contracts, EURO STOXX® Select Dividend 30 Index Futures contracts, STOXX® Europe 50 Index Futures contracts, STOXX® Europe 600 Index Futures contracts, STOXX® Europe ... See full document
32
Rana Ejaz Ali Khan, Tasnim Khan Nadia Mahtab
... contribute volatility in growth rate of the economies (Koren and Tenreyro ...agriculture sector in GDP has traditionally been dominated in pre-industrialized economies while the industrial and service ... See full document
20
The Greek Implied Volatility Index: Construction and Properties
... implied volatility indices has been primarily motivated by the increasing need to create derivatives on volatility (volatility derivatives, see Brenner and Galai, 1989, ...in volatility ... See full document
26
VIX Index in Interday and Intraday Volatility Models
... daily S&P500 log-returns are estimated, whereas the intraday prices comprise the dataset for an ARFIMAX ...VIX index is incorporated as an explanatory ... See full document
7
Related subjects