V-Lab
V-Lab

Asset Class COVOL Common Volatility Analysis
COVOL Index for Monday, April 15, 2024:0.5184 (-0.0307)

Analysis last updated: Tuesday, April 16, 2024 at 03:45 AM UTC

from

to

6M ·

1Y ·

2Y ·

5Y




COVOL data for

COVOL Loadings

CountryLoadingVW Loading
iShares Russell 1000 Growth0.27540.4754
iShares Global Energy0.25960.7629
Energy Select Sector SPDR0.25530.8756
Technology Select Sector SPDR0.25050.6580
Financial Select Sector SPDR0.23570.7850
iShares Russell 1000 Value0.23270.3487
S&P GSCI Gold Spot0.22900.2714
Princ Comp #10.22570.3385
iShares 7-10 Year Treasury Bond0.21740.0410
iShares iBoxx $ Investment Grade Corporate Bond0.21240.0573
S&P GSCI Crude Oil0.21111.3663
Consumer Staples Select Sector SPDR0.20590.1915
iShares Cohen & Steers REIT0.20290.6691
Utilities Select Sector SPDR0.18760.2863
Health Care Select Sector SPDR0.18440.2440
iShares Russell 2000 Growth0.18380.4685
iShares Russell 2000 Value0.18140.4160
Consumer Discretionary Select Sector SPDR0.17030.3519
ICE United States Dollar 4PM London Close0.16770.0345
EAFE0.16760.3025

1-20 of 23

Top COVOL Events (new events in boldface)

DateCOVOLEvent
1Sep 17, 200148.19Market reopens after Sept 11th
2Nov 9, 201644.68Donald Trump elected president of the United States
3Jan 10, 200044.13America On-line announces an agreement to buy Time Warner
4Mar 9, 202039.72COVID - All of Italy is locked down, Saudi Arabia / Russia oil price war
5Nov 9, 202032.68COVID - 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
6Sep 16, 200829.04Global Financial Crisis
7Nov 28, 201425.34Oil crashes after OPEC announces it will leave production levels unchanged
8Nov 4, 202022.09US Presidential Elections
9Jan 3, 200120.36Fed surprise 50 bps interest rate cut
10Jun 24, 201619.64Brexit
11Oct 10, 200818.63Global Financial Crisis - Global stock market crash
12Aug 8, 201417.59Russia announces desire to de-escalate Ukraine conflict
13Oct 13, 200816.40Global Financial Crisis - Relief rally from details of bailout package, European bailout packages, and Federal Reserve actions
14Feb 5, 200215.57
15Feb 4, 200015.32
16Nov 10, 202214.00Market rallies on prospects of weaker inflation
17Jan 6, 202113.93US Capitol Insurrection, Run-off US elections in Georgia
18Sep 24, 200113.50
19Jan 7, 200013.43
20Nov 10, 201613.29Day after Donald Trump elected president of the United States