Performance dispersion is the distribution of medium-term price trends in any chosen investment universe. For example, in 2022 the S&P 500 lost 19%. The bottom top 25% performers posted an average ...
The stock market shows strain as the S&P 500 dispersion hits highs seen in major drawdowns, signaling volatility risks ahead.
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 ...