Tag Archives: VXEWZ

Emerging Market Volatility Last Week – 8/24/2014

The iShares Emerging Markets ETF (EEM – 44.75) lagged the performance of the US markets last week rising only one-half a percent. VXEEM seemed diverge from EEM and took the lead from VIX dropping over 15% on the week. Complacency seems to be taking over the world.   Brazil is a country worth watching for […]

Emerging Market Volatility Last Week – 8/17/2014

The emerging market sector continues to perform well in 2014. This performance comes in spite of the iShares MSCI Emerging Markets ETF (EEM – 44.51) having about 5% of the fund exposed to Russia. EEM rose about 1.8% last week which places the fund up more than 7% for the year. VXEEM dropped over 14% […]

Emerging Market Volatility Last Week – 8/10/2014

The emerging market sector was down slightly last week when measured by using the performance of the iShares MSCI Emerging Markets ETF (EEM – 43.71). Despite the small drop in EEM, the implied volatility of EEM options dropped as well. I usually attribute this sort of price action to the US markets and the S&P […]

Emerging Market Volatility Last Week – 8/3/2014

Like many equity market volatility indexes VXEEM has been at historically low levels for most of 2014. Eventually this sort of price action must revert to a mean that is higher and often this involves surpassing that average. VXEEM did just that finishing the week up over 25%.   Since some of the problems that […]

Emerging Market Volatility Last Week – 7/27/2014

The state of emerging markets is strong. EEM rose 1.4% last week and is up just a tad under 8% for 2014. After the underlying market put up a strong week VXEEM made a surprising move and rose over 5% – I’ll attribute this move up to the index already being pretty low and a […]

Emerging Market Volatility Last Week – 7/20/2014

The emerging market space did not react in quite the same manner as the S&P 500 as rumors took stocks lower in a couple of legs down Thursday. We saw a gain in the implied volatility of EEM options, but not nearly to the extent as with the developed markets.   Brazil continues to be […]

Volatility Index Reactions to Thursday’s Market Action

The cool weather has been making it feel like summer is ending and the markets acted like it as well. History tells us that September and October are treacherous months for the stock market and like the cool weather we got a swoon in the S&P 500 today. The result was fairly decent moves in […]

Emerging Market Volatility Last Week – 7/6/2014

The iShares MSCI Emerging Markets ETF (EEM – 44.16) had a solid week rising 1.87% and VXEEM marched lower based on this price action and the long weekend.   Friday’s closing price of 13.71 is actually the lowest recorded close for VXEEM. The history is not that long, only going back to March 2011, but that’s […]

Emerging Market Volatility Last Week – 6/29/2014

The iShares MSCI Emerging Markets ETF (EEM – 43.35) paid its first dividend in some time last week. Despite paying out some profits to holders of the fund there was very little movement in EEM volatility as indicated by the CBOE Emerging Markets ETF Volatility Index (VXEEM – 14.91) which finished the week dropping just […]

Emerging Market Volatility Last Week – 6/22/2014

Things were fairly quiet for the emerging market sector as the iShares Emerging Markets ETF (EEM – 43.56) was down slightly last week. It could be all that football occupying people’s time which will continue for a few more weeks. In reality I doubt that’s the cause, but every single article these days about emerging […]

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