Dispersion is a fundamental measure of risk and opportunity in the stock market; it measures how differently stocks are performing, or are expected to perform. The Dispersion Index was launched in ...
The question is how do you discover this dispersion across stocks and markets in a timely fashion and profit from it? Rocco Pellegrinelli: Dispersion measures the magnitude of stocks price trends and ...
Dispersion is an important statistical measure that quantifies the range of outcomes among the components of an index during a specific period. The S&P 500 Realized Dispersion Indices offer two ...
Cboe Global Markets, Inc., a leading provider of global market infrastructure and tradable products, announced plans to collaborate with S&P Dow Jones Indices (S&P DJI), the world’s leading index ...
Cboe Global Markets (BATS:NYSE:CBOE) and S&P Global (NYSE:SPGI) announced on Monday their collaboration to launch a first-of-its-kind index, the Cboe S&P 500 Dispersion Index (DSPX), set to go live on ...
Downturns in the construction and finance sectors played a significant role in the recent recession. A stock-market-based measure that captures sectoral shocks shows that these disturbances are ...
Every investment universe exhibits broad performance dispersion – a range of performance results in markets and sectors that still exist despite the overall current market weakness. Whatever ...