Sensitivity
Definition:
The rate of change of the moving average in response to the movement of the underlying data.
Sensitivity to Interest Rate Changes - Generally, when interest rates go up, the value of debt securities will go down. Because of this, you can lose money investing in any bond fund, including an ultra-short bond fund.
Sensitivity Analysis
A technique used to determine how different values of an independent variable will impact a particular dependent variable under a given set of assumptions.
Sensitivity
The rate of change of the moving average in response to the movement of the underlying data. The most sensitive period is that in which the rate of change of the moving average is fastest in response to changes in the sinewave.
Sensitivity analysis
Analysis of the effect on a project's profitability of changes in sales, cost, and so on.
Sentiment indicators
The general feeling of investors about the state of the market, such as whether they are bullish or bearish.
Sensitivity
The degree to which an indicator responds to the changes in the market. For example, the rate-of-change of the moving average in response to the movement of the market.
Separating - Bullish and Bearish
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Rho: Sensitivity to Interest Rates
In our service, we report Rho as the sensitivity of an option on 100 shares to a one percentage point rise in interest rates.
Sensitivity of a bond's market price to a change in Option Adjusted Spread (OAS). Thus the index, or underlying yield curve, remains unchanged.
Average duration ...
The sensitivity of Convexity (q.v.) to a change in yield.
The "Convexity" of Modified Duration (q.v.).
The third derivative of a financial instrument's value with respect to its yield.
The sensitivity of an option price to volatility. Typically, options increase in value during periods of high volatility.Vega is the measurement of the sensitivity of ...
Vertical spread ...
The sensitivity of an option's delta to changes in the price of the underlying asset.
The sensitivity of a warrant's value to the passage of time. Theta, (% week) shows the theoretical fall in warrant price in 7 days with all other factors remaining the same.
Time decay ...
The sensitivity of an options value to a change in volatility. Also known as Kappa. The first derivative of option worth with respect to volatility.
Venture Capital ...
The sensitivity of an option's price to a change in the price of the underlying futures is called the delta of an option.
The sensitivity of a bond's market price to interest rate (i.e. yield) movements is measured by its duration, and, additionally, by its convexity.
b = the sensitivity of the stock to each factor
factor = the risk premium associated with each factor ...
Rho: Sensitivity of option value to change in interest rate. Rho indicates the absolute change in option value for a one percent change in the interest rate. For example, a Rho of .060 indicates the option's theoretical value will increase by .
A measure of sensitivity of one variable to another. More specifically, the degree to which consumers respond to price changes.
Investing terms and definitions starting with
Numbers A B C D E F G H I J K L M N O P Q R S T U V W Q Y Z ...
Note on case sensitivity: Only words or phrases containing capital letters will be treated as case sensitive. In other words, searching for "s&p" will return "S&P," "S&p," "s&P," and "s&p." "S&P" will match only "S&P." ...
Vega. The sensitivity of the theoretical value of an option to a change in volatility.
Velocity of money. The rate at which money is turning over on an annual basis to facilitate income transactions.
Véga
The sensitivity of a warrant's theoretical value to a change in volatility.
Sensitivity: The rate of change of the moving average in response to the movement of the underlying data.
Serial Correlation: The systematic relationship between successive observation of a time series.
A measure of the sensitivity of the price of an option to a change in its implied volatility.
Kassenobligation:
German financial instrument traded on the Euromarkets.
The oscillator's sensitivity to market movements can be reduced by adjusting the time period or by taking a Moving average of the result.
Network Activity
FXTimes has a new status ...
A measure of the sensitivity of the price of an option to a change in its time to expiry.
Thin market:
A market in which trading volume is low and in which consequently bid and ask quotes are wide and the liquidity of the instrument traded is low.
Delta - The sensitivity of a futures option's price to changes in price of the underlying futures.
A measure of the sensitivity of a bond's price to changes in yields, shown as a number of years to maturity. The modified duration is calculated as the Macaulay duration divided by 1 plus the periodic yield.
You can adjust the sensitivity of the reversal criteria by changing the number of lines in the break.
Traders may choose sensitivity of their Stochastics. The smaller the Stochastic parameters, the faster it will react to market changes, the more crossovers will be shown.
sensitivity The degree of exposure of a security to market risk. sensitivity analysis The investigation into how projected performance varies along with changes in... sentiment A gauge of the mood from investors, consumers or businesses.
