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Strategies & Market Trends : Stock Attack -- A Complete Analysis

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To: OX who wrote (37093)12/3/2000 12:28:33 PM
From: Dan Duchardt  Read Replies (1) of 42787
 
OX,

fwiw, those 5 naz stocks in the OEX make up almost 20% of index movement.

Well, it's at least worth 20% <ggg> I tried to find the capitalization data, but could not come up with it. I was guessing lower than 20.

Even at 20%, if the other 80% remained relatively stable that would put a substantial damper on the OEX based VIX. Here is at least a visual comparison of the relative volatility of COMPX and OEX.

quote.yahoo.com^OEX&d=1y&y=on

Dan
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