Taug qab mus rau qhov kaw rau hnub Monday, Asmeskas cov khoom lag luam tau tshwm sim rau lwm lub lim tiam nyuaj raws li Cov Nyiaj Txiag Nyiaj Txiag tau nce thiab cov nyiaj daus las thoob ntiaj teb txuas ntxiv mus.
Nrog rau S&P 500 tau npaj los sau nws qhov qis tshaj plaws txij li lub Kaum Ib Hlis 2020 rau hnub Monday, cov kws tshaj lij kev lag luam tau tsom mus rau Cboe Volatility Index - nrog rau ntau tus tswv ntawm lwm qhov kev qhia - sim saib seb thaum twg qhov rov qab los tom ntej hauv cov khoom lag luam yuav pib.
Hnub Monday, VIX yog
VIX,
trading saum 31, tawm hauv txoj kev mus kaw saum toj 30 thawj zaug txij thaum Lub Rau Hli 21.
Qib ntawm VIX tuaj yeem yog qib tseem ceeb los saib, raws li DataTrek Research co-founder Nicholas Colas. Hauv tsab ntawv ceeb toom rau cov neeg siv khoom hnub Monday, Colas tau taw qhia tias txawm hais tias VIX tseem tsis tau nce mus txog 40 - ib qib uas tau mus txog thaum lub sijhawm ua txhua qhov kev muag khoom tseem ceeb los ntawm 20 xyoo dhau los ua ntej kev lag luam nyob hauv qab tuaj txog - tej zaum yuav muaj lwm yam tseem ceeb. theem kom pom qhov muag.
Vim li cas ho tsis tau VIX mus txog 40?
Vim li cas peb tsis tau pom Wall Street qhov kev ntshai ntsuas txav siab dua xyoo no?
Rau qee tus ntawm Phab Ntsa Street, VIX tau zoo li kev txwv tsis pub muab cov theem ntawm kev paub tsis meej pom hauv kev ua lag luam xyoo no. S&P 500 twb pom 47 ib hnub poob ntawm 1% lossis ntau dua txij li thaum pib ntawm lub xyoo. Qhov ntawd yog qhov ntau tshaj plaws hauv ib xyoos txij li xyoo 2002, raws li Dow Jones Market Data. Thiab tseem muaj peb lub hlis mus.
Qhov ntawd zoo tshaj qhov nruab nrab 20 xyoo ntawm 23.6.
Thiab tseem, VIX tau tshaj tawm ntawm 36 thaum Lub Rau Hli. Vim li cas ho tsis siab dua?
Nws nyuaj rau hais raws nraim, tab sis thaum kawg nws yuav tsis muaj teeb meem. Vim hais tias raws li Colas tau taw qhia, ntau qhov kev kaw saum toj no 30 qib muaj, txog rau tam sim no xyoo no, yog qhov qhia tau zoo dua ntawm kev hloov pauv. Colas piav qhia ntxiv hauv qab no:
- "VIX tsuas yog kaw saum toj 36 (2 tus qauv sib txawv saum toj no nws lub sijhawm ntev) ib zaug xyoo no. Qhov ntawd yog lub Peb Hlis 7th (36.5 kaw). Nws lingered saum toj no 30 rau tom ntej no 5 trading zaug. Qhov ntawd yog qhov kev lag luam qis: S&P 500 tau sib sau ua ke 11 feem pua ntawm lub Peb Hlis kawg. "
- “Lub sijhawm tom ntej VIX siv 5 hnub siab dua 30 yog Tsib Hlis 5 - Tsib Hlis 12. S&P tom qab ntawd tau nce 6 feem pua ntawm Lub Rau Hli 2nd. "
- "Cov pawg kawg ntawm +30 VIX kaw rau xyoo no tuaj txog thaum Lub Rau Hli 16th qis, thiab S&P tau nce 17 feem pua ntawm nruab nrab Lub Yim Hli."
Yog tias tus qauv no tau rov ua dua, cov tub ua lag luam yuav twb nyob rau ntawm qhov chaw "tua lag luam" nkag.
Tab sis muaj lwm theem tseem ceeb kom saib xyuas qhov uas tau khi rau ntawm Wall Street "kev ntshai ntsuas."
Lub VIX yav tom ntej nkhaus, uas qhia txog kev cia siab rau qhov kev hloov pauv ntawm S&P 500 tuaj yeem dhau los, tau dhau los ua "rov qab" txij li hnub Friday - qhov tshwm sim dhau los thaum Lub Rau Hli. Raws li FactSet cov ntaub ntawv, VIX yav tom ntej nkhaus yog tam sim no inverted mus txog lub Kaum Ob Hlis 21.
