V-Lab
V-Lab

Country-Level ETF COVOL Common Volatility Analysis
COVOL Index for Wednesday, March 27, 2024:0.4764 (0.0000)

Analysis last updated: Thursday, March 28, 2024 at 03:41 AM UTC

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COVOL data for

COVOL Loadings

CountryLoadingVW Loading
Princ Comp #10.25210.4362
MSCI ACWI0.23990.3594
France0.21020.5340
Kuwait0.20180.1620
Spain0.19010.5613
Italy0.18740.5641
Germany0.18530.4909
Egypt0.17830.5728
Netherlands0.17650.4343
Belgium0.17340.3963
Malaysia0.16730.2912
Thailand0.15690.4478
Austria0.14770.4239
Taiwan0.14590.4781
Finland0.14540.2491
Nigeria0.13590.4321
China0.13570.3676
South Korea0.13560.5735
Chile0.13510.4080
Indonesia0.13350.3975

1-20 of 50

Top COVOL Events (new events in boldface)

DateCOVOLEvent
1Mar 9, 202055.57COVID - All of Italy is locked down, Saudi Arabia / Russia oil price war
2Jun 24, 201650.79Brexit
3Dec 13, 202234.18Cooling inflation data points to less aggressive monetary policy stances by central banks
4Sep 17, 200133.75Market reopens after Sept 11th
5Feb 27, 200730.03Rumors of a Chinese crackdown on market speculation, Alan Greenspan warns of possible impending recession, Dick Cheney assassination attempt, Drop in durable goods orders
6Mar 12, 202023.36COVID - Day after Trump address -- blocks visitors coming in from Europe
7Aug 24, 201523.11Flash Crash, Chinese Black Monday
8Apr 24, 201722.34Syrian sanctions
9Aug 5, 201118.14Rumors of US credit rating downgrade
10Nov 9, 201618.09Donald Trump elected president of the United States
11Apr 9, 201817.09North Korea open to denuclearization, Missles hit Syrian air base
12May 18, 201716.84Justice dept appoints Robert Mueller to head Russia investigation
13Nov 9, 202016.27COVID - Pfizer early trial data suggests vaccine is 90% effective; Oil soars 8% on promising COVID-19 vaccine results; Joe Biden elected president of the United States
14Oct 13, 200816.20Global Financial Crisis - Relief rally from details of bailout package, European bailout packages, and Federal Reserve actions
15Oct 9, 202315.97Hamas attacks Israel
16Jan 3, 200115.95Fed surprise 50 bps interest rate cut
17Mar 12, 200115.80Multiple tech stocks cut revenue guidance - Nasdaq slides below 2,000 for the first time in nearly 27 months
18Dec 17, 201415.52Peshawar Pakistan school attacks, US/Cuba re-establish diplomatic relations
19Oct 10, 200815.15Global Financial Crisis - Global stock market crash
20Jul 23, 200214.97Isreali/Palestinian Tension, Stock Market Crash