Dispersion is an important statistical measure that quantifies the range of outcomes among the components of an index during a specific period. The S&P 500 Realized Dispersion Indices offer two ...

Knowing an average is not enough to properly describe a data set. You also need a measure of how dispersed the data is. Values that are packed closely together display greater consistency than those ...

Dispersion is a fundamental measure of risk and opportunity in the stock market; it measures how differently stocks are performing, or are expected to perform. The Dispersion Index was launched in ...

Every investment universe exhibits broad performance dispersion – a range of performance results in markets and sectors that still exist despite the overall current market weakness. Whatever ...

Downturns in the construction and finance sectors played a significant role in the recent recession. A stock-market-based measure that captures sectoral shocks shows that these disturbances are ...

In analysis of dispersion (multivariate generalization of the analysis of variance) Wilks' Λ criterion for testing hypotheses on all the multiple characters simultaneously cannot be applied if some ...

The financial markets have been very challenging over the past couple of years with few strategies generating alpha. Dispersion trading is one of the few strategies that have worked in this difficult ...