Analysis last updated: Thursday, March 28, 2024 at 03:41 AM UTC
COVOL data for
COVOL Loadings
Country | Loading | VW Loading |
---|---|---|
Princ Comp #1 | 0.2521 | 0.4362 |
MSCI ACWI | 0.2399 | 0.3594 |
France | 0.2102 | 0.5340 |
Kuwait | 0.2018 | 0.1620 |
Spain | 0.1901 | 0.5613 |
Italy | 0.1874 | 0.5641 |
Germany | 0.1853 | 0.4909 |
Egypt | 0.1783 | 0.5728 |
Netherlands | 0.1765 | 0.4343 |
Belgium | 0.1734 | 0.3963 |
Malaysia | 0.1673 | 0.2912 |
Thailand | 0.1569 | 0.4478 |
Austria | 0.1477 | 0.4239 |
Taiwan | 0.1459 | 0.4781 |
Finland | 0.1454 | 0.2491 |
Nigeria | 0.1359 | 0.4321 |
China | 0.1357 | 0.3676 |
South Korea | 0.1356 | 0.5735 |
Chile | 0.1351 | 0.4080 |
Indonesia | 0.1335 | 0.3975 |
Top COVOL Events (new events in boldface)
Date | COVOL | Event | |
---|---|---|---|
1 | Mar 9, 2020 | 55.57 | COVID - All of Italy is locked down, Saudi Arabia / Russia oil price war |
2 | Jun 24, 2016 | 50.79 | Brexit |
3 | Dec 13, 2022 | 34.18 | Cooling inflation data points to less aggressive monetary policy stances by central banks |
4 | Sep 17, 2001 | 33.75 | Market reopens after Sept 11th |
5 | Feb 27, 2007 | 30.03 | Rumors of a Chinese crackdown on market speculation, Alan Greenspan warns of possible impending recession, Dick Cheney assassination attempt, Drop in durable goods orders |
6 | Mar 12, 2020 | 23.36 | COVID - Day after Trump address -- blocks visitors coming in from Europe |
7 | Aug 24, 2015 | 23.11 | Flash Crash, Chinese Black Monday |
8 | Apr 24, 2017 | 22.34 | Syrian sanctions |
9 | Aug 5, 2011 | 18.14 | Rumors of US credit rating downgrade |
10 | Nov 9, 2016 | 18.09 | Donald Trump elected president of the United States |
11 | Apr 9, 2018 | 17.09 | North Korea open to denuclearization, Missles hit Syrian air base |
12 | May 18, 2017 | 16.84 | Justice dept appoints Robert Mueller to head Russia investigation |
13 | Nov 9, 2020 | 16.27 | COVID - 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 |
14 | Oct 13, 2008 | 16.20 | Global Financial Crisis - Relief rally from details of bailout package, European bailout packages, and Federal Reserve actions |
15 | Oct 9, 2023 | 15.97 | Hamas attacks Israel |
16 | Jan 3, 2001 | 15.95 | Fed surprise 50 bps interest rate cut |
17 | Mar 12, 2001 | 15.80 | Multiple tech stocks cut revenue guidance - Nasdaq slides below 2,000 for the first time in nearly 27 months |
18 | Dec 17, 2014 | 15.52 | Peshawar Pakistan school attacks, US/Cuba re-establish diplomatic relations |
19 | Oct 10, 2008 | 15.15 | Global Financial Crisis - Global stock market crash |
20 | Jul 23, 2002 | 14.97 | Isreali/Palestinian Tension, Stock Market Crash |