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Chart of the Month – How to assess the risk of an equity portfolio today?
How to assess the risk of an equity portfolio today? Calculating the beta has traditionally been a good way to assess the risk associated to a stock in a portfolio. The beta measures the sensitivity of the stock price to a market index. The higher the beta, the higher the…
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Chart of the Month – Low volatility does not mean low risk!
Low volatility does not mean low risk! In an environment characterized but high political and policy risk, low levels of market volatility seem paradoxical. Volatility expectations for stocks and bonds have sunk to levels not seen since 1990. The VIX Index, which reflects a market estimate of future equity volatility,…
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