分析:波动率指数VIX超过28.7时,标普500往往将带来强劲回报

Blockbeats
Nov 24

BlockBeats 消息,11 月 24 日,KobeissiLetter 发布市场分析表示,从历史数据来看,当波动率指数 VIX 超过 28.7 点时,标普 500 指数在接下来的 12 个月内往往会带来强劲的回报。在 VIX 指数处于 28.7 至 33.5 水平时,1991 年至 2022 年期间,接下来的一年平均回报率为 +16%。当 VIX 指数超过 33.5 时,12 个月的平均回报率高达 +27%。相比之下,当 VIX 指数在 11.3 到 12.0 之间波动时,标普 500 指数在接下来的一年中回报率为 +15%。

历史数据显示,VIX 指数升高往往会创造买入机会。当前 VIX 指数为 23.42。

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