Delta: The sensitivity of an option's theoretical value to a change in the price of the underlying entity.
to release the memory patterns; -Use their hands and body's energy system as an affective and efficient tool; -Heal minor injuries, internal and external, on themselves, family and friends; -And enhance their perception and sensitivity to working ...
If there are too many breaks, lengthen the moving average to decrease its sensitivity. If the moving average is slow to react, shorten the moving average to increase its sensitivity.
An oscillator is a technical indicator or technical analysis tool that is a trade off between sensitivity of price movements and consistency in its... More
Squaring the Price Range with Time ...
Duration: A measure of the sensitivity, or volatility, of fixed income investments to changes in interest rates. The greater the duration of a bond, the more sensitive the bond is to changes in the underlying interest rate.
RSI studies can be adjusted to whatever time sensitivity a trader feels necessary for his or her particular style.
The duration of a bond is a measure of its price sensitivity to interest rates movements, based on the average time to maturity of its interest and principal cash flows.
Vega is the sensitivity of an options price to a change in volatility. An option with a vega of 0.25 would gain 25 cents for each percentage point increase in volatility.
Lambda ...
It is useful as a measure of the price sensitivity of a bond to interest rate movements. It is approximately inversely proportional to the percentage change in price for a given change in yield.
CONVEXITY - A measure of the price sensitivity of a fixed income security to changes in interest rates. "Convexity" refers to the shape of the price curve when graphed against theoretical interest rate points.
Gamma - is a measure of delta's sensitivity to changes in the price of the underlying asset.
Delta - is a measure of an option's sensitivity to changes in the price of the underlying asset.
Unfortunately, the fed does not have control over the emotional, roller-coaster like state of consumer behavior even though it knows it's directly linked to time sensitivity.
The timeframe and number of periods used in plotting Ultimate Oscillator can vary according to desired sensitivity and the characteristics of the instrument. Typically values of 7-periods, 14- periods and 28-periods are used.
But some bonds have greater sensitivity to changes in interest rates. Bond investors don't have to guess at this exposure.
Duration: The measure of the price sensitivity of a fixed-income security to an interest rate change of 100 basis points. Calculation is based on the weighted average of the present values for all cash flows.
Slope coefficients measure the sensitivity of the dependent variable to changes in the independent variables.
An option's dollar sensitivity to movements in implied volatility is known as vega. Obviously, an at-the-money option will have a higher vega (volatility sensitivity) then will an in-the-money or out-of-the-money option in the same month.
The Delta is used to measure the sensitivity of an option when compared to the stock. In other words it tells you how much your option will move for every one point move in the stock. If you have a delta of 50 that means your option will move $.
The Beta coefficient, or financial elasticity (sensitivity of the asset returns to market returns, relative volatility), is a key parameter in the Capital asset pricing model (CAPM).
Adaptive Moving Averages changes its sensitivity to price fluctuations.
The vega, although not officially a Greek letter, and sometimes known as kappa measures the sensitivity to volatility. The option’s vega shows how much of a change in price to expect for a one-percentage point increase in implied volatility.
It also serves as a measure for the sensitivity of the bond price to changes in market interest rates. Generally speaking, it can be said that the higher the duration, the higher the bond's interest sensitivity.
It is the sensitivity of the movement of the past share price of a stock to the movement of the market as a whole. The beta of the market is taken as 1. A benchmark index (the Sensex, for instance) is taken as the proxy for the market.
Delta is a measure of price sensitivity at any given moment. Not all options move point-for-point with their underlying futures contracts. If a futures contract moves .50 points and the option only moves .25 points, its delta is 50%; i.e.
Duration
A measure of a bond price's sensitivity to a 100-basis point change in interest rates. A duration of 8 would mean that, given a 100-basis point change up/down in rates, a bond's price would move up/down by 8%.
E ...
Beta coefficient : Measure of the sensitivity of an asset to market conditions; it is the relevant risk measure for calculating an asset's required rate of return.
Back testing sensitivity is a good approach to determining appropriate averages to use. Using parallel lines to plotted moving averages leads to another application of trend analysis called channel analysis.
It consists in modelling quote arrival in order to study its sensitivity to news announcements and to check whether banks quoting activity is affected by some quoting activity generated by other banks.
Because of their high sensitivity to changes in yield rates, a speculator who believes that interest rates or default rates are going down would buy them.
Decision Break-Point Analysis
A type of sensitivity analysis that indicates the value at which a key variable will result in a negative NPV for an investment project.
 See also: Market, Trading, Stock, Period, Short
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