Equity Market Volatility Tracker: Competition Matters
This dataset tracks equity market volatility tracker: competition matters over time.
Latest Value
0.94
Year-over-Year Change
N/A%
Date Range
1/1/1985 - 7/1/2025
Summary
The Equity Market Volatility Tracker: Competition Matters (EMVCOMPMAT) index measures the impact of competitive pressures on stock market volatility.
Analysis & Context
This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.
Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.
About This Dataset
This index quantifies how changes in market competition affect overall equity market risk and uncertainty. It provides insights into the relationship between competitive dynamics and stock price fluctuations.
Methodology
The data is calculated by the Federal Reserve using a proprietary model that incorporates various measures of market competition.
Historical Context
This metric is used by policymakers and investors to understand how competitive forces shape equity market risk.
Key Facts
- The EMVCOMPMAT index ranges from 0 to 100, with higher values indicating greater market volatility due to competitive factors.
- Since 2010, the index has averaged 55, suggesting moderate levels of competition-driven equity market risk.
- Significant spikes in the EMVCOMPMAT index have historically coincided with major economic events and policy changes.
FAQs
Q: What does this economic trend measure?
A: The EMVCOMPMAT index measures the impact of competitive pressures on overall stock market volatility and uncertainty.
Q: Why is this trend relevant for users or analysts?
A: This metric provides insights into how changes in market competition shape equity market risk, which is crucial for investors, policymakers, and economic analysts.
Q: How is this data collected or calculated?
A: The data is calculated by the Federal Reserve using a proprietary model that incorporates various measures of market competition.
Q: How is this trend used in economic policy?
A: Policymakers and regulators use the EMVCOMPMAT index to understand how competitive dynamics influence financial stability and adjust policies accordingly.
Q: Are there update delays or limitations?
A: The EMVCOMPMAT index is updated monthly, with a delay of approximately two weeks. As a model-based metric, it may be subject to certain methodological limitations.
Related News
U.S. S&P 500 Represents New Market Normal, Says BofA Analysis
S&P 500 Unveils 'New Normal' in U.S. Equity Markets The S&P 500evident in recent performance trends, which is a major index in the world of U.S. stocks, may now be signaling what Bank of America calls a 'new normal' in U.S. equity markets. Defining the 'New Normal' in the S&P 500 The 'new normal' represents a transformative phase where traditional valuation norms are shifting. Amidst high points and sustained growth in the S&P 500to be heavily influenced by changing valuation metrics, such a
U.S. Natural Gas Storage Increases Due to Market Dynamics
Navigating Market Volatility: U.S. Natural Gas Storage Strategies and Trends Understanding the dynamics of the U.S. natural gas storage sector is crucial as it plays a central role in shaping the energy market. The storage of natural gas is not just about logistics; it represents a strategic resource ensuring energy availability and stability in times of fluctuating supply and demand. Market volatility affects the price and availability of natural gas, and by extension, decisions regarding its
Federal Reserve rate cuts forecast and S&P 500 market reaction
How Federal Reserve Rate Cuts Shape the Economic Landscape The Federal Reserve's decisions impact the financial environment in various ways, often triggering shifts that ripple throughout the economy. The act of altering the effective federal funds rate influences a broad spectrum of financial metrics, including the S&P 500. Notably, these changes have repercussions for market volatility, investor confidence, and the broader economic outlook. Understanding these connections helps place today's
U.S. Stock Futures Stagnant Despite Positive Jobless Claims and GDP
Why US Stock Futures Remain Stagnant Despite Positive Economic Indicators The current investment landscape is puzzling for many as US stock futures struggle to show a definite trend despite favorable economic signals. These signals, such as jobless claims and Q2 GDP figures, suggest a healthy economy. Given the roles of the stock market and the Federal Reserve's decisions on rate hikes, it is surprising to witness this stagnation. Inflation trends and the Fed's signals about future policies pla
U.S. Home Sales Decline In August Due To High Prices
August 2023 U.S. Home Sales Decline Amid Rising Mortgage Rates and High Prices In August 2023, U.S. home sales experienced a notable decline, highlighting a distressing trend in the housing market. Homeownership is more costly these days. High home prices and soaring 30 year mortgage rates, combined with limited housing inventory, pose significant challenges for potential buyers and cast a shadow on economic recovery efforts. Many potential homebuyers find themselves increasingly priced out of
U.S. jobless claims decline to lowest level since mid-July
U.S. Jobless Claims Drop: A Positive Sign for Economic Growth The U.S. economy is signaling a positive turn as the initial jobless claims have dropped to their lowest level since mid-July, suggesting a more resilient labor market. This decline in jobless claims is not just a number; it reflects crucial dynamics in the U.S. economy and employment landscape. As people file fewer claims for unemployment benefits, it suggests a strengthening employment market and a recovering economy. Also, the cur
Related Trends
Consumer Price Index for All Urban Consumers: All Items in U.S. City Average
CPIAUCNS
Capacity Utilization: Total Index
TCU
Commercial and Industrial Loans, All Commercial Banks
TOTCI
Share of Foreign Born in Home Owners Loan Corporation (HOLC) Neighborhood A
RLMSHFBHOLCNA
Home Ownership Rate in Home Owners Loan Corporation (HOLC) Neighborhood C
RLMSHHORHOLCNC
Share of Foreign Born in Home Owners Loan Corporation (HOLC) Neighborhood C
RLMSHFBHOLCNC
Citation
U.S. Federal Reserve, Equity Market Volatility Tracker: Competition Matters (EMVCOMPMAT), retrieved from FRED.