Performance dispersion is the distribution of medium-term price trends in any chosen investment universe. For example, in 2022 the S&P 500 lost 19%. The bottom top 25% performers posted an average ...

The Dispersion Trade involves buying volatility on single stocks constituting the index, and selling index volatility against it. The idea is to monetize diversification and low correlations.

Dispersion is a fundamental measure of risk and opportunity in the stock market; it measures how differently stocks are performing, or are expected to perform. The Dispersion Index was launched in ...

Every investment universe exhibits broad performance dispersion – a range of performance results in markets and sectors that still exist despite the overall current market weakness. Whatever ...

Dispersion is an important statistical measure that quantifies the range of outcomes among the components of an index during a specific period. The S&P 500 Realized Dispersion Indices offer two ...

One of the most interesting features of the current crypto markets is the elevated level of dispersion, or range of returns across different parts of the market. In today's liquid markets, sectors ...