Stock Correlations Bid As Mag-10 Stocks Underperform Broader Market
2025-11-11 03:29:00 ET
By Ed Tom
Cross-Asset Volatility : Implied volatilities were marginally higher across the major asset classes (ex-commodities) last week. Following the retracement of US equities from record highs due to concerns of stretched valuations and indications of a cooling US economy, the volatility markets have started to demand a higher risk premium for assets with embedded corporate credit risk. This is evidenced by the developing dichotomy between the continued rise of implied volatilities for high yield corporate bonds and small cap & emerging market stocks towards 80th percentile highs while the implied volatilities for US treasuries (VIXTLT), and FX (EURUSD, USDJPY, and USDCAD) remain near 1-year lows....
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Stock Correlations Bid As Mag-10 Stocks Underperform Broader Market
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