ASX GROUP MONTHLY ACTIVITY REPORT – JULY 2017
The value of ASX-listed stocks, as measured by the All Ordinaries Index, rose 0.2% in July 2017. This was in contrast to most major markets, including Hong Kong up 6.1%, Singapore up 3.2%, the US up 1.9% and the UK up 0.8%. Japan was down 0.5% and Germany was down 1.7%.
Volatility measures for the Australian equity market were mixed during July:
* Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.6% in July, down on the previous month (0.7%).
* Expected future volatility (as measured by the S&P/ASX 200 VIX) in July was an average of 13.4 (compared to 12.7 in June).