Next week we have a small list, but it’s an interesting one as several of the companies reporting have recently had a big move or just regularly experience a lot of volatility around earnings. As always the data below is based on the last three years of earnings results unless the ticker is in italics. […]
Each quarter Berkshire Hathaway, like all investment firms, files their holdings with the SEC. Most people scramble to see what stocks Warren Buffett has been adding to his portfolio. I usually scramble as well, but I’m looking for something hardly discussed in the dozens of pages that make up Berkshire Hathaway’s 10-Q. I go looking […]
VIX dropped a little as the equity market did a whole lot of nothing last week. We retired the August contract on the open Wednesday morning and September took over as the front month. With time to go to expiration (this is actually a five-week cycle) everyone seemed to notice the steep contango again. What […]
Sometimes I over personify the financial markets and when I saw that the Russell 2000 (RUT) easily extended the lead over the Russell 1000 (RUI) this week an Olympic themed situation popped into my head. I saw the Russell 2000 as Usain Bolt giving a thumbs up as it easily moved farther ahead of the […]
There are just enough names to make things interesting next week. As always the data below is based on the last three years of earnings results unless the ticker is in italics. The columns show the biggest rally, biggest drop, average move, and what the stock did last quarter in reaction to earnings.
VIX was down 4% last week and is currently hovering around two year lows. This is not exactly what many volatility observers were expecting for 2016 (including the author). VIX has been at pretty low levels for a couple of weeks and since there’s been no real spike VIX futures are finally working lower.
The list is starting to shrink as we get toward the end of earnings season. As always the data below is based on the last three years of earnings results unless the ticker is in italics. The columns show the biggest rally, biggest drop, average move, and what the stock did last quarter in reaction […]
Last night we were (somewhat) entertained by the opening ceremonies for the Summer Olympics and for the next 17 days will be subjected to story enhanced competitions. I have been monitoring a competitive struggle already this year. The battle between small cap and large cap stocks. It has been like a marathon with the Russell […]
The CBOE Options Institute is hosting the first in a series of classes that will focus on different aspects of option and volatility trading. The first class, appropriately named Focus on VIX and Volatility Products, will be held on Friday August 19th at CBOE. For those unable to make it to Chicago the class is […]