V-Lab
V-Lab

Country-Level ETF COVOL Common Volatility Analysis
COVOL Index for Friday, July 12, 2024:0.5195 (-0.0886)

Analysis last updated: Saturday, July 13, 2024 at 03:40 AM UTC

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COVOL data for

COVOL Loadings

CountryLoadingVW Loading
Princ Comp #10.25070.4294
MSCI ACWI0.23830.3539
France0.21040.5306
Kuwait0.20200.1568
Spain0.18850.5524
Italy0.18650.5574
Germany0.18530.4871
Egypt0.17640.5668
Netherlands0.17560.4292
Belgium0.17350.3930
Malaysia0.16660.2873
Thailand0.15280.4305
Austria0.14860.4230
Taiwan0.14640.4760
China0.13710.3683
Finland0.13700.2351
Chile0.13520.4049
South Korea0.13510.5667
Nigeria0.13480.4287
Mexico0.13310.4118

1-20 of 50

Top COVOL Events (new events in boldface)

DateCOVOLEvent
1Mar 9, 202056.92COVID - All of Italy is locked down, Saudi Arabia / Russia oil price war
2Jun 24, 201651.29Brexit
3Dec 13, 202234.23Cooling inflation data points to less aggressive monetary policy stances by central banks
4Sep 17, 200133.92Market reopens after Sept 11th
5Feb 27, 200730.20Rumors of a Chinese crackdown on market speculation, Alan Greenspan warns of possible impending recession, Dick Cheney assassination attempt, Drop in durable goods orders
6Aug 24, 201523.21Flash Crash, Chinese Black Monday
7Mar 12, 202023.19COVID - Day after Trump address -- blocks visitors coming in from Europe
8Apr 24, 201722.35Syrian sanctions
9Aug 5, 201118.24Rumors of US credit rating downgrade
10Nov 9, 201618.02Donald Trump elected president of the United States
11Jun 3, 202417.70Mexican elections cause markets to fear constitutional change and diminished checks and balances. Indian markets rally on election exit poll data. South African stocks rally on the prospect of the African National Congress striking a coalition deal with a market-friendly party. Inflation in many countries shows signs of peaking or slowing.
12Apr 9, 201817.05North Korea open to denuclearization, Missles hit Syrian air base
13May 18, 201716.98Justice dept appoints Robert Mueller to head Russia investigation
14Nov 9, 202016.22COVID - 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
15Oct 13, 200816.20Global Financial Crisis - Relief rally from details of bailout package, European bailout packages, and Federal Reserve actions
16Jan 3, 200115.98Fed surprise 50 bps interest rate cut
17Oct 9, 202315.94Hamas attacks Israel
18Mar 12, 200115.79Multiple tech stocks cut revenue guidance - Nasdaq slides below 2,000 for the first time in nearly 27 months
19Dec 17, 201415.61Peshawar Pakistan school attacks, US/Cuba re-establish diplomatic relations
20Oct 10, 200815.28Global Financial Crisis - Global stock market crash