Thema: Shiller KGV
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Alt 25-07-2019, 13:07   #9
Benjamin
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Registriert seit: Mar 2004
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S&P 500 1-Month Volatility History Since 1928 and VIX Since 1990
The stock market crash of 1929, the Black Monday of 1987 and the global financial crisis in 2008 were the most extreme events.

Picture source: Goldman Sachs Global Investment Research
https://www.isabelnet.com/sp-500-1-m...ix-since-1990/


S&P 500 1-Year Volatility vs. EPS Revisions
This chart from SG shows a good correlation between earning revisions and the S&P 500 1-year volatility.

https://www.isabelnet.com/sp-500-1-y...eps-revisions/
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