Stock correlations tick up as Wall Street extends declines [Yahoo! Finance]
CBOE GLOBAL MARKETS INC (CBOE)
Last cboe global markets inc earnings: 8/3 07:30 am
Check Earnings Report
US:NASDAQ Investor Relations:
ir.cboe.com
Company Research
Source: Yahoo! Finance
With the S&P 500 slipping 0.58% on Wednesday, down nearly 5% from the record high touched in late March, the Cboe 1-Month Implied Correlation Index rose as high as 21.79, its highest since late December. The Cboe index, which measures the market's expectations of correlation between S&P 500 index components, was languishing below 10 as recently as the start of April, lows rarely touched in the index's near two-decade history, according to LSEG data. The rise in correlation expectations points to investors gearing up for some more volatility in the days ahead, according to JJ Kinahan, CEO of IG North America and president of online broker Tastytrade. Kinahan, however, noted that correlation levels still remain low compared to history, and the recent uptick may be due to investors adjusting portfolios in response to the recent rise in volatility. "Does it bear watching? Of course ... but it isn't really panic time," Kinahan said. The index remains well below its five-year med
Show less
Read more
Impact Snapshot
Event Time:
CBOE
Last Price
Price Change
Price Change%
Volume Shares
Max Up
Max Down
%
Volume Ratio
Performance Comparison
Updated
Event Day
Stock performance from the time of news release until the following 4pm ET market close
|
Last price at news event
|
Since Event
Multi-day stock performance from the time of the news release
|
---|---|---|
EVENT DAY
Stock performance from the time of news release until the following 4pm ET market close
|
LAST
PRICE AT NEWS EVENT |
SINCE EVENT
Multi-day stock performance from the time of the news release
|
Last Price | ||
VWAP | ||
High:
|
Max Up |
High:
|
Low:
|
Max Down |
Low:
|
%
|
Post news range |
%
|
|
Price change |
|
|
Price Change Percentage |
|
|
S&P 500 (SPX) |
|
%
|
Volume ratio |
%
|
Volume | ||
Ticks | ||
|
Avg transaction size |
|
Don't Miss Out On The Next BIG Stock Move
Event day
Event Day Chart will not be displayed beyond 90-day period of the event
Performance since event
Time And Velocity Analysis
Be the first to know
Opt in for alerts from News Quantifed
Sign Up Today
Opt-in for
CBOE alerts
Learn More With NQ
Reading the Impact Report
Help Me Understand This Data
Help Me Understand This Data
How NQ Works
What is news-based trading?
And why is it so successful?
And why is it so successful?
Movers & Shakers
The biggest gainers and losers and WHY it moved
CBOE alerts
High impacting CBOE GLOBAL MARKETS INC news events
Weekly update
A roundup of the hottest topics