Cov kev lag luam tshiab tshaj plaws tau txais txiaj ntsig zoo rau cov tub luam ntawm VIX. Cov neeg ua lag luam tuaj yeem tau txais kev cuam tshuam rau qhov ntsuas qhov tsis sib xws hauv ntau txoj hauv kev, suav nrog kev xaiv yuav lossis pauv cov khoom lag luam xws li Barclays iPath Series B S&P 500 VIX Short-Term Futures exchange-traded note
VXX ID,
los yog ProShares Ultra VIX Short Term Futures exchange-trading fund
UVXY,
Lwm qhov ntsuas ntawm 'tradable' qis
Tseem, qhov sib kis ntawm qhov chaw ntawm VIX thiab qhov twg VIX yav tom ntej rau kev xa khoom rau lub Kaum Ob Hlis 21 yog kev lag luam tsuas yog ob peb lub ntsiab lus.
Raws li Johnathan Krinsky, tus kws tshaj lij kev lag luam ntawm BTIG, tau taw qhia hauv tsab ntawv tsis ntev los no rau cov neeg siv khoom: "Peb tsis tau txais kev hloov pauv loj hauv lub Rau Hli, thiab thaum peb yuav tsis tau txais nws, keeb kwm hais tias peb tsis tau pom qhov kawg. ' qis kom txog thaum peb tau txais tsawg kawg yog 10-point inversion. "
Lwm qhov tseem ceeb uas yuav ua rau muaj kev lag luam loj tshaj qhov kev sib tw qis dua yog qib ntawm kev xaiv xaiv yuav - uas pab cov tub ua lag luam tiv thaiv kev poob qis ntxiv - txheeb ze rau tus nqi ntawm kev hu xov tooj (hu rau them nyiaj thaum cov khoom lag luam nce siab tshaj ib theem, hu ua " ntaus nqi”).
Raws li Renaissance Macro's Jeff deGraaf, CBOE US Equity Put-Call piv tau mus txog 1.29 rau hnub Friday, ze rau nws qib siab tshaj txij thaum Lub Rau Hli. Txog tam sim no lub xyoo no, qib no tau ua ke nrog cov txiaj ntsig zoo rau cov khoom lag luam peb lub hlis tom qab.
Tab sis raws li S&P 500 ze rau nws qhov qis qis hauv nruab nrab ntawm Lub Rau Hli, muaj lwm qhov, qis dua, qib uas yuav yog qhov qhia tau zoo dua tias qhov kev muag tawm tshiab tshaj plaws hauv cov khoom lag luam tau ze rau qhov kawg ntawm kev qaug zog.
Qib ntawd yog S&P 500's 200-hnub txav nruab nrab, uas yog 3,585.
"Nrog rau qhov ntsuas qhov tseem ceeb nyob ntawd, thiab qee qhov teeb meem me me me me nkag mus rau hauv, peb xav tias qhov kev lag luam hauv qab tau los ze. Lo lus nug yog los ntawm theem twg. Ib qho kev txiav txim siab ntawm lub Rau Hli qis uas tau los ze rau 200 Lub Limtiam Tsiv Nruab Nrab (3,585) ua rau peb nkag siab, tshwj xeeb tshaj yog tias peb pom qhov sib txawv ntawm VIX nkhaus, "Krinsky sau.
Lori Calvasina, tus thawj coj ntawm Teb Chaws Asmeskas cov tswv yim kev ncaj ncees ntawm RBC, ntseeg tias theem tseem ceeb tom ntej los saib yuav yog 3,500 ib zaug thaum lub Rau Hli qis tau ua txhaum cai.
Thaum nws tab tom ntxias kom tso siab rau cov kev qhia ua haujlwm uas yuav tau ua haujlwm yav dhau los, ob qho tib si cov txiaj ntsig tiag tiag thiab nyiaj duas tau ntau dua li lawv tau peb lub hlis dhau los, Krinsky taw qhia.
Lub ICE US Daws Kev Lag Luam
DXY,
yog trading ntawm 20-xyoo siab sab qaum teb ntawm 114. Thiab 2-xyoo Treasury yield
TUBMUSD 02Y,
Hnub Monday tau nce mus rau qhov siab tshaj plaws txij thaum Lub Kaum Hli 2007 raws li cov nyiaj tau los thoob ntiaj teb nkag mus rau hauv thaj chaw lag luam.
Krinsky ntseeg tias cov nyiaj daus las yuav xav tau tsawg kawg ncua nws lub peb hlis ntuj siab dua ua ntej cov khoom lag luam tuaj yeem rov qab los.
Lub Nasdaq Composite
COMP,
tau tawm 0.5% ntawm 10,817, tseem me ntsis siab dua nws kaw qis txij lub Rau Hli, thaum Dow
DJIA,
tau nqis 1.2% ntawm 29,238, ua rau nws khiav mus rau hauv lub lag luam dais tom qab xaus rau hnub Friday ntawm nws qhov qis tshaj txij li lub Kaum Ib Hlis 2020.
Tau qhov twg los: https://www.marketwatch.com/story/stocks-may-be-on-the-cusp-of-a-tradeable-rebound-according-to-one-key-technical-indicator-11664218240?siteid= yhoof2&yptr=yahoo