VIX - CBOE Volatility Index (Seite 5)

[volafan]

VIX Tageschart

Ein Anstieg über das letzte Hoch wird vermutlich die Risikobereitschaft der Anleger weiter verringern.
Steigt die Volatilität zu stark an, sind Panikreaktionen wahrscheinlich.



VIX und S&P 500

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The VIX Index is a calculation designed to produce a measure of constant, 30-day expected volatility of the U.S. stock market, derived from real-time, mid-quote prices of S&P 500® Index (SPX℠) call and put options. On a global basis, it is one of the most recognized measures of volatility -- widely reported by financial media and closely followed by a variety of market participants as a daily market indicator.

https://www.cboe.com/tradable_products/vix/

Auszug

Portfolio Hedging

One of the biggest risks to an equity portfolio is a broad market decline. The VIX Index has had a historically strong inverse relationship with the S&P 500® Index. Consequently, a long exposure to volatility may offset an adverse impact of falling stock prices. Market participants should consider the time frame and characteristics associated with VIX futures and options to determine the utility of such a hedge.

Kurs z.Bsp.
https://www.cboe.com/delayed_quotes/vix