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The Cambria Tail Risk ETF offers downside protection for a stock portfolio via S&P 500 put options and U.S. Treasuries. TAIL outperforms inverse S&P 500 ETFs (SH, SDS) on risk-adjusted returns when used to hedge a core stock portfolio. The mid-term VIX futures ETF delivers superior risk-adjusted returns vs. TAIL but requires monitoring due to VIX futures complexity.
Mott Capital Management's Michael Kramer analyzes market anticipation for 2024 earnings growth and implied volatility levels. He believes that the market's expectation of a 10% earnings growth next year is unlikely due to inflation and margin contraction.
In the last trading session, MGC and VXZ traded with an outsized volume.
As U.S. debt ceiling talks hit a standstill, volatility ETFs may present valuable short-term investment opportunities.
The 2nd & 3rd biggest bank busts in history happened less than a month ago and nobody cares. The Fed and FDIC did a great job with SVB Financial Group and Signature Bank, and that probably reduced moral hazard and protected the economy.
Last week was the worst for Wall Street this year due to the biggest banking crisis since 2008.
A lot of research goes on these days assessing how anxious Americans are based on online sentiment, but markets need only look to one of the handy indicators that grade volatility to see that the current moment is a stressful one.
The VIX ETPs have quite a few quirks and as a result of these quirks and their high volatility, there are considerable risks for both longs and shorts.
SEC filings for VXZ aren't indexed yet — common for recently launched funds. Browse the issuer's filings on SEC EDGAR directly.