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 ...

Every investment universe exhibits broad performance dispersion – a range of performance results in markets and sectors that still exist despite the overall current market weakness. Whatever ...

The Cboe S&P 500® Dispersion Index (DSPXSM) debuted over a year ago, but the investment concept of dispersion still remains unfamiliar or unclear to many investors. In simple terms, dispersion refers ...

Downturns in the construction and finance sectors played a significant role in the recent recession. A stock-market-based measure that captures sectoral shocks shows that these disturbances are ...