Isentric : ASX GROUP MONTHLY ACTIVITY REPORT – JUNE 2017
ASX GROUP MONTHLY ACTIVITY REPORT – JUNE 2017
The value of ASX-listed stocks, as measured by the All Ordinaries Index, remained flat in June 2017. This was in contrast to most major markets, including Japan up 1.9%, Singapore up 0.5%, the US up 0.5%, and Hong Kong up 0.4%. Germany was down 3.0% and the UK down 2.8%.
Volatility measures for the Australian equity market increased during June:
• Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.7% in June, up on the previous month (0.4%).
• Expected future volatility (as measured by the S&P/ASX 200 VIX) in June was an average of 12.7 (compared to 12.2 in May).
Isentric Ltd. published this content on 20 July 2017 and is solely responsible for the information contained herein.
Distributed by Public, unedited and unaltered, on 20 July 2017 03:48:09 UTC.