iPoint (iPoint.cz)
Czech markets  |  January 08, 2013 11:35:44

Stock market: Waiting it fall?



iPoint.czMarkets may not be located before the downturn. It's not like it? Broker assures you that the market crash is highly unlikely that? First a bit of theory. Volatility index VIX, sometimes referred to as the fear index, obviously you know. Was introduced by Professor Robert Whaleyem from Duke University in 1993 and since then is often used as a measure of stability and risk markets. Represents the expected volatility in the perspective of one month and is based on the price of eight put and call options, which are traded on the Chicago Board Options Exchange. Its significance is global and universally applicable for expressing degree of market volatility as a whole. Index takes high values ??at low levels of stock market prices and vice versa. Meaning index extends further: If the value of VIX is very low, it means that the expected significant movements in the equity markets.However, if the VIX reaches extremely low values ??may indicate just the calm before the storm: The market in such situations may soon fall. And vice versa: If the VIX shows high values ??indicate a panic in the markets, and if the index shows extremely high values ??panic peak, and it is expected that the majority of investors in the market have already succumbed to panic, equities are at a minimum and thus its highs VIX signals future growth. Let's go to the numbers: The values ??of the VIX below 20 is seen as an indication of the onset of bears and contrast values ??over 30 lures bulls. Extreme fear of investors indicates values ??above 40, extremely low - approaching 10 - may mean that the markets are at the top. And here's the problem.Not that the VIX reached values ??below 10, the index of fear, but in the last five trading days, experienced the fastest decline since 1990, and dangerously close to the critical value, let's look at the situation in more detail.

Market: Shortly before the fall? Read on iPoint

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