Tag Archives: VXEWZ

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 […]

Emerging Market Volatility Last Week – 6/15/2014

The World Cup started this past week as Brazil continued to dominate their rival Croatia with a 3 to 1 victory in Sao Paulo. I’m not 100% sure if there is a link here, but Brazilian stocks also rallied almost 3% last week as measured by the iShares Brazil Capped ETF (EWZ – 49.64). I […]

Last Week in Emerging Market Volatility – 6/8/2014

The emerging market space was strong last week and the iShares MSCI Emerging Markets ETF (EEM – 43.56) rose over 2%. This gain was despite a mid-week hiccup and now EEM is up over 4% on the year. The VXEEM chart below reflects EEM gapping down on Wednesday and then recovering to put up a […]

Last Week in Emerging Market Volatility – 6/1/2014

Since the majority of volatility index related news consists of discussions about how VIX is testing post-2008 lows I have been getting questions about where to find more volatile markets.  The emerging markets seem to be that place.  Last week the CBOE Emerging market ETF Volatility Index (VXEEM – 17.60) rose over 12%.  This move […]

Last Week in Emerging Market Volatility – 5/26/2014

The iShares MSCI Emerging Markets ETF (EEM – 43.14) had a pretty tame week this past week gaining about half a percent. The VXEEM action can be described as a grind to the downside as EEM moving higher with little volatility behind the move.   It could be said that EEM rising was despite what […]

Last Week in Emerging Market Volatility – 5/18/2014

The risk premium as priced in by options on the iShares MSCI Emerging Markets ETF (EEM – 42.94) continues to come under pressure as EEM has been holding its own versus developed markets this year. As seem below VXEEM gapped lower on Monday and stayed low relative to the previous week even as the equity […]

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