Average Risk Index
Current Average Risk:
15.04%
-0.0049
-3.18%
Average Risk over the next 24 months
As of end of month: 02-2024
Average:
11.84%
Maximum:
17.46%
Minimum:
7.61%
The Average Risk is a forward looking standard deviation relative to the interest rate environment. Measured differences between the Federal Funds Rate and the 10 Year Treasury Rate - the Yield Curve - has been found to have a positive correlation with the stock market's standard deviation. As the Yield Curve measurement rises, risk in the stock market increases.