V-Lab
V-Lab

Country-Level ETF COVOL Common Volatility Analysis
COVOL Index for Monday, April 15, 2024:0.4865 (0.1138)

Analysis last updated: Tuesday, April 16, 2024 at 03:41 AM UTC

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COVOL data for

COVOL Loadings

CountryLoadingVW Loading
Princ Comp #10.25270.4367
MSCI ACWI0.24050.3599
France0.21060.5344
Kuwait0.19730.1581
Spain0.19000.5601
Italy0.18760.5639
Germany0.18540.4906
Egypt0.17850.5733
Netherlands0.17650.4337
Belgium0.17370.3962
Malaysia0.16730.2908
Thailand0.15640.4456
Austria0.14790.4239
Taiwan0.14620.4783
Finland0.14470.2476
Nigeria0.13590.4322
China0.13560.3666
Chile0.13550.4089
South Korea0.13550.5724
Singapore0.13320.3238

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Top COVOL Events (new events in boldface)

DateCOVOLEvent
1Mar 9, 202055.57COVID - All of Italy is locked down, Saudi Arabia / Russia oil price war
2Jun 24, 201650.84Brexit
3Dec 13, 202234.20Cooling inflation data points to less aggressive monetary policy stances by central banks
4Sep 17, 200133.71Market reopens after Sept 11th
5Feb 27, 200729.96Rumors of a Chinese crackdown on market speculation, Alan Greenspan warns of possible impending recession, Dick Cheney assassination attempt, Drop in durable goods orders
6Mar 12, 202023.38COVID - Day after Trump address -- blocks visitors coming in from Europe
7Aug 24, 201523.05Flash Crash, Chinese Black Monday
8Apr 24, 201722.35Syrian sanctions
9Aug 5, 201118.14Rumors of US credit rating downgrade
10Nov 9, 201618.11Donald Trump elected president of the United States
11Apr 9, 201817.09North Korea open to denuclearization, Missles hit Syrian air base
12May 18, 201716.87Justice dept appoints Robert Mueller to head Russia investigation
13Nov 9, 202016.29COVID - 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
14Oct 13, 200816.20Global Financial Crisis - Relief rally from details of bailout package, European bailout packages, and Federal Reserve actions
15Oct 9, 202315.99Hamas attacks Israel
16Jan 3, 200115.94Fed surprise 50 bps interest rate cut
17Mar 12, 200115.79Multiple tech stocks cut revenue guidance - Nasdaq slides below 2,000 for the first time in nearly 27 months
18Dec 17, 201415.52Peshawar Pakistan school attacks, US/Cuba re-establish diplomatic relations
19Oct 10, 200815.17Global Financial Crisis - Global stock market crash
20Jul 23, 200214.98Isreali/Palestinian Tension, Stock Market Crash