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The SAVI White Maize (South African Volatility Index) is constructing a 3 month forward looking index. In
essence we want to know what the market volatility is three months from today, every day.The SAVI enables investors to gauge “fear” and market sentiment relating to the local white maize market.
Benefits
- Used as a tool to measure market sentiment in SA's white maize market
- Monitor the fear forecast on a daily basis
- Estimate a potential price movement 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.
- Consider the index as a reference to how volatile the market is perceived to be
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Learn more about SAVI White Maize |
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