S&P Dow Jones Indices: Index Dashboard: Dispersion, Volatility & Correlation July 2016

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The global panic over “Brexit” has attenuated just as quickly as it arose.  Dispersion, volatility and correlation in nearly all of our markets plunged back to relatively low levels in July.

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The U.K., Japan and, to a much lesser extent, European equities retain signs of stress. In the U.K. and Japan, dispersion has remained above average. In Europe, relatively higher volatility has persisted.