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The SAVI Dollar (South African Volatility Index) is a forecast of 90 day implied volatility of the Rand against the Dollar. The SAVI Dollar enables investors to gauge “fear” and market sentiment relating to the local currency market.
Benefits
- Used as a tool to measure market sentiment in SA's currency market
- Monitor the fear forecast on a daily basis
- Estimate how far prices are expected to move in a given time frame
Who should use this product?
- Market commentators
- Economists
- Traders
- Investors
How to use this product?
- Volatility measures risk in financial markets. It can estimate a range of price movements in a given time frame.
- When volatility is low there is a measure of complacency in the markets (or lack of fear).
- In a high volatility environment large market moves are possible.
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Learn more about SAVI Dollar |
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