Analysis last updated: Saturday, July 27, 2024 at 03:43 AM UTC
COVOL data for
COVOL Loadings
| Country | Loading | VW Loading |
|---|---|---|
| iShares Russell 1000 Growth | 0.2769 | 0.4759 |
| iShares Global Energy | 0.2594 | 0.7558 |
| Technology Select Sector SPDR | 0.2565 | 0.6726 |
| Energy Select Sector SPDR | 0.2544 | 0.8663 |
| iShares Russell 1000 Value | 0.2353 | 0.3495 |
| Financial Select Sector SPDR | 0.2346 | 0.7829 |
| S&P GSCI Gold Spot | 0.2258 | 0.2679 |
| Princ Comp #1 | 0.2244 | 0.3337 |
| iShares 7-10 Year Treasury Bond | 0.2173 | 0.0409 |
| iShares iBoxx $ Investment Grade Corporate Bond | 0.2121 | 0.0570 |
| S&P GSCI Crude Oil | 0.2094 | 1.3439 |
| Consumer Staples Select Sector SPDR | 0.2038 | 0.1880 |
| iShares Cohen & Steers REIT | 0.2021 | 0.6590 |
| Utilities Select Sector SPDR | 0.1886 | 0.2861 |
| iShares Russell 2000 Value | 0.1845 | 0.4212 |
| iShares Russell 2000 Growth | 0.1842 | 0.4669 |
| Health Care Select Sector SPDR | 0.1829 | 0.2397 |
| Consumer Discretionary Select Sector SPDR | 0.1692 | 0.3486 |
| Materials Select Sector SPDR | 0.1681 | 0.3787 |
| EAFE | 0.1663 | 0.2976 |
Top COVOL Events (new events in boldface)
| Date | COVOL | Event | |
|---|---|---|---|
| 1 | Sep 17, 2001 | 48.25 | Market reopens after Sept 11th |
| 2 | Jan 10, 2000 | 44.52 | America On-line announces an agreement to buy Time Warner |
| 3 | Nov 9, 2016 | 44.27 | Donald Trump elected president of the United States |
| 4 | Mar 9, 2020 | 40.02 | COVID - All of Italy is locked down, Saudi Arabia / Russia oil price war |
| 5 | Nov 9, 2020 | 32.75 | 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 | 30.22 | Global Financial Crisis |
| 7 | Nov 28, 2014 | 25.22 | Oil crashes after OPEC announces it will leave production levels unchanged |
| 8 | Nov 4, 2020 | 22.02 | US Presidential Elections |
| 9 | Jan 3, 2001 | 20.24 | Fed surprise 50 bps interest rate cut |
| 10 | Jun 24, 2016 | 19.73 | Brexit |
| 11 | Oct 10, 2008 | 18.80 | Global Financial Crisis - Global stock market crash |
| 12 | Aug 8, 2014 | 18.56 | Russia announces desire to de-escalate Ukraine conflict |
| 13 | Oct 13, 2008 | 16.36 | Global Financial Crisis - Relief rally from details of bailout package, European bailout packages, and Federal Reserve actions |
| 14 | Feb 5, 2002 | 15.61 | |
| 15 | Feb 4, 2000 | 15.48 | |
| 16 | Jan 6, 2021 | 14.02 | US Capitol Insurrection, Run-off US elections in Georgia |
| 17 | Nov 10, 2022 | 13.87 | Market rallies on prospects of weaker inflation |
| 18 | Jan 7, 2000 | 13.76 | |
| 19 | Sep 24, 2001 | 13.51 | |
| 20 | Feb 27, 2007 | 13.29 | Rumors of a Chinese crackdown on market speculation, Alan Greenspan warns of possible impending recession, Dick Cheney assassination attempt, Drop in durable goods orders |