6/19 Vanishing volatility goes global

美股行情 8个月前 (06-19) 69 人围观 0
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That volatility is U.S. markets is near all-time lows isn't news, but there's little to be seen in Europe and Asia as well, writes Steven Russolillo in the WSJ.
Asia may be most interesting. Realized volatility - a measure of how much share prices move around - has dipped to 8.2%, about the lowest since at least 2000. At that level, it means the market has moved by about 0.5% per day on average over a given time frame.
Since Jan. 2016, the Asia index has dropped more than 3% just once. In previous bull markets, there were 3% daily declines on average every two-three months.

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