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Special Report on

Market Sentiment Ratio

market sentiment ratio special research report Photo by
The authors investigate the association of various firm-specific and marketwide factors with the risk-neutral skewness (RNS) implied by the prices of individual stock options. The analysis covers 149 U.S. firms over a four-year period. The authors find that, consistent with earlier studies, the RNS of individual firms varies significantly and negatively with firm size, firm systematic risk, and market volatility and varies significantly and positively with the RNS of the market index. The authors also find that most of the variation in individual RNS is explained by firm-specific rather than marketwide factors. The authors also ...
is a putative tendency of a financial market to move in a particular direction over time. These trends are classified as secular trends for long time frames, primary trends for medium time frames, and secondary trends lasting short times. Traders identify market trends using technical analysis , a framework which characterizes market trends as a predictable price response of the market at levels of price support and price resistance, varying over time. The terms bull market and bear market describe upward and downward market trends, respectively, and can be used to describe either the market as a whole or specific sectors and ...
Stock Market Rydex Bull Bear Investor Sentiment Ratio :: The ...
Every week I present the following chart in our sentiment round up. See figure 1. It is the Rydex total bull to bear ratio. The indicator in the lower panel of figure 1 measures all the assets in the Rydex bullish oriented equity funds divided by the sum of assets in the bullish oriented equity funds plus the assets in the bearish oriented equity funds. When the indicator is green, the value is low and there is fear in the market; this is where market bottoms are forged. When the indicator is red, there is complacency in the market. There are too many bulls and this is when market advances stall. Figure 1. Rydex Total Bull/ Bear ... market research, surveys and trends
Options Game Thrives on Plentiful Suckers — Rick's Picks
has written insightfully and with good humor on a subject near and dear to our heart – i.e., the put-and-call game. Fortunately, we retired our powder-blue market-maker smock and badge (#K30)  just before the Feds started using RICO laws to prosecute white-collar criminals. We were a scurvy lot, for sure, and Rich has captured the flavor of the game in a way that explains what drew so many of us sleazeballs to the options trading floor. RA ) On Monday, some of the Fast Money Crowd were ready to jump off the bridge after INTC, JPM and GOOG flamed out on brilliant earnings. Tuesday, they were extolling weekly call options on AAPL ... market research, surveys and trends


Trading the Bull/Bear Ratio
The financial markets in which speculators ply their trade are exceedingly emotional arenas.  Capital is an emotional thing and so many countless hopes and dreams are riding on practically every trade.  Winning on a speculation creates an awesome natural high while losing can lead to a broad array of negative feelings.   When the emotional nature of capital is mixed with us hopelessly emotional humans ultimately making all the trading decisions, the highly volatile end result is markets perpetually buffeted by endless blizzards of emotions relentlessly assaulting from ... industry trends, business articles and survey research
Freddie Mac's Primary Mortgage Market Survey - July 22, 2010
McLean, VA – Freddie Mac (OTC: FMCC) today released the results of its Primary Mortgage Market Survey® (PMMS®), with the 30-year and 15-year fixed-rate mortgages reaching record lows for this survey. (The 30-year fixed-rate survey began in 1971, and the 15-year began in 1991.) 30-year fixed-rate mortgage (FRM) averaged 4.56 percent with an average 0.7 point for the week ending July 22, 2010, down from last week when it averaged 4.57 percent. Last year at this time, the 30-year FRM averaged 5.20 percent. 15-year FRM this week averaged a record low of 4.03 percent with an average 0.7 point, down from last ... industry trends, business articles and survey research
Industrial Stock Sector Turned Bullish
Industrial stock sector Relative Strength Ratio turned bullish as of 7/22/10: it crossed above the 50-day SMA, remains above the 200-day, and the 50- is above the 200-day SMA. Absolute price of XLI also turned bullish by crossing above both SMAs, and with the 50 above the 200. On Thursday, S&P 500 Composite surged 2.25%, to rise above 4-day highs. Technical momentum indicators generally confirmed the price upturn, and MACD rose above 11-week highs, showing positive momentum divergence. SPX rose above its 50-day SMA but remains below its 200-day SMA, and the 50 is below the 200, all of which together is technically neutral. The ... market trends, news research and surveys resources
INTERVIEW - Moody's to decide on Hungary rating within four months
(Reuters) - Ratings agency Moody's said on Friday it would decide within four months on whether to downgrade Hungary, adding that Budapest should commit to international lenders' 2011 budget deficit target and fiscal reform would be at risk if Hungary fails to secure a new aid deal. Earlier on Friday Moody's put Hungary's Baa1 local and foreign currency government bond ratings on review for possible downgrade, citing increased risks after talks between Budapest and the European Union and International Monetary Fund on renewing a 20 billion euro ($25 billion) aid deal collapsed last weekend. ... market trends, news research and surveys resources


Cross-sectional analysis of risk- neutral skewness
proportion, market sentiment ratio and the firm's own volatility, while it is positively related with the firm's leverage ratio, information asymmetry ... technology research, surveys study and trend statistics
Arizona State Retirement System :: Glossary
The ASRS Glossary provides you with definitions of terms related to the investment industry as a whole. Each term may or may not relate to the specific operations of the ASRS. The list includes overall investment terms for the benefit of our members. Select a letter to view terms and definitions starting with that letter. The View All Terms link will provide you with the full list of terms in our glossary. A    B    C    D    E    F    G    H    I    J    K    L    M    N    O ... technology research, surveys study and trend statistics
Measuring Investor Sentiment in Equity Markets
Equity Market Sentiment Index (EMSI) for a group of firms in an equity market index. In prior studies, the Put-Call Ratio and the VIX-Investor Fear Gauge ...
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What is a good P/E ratio for a company to have? - Yahoo! Answers
That depends on a number of factors. Young upstarts tend to have a low PE like 8 while larger more established companies can be in the low 20's. But then there is the issue of whether the market predicts that the company will do well. A low PE may indicate that the market is not optimistic about the future of a business. Currently there is low market sentiment across the board and so PE should be lowering. A classic example to me about how PE can shift was Tanfield PLC which went up to about 140; although the graph rocketed up, the PE indicates that the company's market value did not reflect it's ...
Writing Business Plans: Economic and Social Environment, computer ...
1.   �The politico-legal environment of business contains a number of critical elements.� Examine this statement with the help of examples. 2.    Explain the factors responsible for industrial sickness and measures to tackle them in Small Scale Industries Sector (SSI)   . 3.   �Rao - Manmohan Model of Growth is different from Gandhian Model of Growth.� Critically evaluate this statement. 4.   �An important factor which influences the Balance of Payments of a country is the exchange rate of its currency vis-a- vis other major currencies.� Briefly explain this statement. 5. ...