Sunday, April 17, 2011

S&P 500 Volatility




S&P 500 Volatility

A proprietary indicator based on the S&P 500's volatility.

Readings of 60 and below are Bullish. [0, 60]

Readings above 60 are Bearish (Sub-normal). (60, 100)

Expected returns are based on historical data. Past performance is no guarantee that these relationships will hold in the future.

Expected returns are for 1-month and 3-month returns of the S&P 500.

The terms "Bullish" and "Bearish" do not mean that returns are expected to be positive or negative; rather, they mean that returns are expected to be higher or lower than normal. In practice, that really only applies to the "Bearish" term, since stocks returns have historically had a positive bias.


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