Tag: volatility
Absolute Return Index
What is 'Absolute Return Index' A stock index designed to measure absolute returns. The absolute return index is actually a composite index...
Ultimate Oscillator
What is 'Ultimate Oscillator'
A technical indicator invented by Larry Williams that uses the weighted average of three different time periods to reduce the volatility...
Lattice-Based Model
What is 'Lattice-Based Model' An option pricing model that involves the construction of a binomial tree to show the different paths that...
Large-Value Stock
Large-value stocks are a type of stock that typically offer investors high dividends and capital appreciation potential. These stocks are often found in the...
Lambda
What is 'Lambda'
The ratio of the percentage change in an option contract's price to the percentage change in the option's underlying price. Lambda is...
VIX
VIX is a ticker symbol of the Chicago Board Exchange Volatility Index (CBOE). The index represents the expectation of the market volatility in next...
Tail Risk
DefinitionTail risk is the additional risk of an asset or portfolio of assets moving more than 3 standard deviations from its current price, above...
G7 Bond
What is 'G7 Bond' A term used to refer to government bonds issued by a nation in the Group of Seven (G7)....
H-Shares
DefinitionH shares refer to the shares of companies incorporated in mainland China that are traded on the Hong Kong Stock Exchange. Many companies float...
EAFE Index
What is the 'EAFE Index' The EAFE Index is an index created by Morgan Stanley Capital International (MSCI) that serves as a...