Overvalued?
Aggressive bull markets often lead to speculation about whether they are overvalued or fundamentally unsound and therefore susceptible to a sudden and extreme end. The ...
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Blogs
Dividend Risk Premium: A Primer
July 31, 2024How do investors price dividend uncertainty, known as the dividend risk premium, into equities and ETFs? This is something that can now be more easily and accurately assessed using OptionMetrics’ new IvyDB Implied Dividend. Implied dividends are risk-neutral dividends derived ...
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The Economic Implications of France’s Snap Election
July 5, 2024As the dust settles on the first major European Election of the week, attention now turns to the results of the second– France’s Parliamentary Election. On June 9, Macron sent shockwaves throughout Europe and the global economy, as he announced ...
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Volmageddon Unveiled: How Massive Options Trades May Have Enabled Historic VIX Spike
July 1, 2024By: Garrett DeSimone, PhD & Oscar Shih Intro and background After 25 years in business, OptionMetrics has experienced many different markets and various volatility regimes. In recognition, we look back at the single biggest daily increase of the VIX, commonly ...
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Negative Futures Prices: A Failure of Imagination
June 28, 2024OptionMetrics is now 25 years old! In celebration of the event, I was asked to comment on which market-related event most influenced me since the company's founding in 1999. 25 years is a long time, and most of the significant ...
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Commodities: Disparate Trends
May 28, 2024Short term commodity price developments are in disagreement with longer term market-based forecasts. Although this is often the case, as markets are buffeted by short term events that aren't necessarily related to long term factors, the current disparity seems glaringly ...
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Another GME Rally: Diagnosing the Boom and Bust
May 21, 2024Last week’s random meme stock resurgence put another wet blanket on the efficient market hypothesis. The catalyst for this latest run was a Sunday night tweet from one of the original characters of the OG meme stock craze of '21, ...
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New Horizons: How the Bank of Japan’s Shift from Negative Interest Rates Impacts Dividend Policies in Japan
May 20, 2024By Samuel Olavarría Dividend Analyst at Woodseer Global After a prolonged period of unconventional monetary policy, the Bank of Japan (BoJ) has embarked on a significant shift, moving away from negative interest rates—a decision that marks the end of the world’s ...
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Alphabet Issue Their Maiden Dividend
April 26, 2024As suggested in our article on 19th February about Meta’s maiden dividend – Alphabet have announced their own maiden dividend yesterday (25th April). They have announced a 20 cent dividend with ex-div date 10th June 2024 and pay date of 17th June 2024. Woodseer has been ...
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Crude Oil: Implied Volatility and Geopolitical Events
April 23, 2024The most recent geopolitical events in the Middle East have thrust crude oil back into the news. As of April 15, front month Brent crude was up almost 17% year-to-date. If the situation worsens, and the region slips into a ...
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