Analysis last updated: Saturday, September 28, 2024 at 03:45 AM UTC
COVOL data for
COVOL Loadings
| Country | Loading | VW Loading |
|---|---|---|
| iShares Russell 1000 Growth | 0.2771 | 0.4769 |
| iShares Global Energy | 0.2574 | 0.7439 |
| Technology Select Sector SPDR | 0.2572 | 0.6769 |
| Energy Select Sector SPDR | 0.2525 | 0.8570 |
| Financial Select Sector SPDR | 0.2349 | 0.7709 |
| iShares Russell 1000 Value | 0.2339 | 0.3460 |
| Princ Comp #1 | 0.2255 | 0.3339 |
| S&P GSCI Gold Spot | 0.2241 | 0.2648 |
| iShares 7-10 Year Treasury Bond | 0.2166 | 0.0408 |
| iShares iBoxx $ Investment Grade Corporate Bond | 0.2104 | 0.0563 |
| S&P GSCI Crude Oil | 0.2084 | 1.3348 |
| Consumer Staples Select Sector SPDR | 0.2050 | 0.1884 |
| iShares Cohen & Steers REIT | 0.2033 | 0.6589 |
| Utilities Select Sector SPDR | 0.1894 | 0.2862 |
| iShares Russell 2000 Growth | 0.1845 | 0.4676 |
| Health Care Select Sector SPDR | 0.1838 | 0.2400 |
| iShares Russell 2000 Value | 0.1833 | 0.4179 |
| EAFE | 0.1696 | 0.3027 |
| Consumer Discretionary Select Sector SPDR | 0.1684 | 0.3471 |
| Materials Select Sector SPDR | 0.1681 | 0.3773 |
Top COVOL Events (new events in boldface)
| Date | COVOL | Event | |
|---|---|---|---|
| 1 | Sep 17, 2001 | 48.31 | Market reopens after Sept 11th |
| 2 | Jan 10, 2000 | 44.95 | America On-line announces an agreement to buy Time Warner |
| 3 | Nov 9, 2016 | 44.09 | Donald Trump elected president of the United States |
| 4 | Mar 9, 2020 | 40.31 | COVID - All of Italy is locked down, Saudi Arabia / Russia oil price war |
| 5 | Nov 9, 2020 | 32.85 | 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 |
| 6 | Sep 16, 2008 | 30.29 | Global Financial Crisis |
| 7 | Nov 28, 2014 | 25.23 | Oil crashes after OPEC announces it will leave production levels unchanged |
| 8 | Nov 4, 2020 | 22.00 | US Presidential Elections |
| 9 | Jan 3, 2001 | 20.21 | Fed surprise 50 bps interest rate cut |
| 10 | Jun 24, 2016 | 19.69 | Brexit |
| 11 | Aug 8, 2014 | 18.96 | Russia announces desire to de-escalate Ukraine conflict |
| 12 | Oct 10, 2008 | 18.52 | Global Financial Crisis - Global stock market crash |
| 13 | Feb 5, 2002 | 16.53 | |
| 14 | Oct 13, 2008 | 16.41 | Global Financial Crisis - Relief rally from details of bailout package, European bailout packages, and Federal Reserve actions |
| 15 | Feb 4, 2000 | 15.61 | |
| 16 | Nov 10, 2022 | 13.92 | Market rallies on prospects of weaker inflation |
| 17 | Jan 6, 2021 | 13.85 | US Capitol Insurrection, Run-off US elections in Georgia |
| 18 | Jan 7, 2000 | 13.76 | |
| 19 | Sep 24, 2001 | 13.58 | |
| 20 | Sep 16, 2019 | 13.19 | Drone attack on critical Abqaiq–Khurais oil processing facilities |