Volatility

The S&P 500 opened for trading on August 1, 2016, at 2,173.15 and closed the month at 2,170.95. The S&P 500 index isn't alone, as the Dow and Nasdaq indices ended the trading month nearly where it started as well. August's trading session was quiet and calm, but as the saying goes, it is...

The PowerShares S&P 500 Low Volatility Portfolio (PowerShares Exchange-Traded Fund Trust II (NYSE: SPLV)) and the iShares Edge MSCI Min Vol USA ETF (iShares Trust (NYSE: USMV)) are undoubtedly two of 2016's hottest ETFs. Investors have plunked down $6.3 billion in new money into USMV since...

In addition to low volatility, the quality factor is the investment factor garnering the most headlines this year, as investors continuing displaying a preference for consistency and dependability over higher beta fare. While different issuers of exchange-traded funds may have varying definitions...

Foreign equities, even some hailing from developed markets, have a tendency to be more volatile than their U.S. counterparts. Combine that with the perception that global equity market volatility is high this year, and it is easy to understand why many investors are extending their preference for...

July was an excellent month for select leveraged exchange-traded funds, including some popular leveraged sector ETFs such as the Direxion Daily S&P Biotech Bull 3x Shares (NYSE: LABU) and the Direxion Daily Junior Gold Miners Index Bull 3x Shares (Direxion Shares Exchange Traded Fund Trust (...

Among the various, widely followed factors — size, value, high yield, low volatility, quality and momentum — there is no doubt that low volatility is this year's king. Flows data support that assertion as U.S. equity low volatility strategies, such as the iShares Edge MSCI Min Vol...

The low volatility phenomenon is enthralling investors this year, and inflows to U.S.-focused low volatility exchange-traded funds confirm as much. However, the low volatility factor's utility is not confined to U.S. borders. Nearly half of the world's combined equity market capitalization...

Not that they were on the fringe in the past, but the status of low-volatility exchange-traded funds as mainstream, core holdings has been validated this year as investors pour billions of dollars into these funds that eschew volatile stocks. The PowerShares S&P 500 Low Volatility Portfolio (...

The SkyBridge Alternatives Conference (SALT) is a congregation of experts in various sub-industries throughout the United States, each of whom have come together to facilitate balanced discussions and communication. Market volatility creates a level of uncertainty in the markets that can be...

Take a poll of investors who are familiar with low-volatility exchange-traded funds, of which data suggest there are plenty, and ask those investors what sectors they would use to build a new low-volatility ETF. Chances are those polled would say a low-volatility ETF should include consumer...

It is not a stretch to say advisors and investors are fond of low volatility exchange-traded funds. However, the popularity of the low volatility strategy under the ETF umbrella also serves as a reminder to investors that in financial markets, there is no such thing as a free lunch. The biggest...

Maybe it is a case of not letting exchange-traded funds such as the PowerShares S&P 500 Low Volatility Portfolio (PowerShares Exchange-Traded Fund Trust II (NYSE: SPLV)) have all the fun, but emerging markets equivalents are joining their U.S.-focused low volatility counterparts in...

Nearly as exchange-traded products that attempt to track the VIX, or other volatility gauges, have been around, these products have been heavily criticized and scrutinized. The iPath S&P 500 VIX Short-Term Futures ETN (IPATH SP 500 VIX SHORT TERM FUT ETN (NYSE: VXX)), a favorite of hedge funds...

Investors are hearing plenty this year about the boffo performances turned in by low volatility exchange-traded funds. They are also hearing quite a bit about the resurgence of emerging markets stocks and ETFs. Marry those two themes and the result is a perfect explanation as to why the iShares...

The latest data from Credit Suisse indicate volatility could continue to be a key theme in financial markets. According to Credit Suisse analyst Ana Avramovic, transaction costs and investor fears have been on the rise recently. Not only is the Credit Suisse Fear Barometer Index elevated, market...