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Non-Tech : The Critical Investing Workshop
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To: Voltaire who wrote (940)1/18/2000 10:24:00 PM
From: Jim Willie CB  Read Replies (3) of 35685
 
on Dispersion and Volatility
Barrons has some really instructive valuable articles
Michael Santoli in Market Week this week "All Hail Turmoil"
man, I love this stuff

dispersion is the cousin of volatility

first, the volatility index VIX rises when option put premium rises
it is a favorite in contrary indicators
the small retail players are last to the party
they are the big perenniel losers
high VIX signals higher prices coming

some dude named Carpenter in NewHampshire likes Dispersion
he is no relation to JewishCarpenter (not positive)
he focuses on the major S&P sectors
he focuses on smallcap, midcap, largecap

Dispersion is great when various sectors are way up, while other sectors are way ignored, while some are soso

Dispersion is great if largecaps are up big, midcaps are in but not real in, and smallcaps are out

if all S&P sectors are up the same pct, then Dispersion is nil

High Dispersion is a strong bullish signal
High Volatility is a strong bullish signal
right now Dispersion is at 98th percentile of last decade
right now Volatility is at 78th percentile

"turmoil is good, indicating redeployment of money, creation of opportunity... higher dispersion among stocks sets the stage for the unwinding of uncertainty and [thus] higher prices"

no available Dispersion index, but we can check S&P sectors on AMEX

we got really high dispersion and rather high volatility
makes good sense to me and both my kitty kats

nice to have the scum not present on the porch
/ Jim
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