Djia Volatility Index Profile
| VXD Index | 10.84 0.21 1.90% |
DJIA Volatility is listed at 10.84 as of the 30th of November 2023, which is a -1.9 percent decrease since the beginning of the trading day. The index's lowest day price was 8.62. DJIA Volatility has hardly any chance of experiencing price decline in the next few years, but has generated negative returns over the last 90 days. Equity ratings for DJIA Volatility are calculated daily based on our scoring framework. The performance scores are derived for the period starting the 10th of December 2021 and ending today, the 30th of November 2023. Click here to learn more.
DJIA Volatility has a volatility of 7.92 and is 10.15 times more volatile than NYSE Composite. 69 of all equities and portfolios are less risky than DJIA Volatility. Compared to the overall equity markets, volatility of historical daily returns of DJIA Volatility is higher than 69 () of all global equities and portfolios over the last 90 days.
DJIA Volatility Global Risk-Return Landscape
Expected Return |
| Risk |
DJIA Volatility Price Dispersion
September 14, 2023
10.92 | 10.37 |
| -0.55 | -5.04% |
| Lowest period price (90 days) |
October 27, 2023
17.00 | 17.12 |
| 0.12 | 0.71% |
| Highest period price (90 days) |
Did you try this?
Run Headlines Timeline Now
Headlines TimelineStay connected to all market stories and filter out noise. Drill down to analyze hype elasticity |
| All Next | Launch Module |
DJIA Volatility Distribution of Returns
Predicted Return Density |
| Returns |
What Drives a DJIA Volatility Price Volatility?
Several factors can influence a index's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.DJIA Volatility Against Global Markets
| HNX 30 | 1.81 | |||||
| BELS | 1.44 | |||||
| GDAXI | 1.09 | |||||
| MXX | 0.83 | |||||
| Tel Aviv | 0.83 | |||||
| BETNG | 0.68 | |||||
| ASCX | 0.63 | |||||
| IBEX 35 | 0.59 | |||||
| ATX | 0.36 | |||||
| ISEQ 20 | 0.33 | |||||
| Budapest | 0.30 | |||||
| NYA | 0.21 | |||||
| TWII | 0.17 | |||||
| PSI 20 | 0.02 | |||||
| RTSI | 0.05 | |||||
| IDX 30 | 0.15 | |||||
| CROBEX | 0.16 | |||||
| OSEFX | 0.26 | |||||
| AXDI | 0.35 | |||||
| KLTE | 0.40 | |||||
| APACXJ | 0.92 | |||||
| VXD | 1.90 | |||||
| MERV | 8.33 |
Submit DJIA Volatility Story
Become Macroaxis DJIA Volatility Contributor
Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any index could be tightly coupled with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Complementary Tools for DJIA Index analysis
When running DJIA Volatility's price analysis, check to measure DJIA Volatility's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy DJIA Volatility is operating at the current time. Most of DJIA Volatility's value examination focuses on studying past and present price action to predict the probability of DJIA Volatility's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DJIA Volatility's price. Additionally, you may evaluate how the addition of DJIA Volatility to your portfolios can decrease your overall portfolio volatility.
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation |