Trading Signal Indices
Thomson Reuters Realized Volatility Index
The Thomsom Reuters Realized Volatility Index (RVI) is the most popular of Thomson Reuters signal indices. The Realized Volatility Index measures and forecasts realized volatility at a variety of time horizons – from one day to several months.
The index provides a new way to forecast volatility. It forecasts future rather than coincident volatility and is a more useful measure of volatility than provided by traditional indices. The RVI provides invaluable insight, as change in volatility is often viewed as indicative of where stock prices will be.
The RVI is calculated with Thomson Reuters Equity Index data. Accurate 1 month-ahead forecasts are available for weekly, biweekly, monthly and longer intervals. Accurate realized volatility forecasts longer than a month in length can be made starting at the 3 month volatility interval.
The RVI IN ACTION
Click here to view some past features and analyses based on the RVI on Reuters Insider TV
- Return Volatility Index Projects Quiet Markets - June 2010
- Volatility Index Suggest Quiet Markets - June 2010
- Data Points to Lower Market Return in June - May 2010
- Thomson Reuters offers Index to Measure Frontier Market Liquidity Risk - April 2010
- China Volatility Outlook - March 2010
For more information on RVI, download the following fact sheets and updates: