It is common for individual stock volatility to exceed index volatility. Diversification naturally dampens aggregate movement ...

Pre Iran renewed attacks, on 27 February, the S&P 500 30-day realized dispersion index printed 37.75, while the VIX closed at ...

One of the most interesting features of the current crypto markets is the elevated level of dispersion, or range of returns across different parts of the market. In today's liquid markets, sectors ...

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 ...

Performance dispersion is the distribution of medium-term price trends in any chosen investment universe. For example, in 2022 the S&P 500 lost 19%. The bottom top 25% performers posted an average ...

Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. The average hedge fund manager across all strategies has returned just less than 7 per cent so far this year, ...

Lasers that transmit data on optical fibers do not produce monochromatic light. Instead, they provide a narrow spectrum that includes many wavelengths. The physical characteristics of optical fibers ...