Asset Class COVOL Common Volatility Analysis
COVOL Index for Friday, October 31, 2025:0.7687 (-0.0337)
COVOL data for
COVOL Loadings
| Loading | VW Loading | |
|---|---|---|
| iShares Russell 1000 Growth | 0.2754 | 0.4781 |
| Technology Select Sector SPDR | 0.2586 | 0.6820 |
| iShares Global Energy | 0.2547 | 0.7238 |
| Energy Select Sector SPDR | 0.2504 | 0.8392 |
| Financial Select Sector SPDR | 0.2355 | 0.7552 |
| iShares Russell 1000 Value | 0.2342 | 0.3413 |
| Princ Comp #1 | 0.2277 | 0.3321 |
| S&P GSCI Gold Spot | 0.2188 | 0.2622 |
| iShares 7-10 Year Treasury Bond | 0.2150 | 0.0400 |
| iShares iBoxx $ Investment Grade Corporate Bond | 0.2098 | 0.0553 |
| S&P GSCI Crude Oil | 0.2079 | 1.3104 |
| iShares Select U.S. REIT | 0.2052 | 0.6464 |
| Consumer Staples Select Sector SPDR | 0.2052 | 0.1868 |
| iShares Russell 2000 Value | 0.1890 | 0.4281 |
| Utilities Select Sector SPDR | 0.1868 | 0.2789 |
| iShares Russell 2000 Growth | 0.1856 | 0.4687 |
| EAFE | 0.1834 | 0.3220 |
| Health Care Select Sector SPDR | 0.1798 | 0.2332 |
| Consumer Discretionary Select Sector SPDR | 0.1662 | 0.3441 |
| ICE United States Dollar 4PM London Close | 0.1661 | 0.0339 |
Top COVOL Events (new events in boldface)
| Date | COVOL | Event | |
|---|---|---|---|
| 1 | Nov 6, 2024 | 49.11 | Donald Trump elected president of the United States |
| 2 | Sep 17, 2001 | 48.62 | Market reopens after Sept 11th |
| 3 | Jan 10, 2000 | 45.51 | America On-line announces an agreement to buy Time Warner |
| 4 | Nov 9, 2016 | 43.36 | Donald Trump elected president of the United States |
| 5 | Mar 9, 2020 | 40.48 | COVID - All of Italy is locked down, Saudi Arabia / Russia oil price war |
| 6 | Nov 9, 2020 | 32.96 | 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 |
| 7 | Sep 16, 2008 | 30.79 | Global Financial Crisis |
| 8 | Nov 28, 2014 | 25.21 | Oil crashes after OPEC announces it will leave production levels unchanged |
| 9 | Jul 3, 2014 | 22.23 | |
| 10 | Nov 4, 2020 | 22.00 | US Presidential Elections |
| 11 | Jan 3, 2001 | 20.05 | Fed surprise 50 bps interest rate cut |
| 12 | Jun 24, 2016 | 19.69 | Brexit |
| 13 | Apr 3, 2025 | 18.95 | Global equities slide as U.S. imposes broad new import tariffs |
| 14 | Oct 10, 2008 | 18.52 | Global Financial Crisis - Global stock market crash |
| 15 | Aug 8, 2014 | 18.31 | Russia announces desire to de-escalate Ukraine conflict |
| 16 | Oct 13, 2008 | 16.65 | Global Financial Crisis - Relief rally from details of bailout package, European bailout packages, and Federal Reserve actions |
| 17 | Feb 5, 2002 | 16.24 | |
| 18 | Feb 4, 2000 | 16.13 | |
| 19 | Jan 27, 2025 | 14.70 | DeepSeek model challenges United States dominance in Artifical Intelligence |
| 20 | Jan 7, 2000 | 13.88 |