{"id":2035961,"date":"2015-10-09T15:14:06","date_gmt":"2015-10-09T09:44:06","guid":{"rendered":"http:\/\/stockviz.biz\/index.php\/?p=2035961"},"modified":"2015-10-09T15:14:06","modified_gmt":"2015-10-09T09:44:06","slug":"inda-vs-spy-observed-volatility","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2015\/10\/09\/inda-vs-spy-observed-volatility\/","title":{"rendered":"INDA vs. SPY Observed Volatility"},"content":{"rendered":"<p>The iShares MSCI India ETF (<a href=\"https:\/\/www.ishares.com\/us\/products\/239659\/ishares-msci-india-etf\" target=\"_blank\">INDA<\/a>) tracks the MSCI India Total Return Index, representing about 85% of the Indian stock market. As a follow up to our earlier post on the historical volatility of the NIFTY <sup><a href=\"https:\/\/stockviz.biz\/index.php\/2015\/10\/09\/nifty-volatility-historical-perspective\/\"><img decoding=\"async\" src=\"http:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2015\/06\/download.png\" width=\"10\" alt=\"historical NIFTY volatility\" \/><\/a><\/sup>, we thought we&#8217;ll compare the volatilities of INDA and SPY, the S&amp;P 500 ETF.<\/p>\n<p>10-day volatility:<br \/>\n<a href=\"http:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2015\/10\/INDA.SPY_.volatility.density.10.png\"><img loading=\"lazy\" decoding=\"async\" src=\"http:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2015\/10\/INDA.SPY_.volatility.density.10.png\" alt=\"INDA.SPY.volatility.density.10\" width=\"1500\" height=\"700\" class=\"alignnone size-full wp-image-2035981\" srcset=\"https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2015\/10\/INDA.SPY_.volatility.density.10.png 1500w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2015\/10\/INDA.SPY_.volatility.density.10-300x140.png 300w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2015\/10\/INDA.SPY_.volatility.density.10-1024x478.png 1024w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2015\/10\/INDA.SPY_.volatility.density.10-500x233.png 500w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2015\/10\/INDA.SPY_.volatility.density.10-900x420.png 900w\" sizes=\"auto, (max-width: 1500px) 100vw, 1500px\" \/><\/a><\/p>\n<p>50-day volatility:<br \/>\n<a href=\"http:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2015\/10\/INDA.SPY_.volatility.density.50.png\"><img loading=\"lazy\" decoding=\"async\" src=\"http:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2015\/10\/INDA.SPY_.volatility.density.50.png\" alt=\"INDA.SPY.volatility.density.50\" width=\"1500\" height=\"700\" class=\"alignnone size-full wp-image-2035991\" srcset=\"https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2015\/10\/INDA.SPY_.volatility.density.50.png 1500w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2015\/10\/INDA.SPY_.volatility.density.50-300x140.png 300w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2015\/10\/INDA.SPY_.volatility.density.50-1024x478.png 1024w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2015\/10\/INDA.SPY_.volatility.density.50-500x233.png 500w, https:\/\/portalvhds29z8xdrqhczq.blob.core.windows.net\/wordpress\/2015\/10\/INDA.SPY_.volatility.density.50-900x420.png 900w\" sizes=\"auto, (max-width: 1500px) 100vw, 1500px\" \/><\/a><\/p>\n<p>As expected, a dollar denominated emerging market ETF is more volatile than the S&amp;P. File this away in your brain attic.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>The iShares MSCI India ETF (INDA) tracks the MSCI India Total Return Index, representing about 85% of the Indian stock market. As a follow up to our earlier post on the historical volatility of the NIFTY , we thought we&#8217;ll compare the volatilities of INDA and SPY, the S&amp;P 500 ETF. 10-day volatility: 50-day volatility: &hellip; <\/p>\n","protected":false},"author":2,"featured_media":2035971,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3471,9],"tags":[1150],"class_list":["post-2035961","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-investing-insight","category-your-money","tag-volatility","entry"],"_links":{"self":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2035961","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/comments?post=2035961"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2035961\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media\/2035971"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=2035961"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=2035961"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=2035961"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}