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单词 VIX
释义

VIX

原声例句
经济学人(汇总)

Some exchange-traded funds whose value is linked to the VIX saw outflows.

一些价值与VIX挂钩的交易所交易基金出现了资金外流。

经济学人(汇总)

The decline of the VIX stands in stark contrast to its equivalent in the Treasury market.

波动率指数的下跌与美国国债市场的波动率指数形成鲜明对比。

经济学人(汇总)

These jitters are most easily observed in VIX futures, derivatives that measure the level of volatility in stocks.

这种紧张在衡量股票波动性水平的衍生品VIX期货中表现最为明显。

经济学人(汇总)

The vix index, a measure of stockmarket volatility, spiked to its highest level in two years.

衡量股市波动性的波动率指数飙升至两年来的最高水平。

经济学人(汇总)

Because there is usually more potential for volatility over longer time horizons, longer-dated VIX futures tend to be more expensive.

由于在较长时期内波动的可能性通常更大,所以较长期的VIX期货往往更贵。

经济学人(汇总)

Considering that the VIX is sometimes referred to as the " fear gauge" , its low level suggests a quokka-like placidity in the stockmarket.

波动率指数有时被称为“恐惧衡量指标”,低水平的波动率表明股市出现了一种矮袋鼠式的平静。

经济学人(汇总)

Global stockmarket shad a rollercoaster week, underlined by the VIX index of volatility reaching its highest level since the start of the covid-19 pandemic.

全球股市经历了过山车般的一周,波动率指数达到了新冠疫情开始以来的最高水平,突显了这一点。

经济学人(汇总)

In September Cameron Crise, a strategist at Bloomberg, wrote that VIX futures markets have " never had an event risk command this sort of premium" .

今年9月,彭博(美国财经资讯公司)策略师卡梅伦·克里兹写道,VIX期货市场“从未有过事件风险导致如此高的溢价”。

经济学人(汇总)

In the past 12 months the VIX, an index that measures expected volatility in stock prices, using the cost of insuring against extreme moves, has declined by more than half, falling from around 30 to 13.

在过去12个月里,波动率指数下跌了一半以上,从30左右降至13。波动率指数用对极端波动的保险成本来衡量股价的预期波动性。

中文百科

VIX指数

芝加哥期权交易所波动性指数(VIX指数)1985年–2012年
1990年1月-2009年9月间,VIX指数的表现(左侧图)和用以往波动率做预测的30天波动图(右侧图)。蓝线代表线性回归,以相关 r 表示。注意VIX指数实质上与过去的波动率有相同的预测能力, 所以两个相关系数的值基本相同。
VIX Downward Bias. (left) This figure plots the VIX downward bias, measured by daily (VIX − GVIX) from Jan 2005 - May 2014, corresponding to different levels of VIX values. It has been widely viewed that VIX values greater than 30 are generally associated with a large amount of volatility as a result of investor fear, while values below 20 generally correspond to less stressful times in the markets.

VIX指数芝加哥期权交易所市场波动率指数的交易代码,常见于衡量标准普尔500指数期权的隐含波动性。通常被称为“恐慌指数”或“恐慌指标”,它是了解市场对未来30天市场波动性预期的一种衡量方法。

波动性指数的概念,以及基于此种指数的金融工具最早是由梅纳赫姆·布伦纳教授和丹·盖莱教授于1986年提出的。布伦纳教授和盖莱教授的科研论文《对冲波动性变化的新型金融工具》发表于****年7/8月期的《金融分析师期刊》

在接下来的论文中,布伦纳教授和盖莱教授提出了用来计算波动性指数的公式。

布伦纳教授和盖莱教授写道:“我们的波动性指数——西格玛指数,将会时常更新并且会被用作期货和期权的标的资产…波动性指数所扮演的角色与市场指数对期货和期权所扮演的角色相同。”

英语百科

VIX VIX指数

CBOE Volatility Index (VIX) 1985–2012.
VIX Downward Bias. (left) This figure plots the VIX downward bias, measured by daily (VIX − GVIX) from Jan 2005 - May 2014, corresponding to different levels of VIX values. It has been widely viewed that VIX values greater than 30 are generally associated with a large amount of volatility as a result of investor fear, while values below 20 generally correspond to less stressful times in the markets.
Performance of VIX (left) compared to past volatility (right) as 30-day volatility predictors, for the period of Jan 1990-Sep 2009. Volatility is measured as the standard deviation of S&P500 one-day returns over a month's period. The blue lines indicate linear regressions, resulting in the correlation coefficients r shown. Note that VIX has virtually the same predictive power as past volatility, insofar as the shown correlation coefficients are nearly identical.

VIX is a trademarked ticker symbol for the CBOE Volatility Index, a popular measure of the implied volatility of S&P 500 index options; the VIX is calculated by the Chicago Board Options Exchange (CBOE). Often referred to as the fear index or the fear gauge, the VIX represents one measure of the market's expectation of stock market volatility over the next 30-day period.

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更新时间:2025/6/17 22:21:04