Stockmarket Risk Index (US)
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Meaning and Description of current level
- unknown stock market risks appear to be neutral
- average P/E ratio at loading
- 2Y/10Y Yield Spread at loading
- stock/bond 30-day-average return is in favour of stocks
- S&P500, NASDAQ100, RUSSEL2000 5-day-average return of loading%
- volatility at level (CBOE VIX at loading)
Disclaimer/Responsibility
We do not take responsibility if inaccurate or outdated information has been provided. Markets rise and decline unexpectedly. This Stockmarket Risk Index (US) does not advise to invest in any security of any kind. We are not accountable for financial loss if investments were made with help of this Stockmarket Risk Index (US). Please ensure you fully understand the risks of capital markets and take care to manage your exposure. Money at risk! The information on this site is not directed at residents of the United States or any particular country beside Germany and is not intended for distribution to, or use by, any person in any country or jurisdiction where such distribution or use would be contrary to local law or regulation.
We do not take responsibility if inaccurate or outdated information has been provided. Markets rise and decline unexpectedly. This Stockmarket Risk Index (US) does not advise to invest in any security of any kind. We are not accountable for financial loss if investments were made with help of this Stockmarket Risk Index (US). Please ensure you fully understand the risks of capital markets and take care to manage your exposure. Money at risk! The information on this site is not directed at residents of the United States or any particular country beside Germany and is not intended for distribution to, or use by, any person in any country or jurisdiction where such distribution or use would be contrary to local law or regulation.
Updated on .
SIRIUS - Portfolio
This portfolio is based on the Stockmarket Risk Index (US). It is constantly invested in the S&P500 but sometimes hedged with a VIX-Long position. The relative amount of the VIX-Long position is controlled by SIRIUS. At times when volatility is low, SIRIUS increases the VIX hedge to achieve relative outperformance to the S&P500 short-, mid- and long-term. When volatility rises the VIX-Long position return is used to increase the exposure to the S&P500.
What's VIX?
VIX is short for Chicago Board Options Exchange Volatility Index and prices the 30-day implied volatility for the S&P500. Hedging an S&P500 long position can simply be done by buying some sort of VIX security. Because volatility break-outs can result in big relative gains ranging from 10% to even 40% on a single day you usually do not need big exposure to VIX to mitigate S&P500 declines.
VIX is short for Chicago Board Options Exchange Volatility Index and prices the 30-day implied volatility for the S&P500. Hedging an S&P500 long position can simply be done by buying some sort of VIX security. Because volatility break-outs can result in big relative gains ranging from 10% to even 40% on a single day you usually do not need big exposure to VIX to mitigate S&P500 declines.