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Tense markets: VIX breaks August highs; watch out for resistance

Published 27/09/2023, 10:23
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Investing.com - European markets were flat at almost mid-session on Wednesday - {Ibex 35, CAC 40, DAX... - in a difficult few days in the face of important macroeconomic inflation data and pending the effects of future interest rate hikes.

"The turnaround in interest rate expectations continued to penalise stock markets yesterday. The S&P 500 undoes all of the summer's gains and returns to early June prices while the Euro Stoxx 50 returns to March prices. Investors are starting to balance the relative valuation between bonds and stocks, more favourable to the former, and with expected real rates, as measured by the IRR of inflation-linked bonds, at the highest levels since 2008. In this sense, the pressure on the stock markets will continue until the balance is balanced", say Banca March.

"Uncertainty continues to creep into financial markets after central banks made their respective interest rate decisions, leaving the door open to further rate hikes before the end of the year on both sides of the Atlantic. In addition, the words of some of the central bankers did not go down well with investors, as they dropped the possibility of keeping interest rates high for longer," warns Diego Morin, analyst at IG.

"All of the above translated into an increase in the Volatility Index (CBOE Volatility Index) in recent days, but we cannot forget that, since the lows of September, the VIX has accumulated an increase of close to 40%, breaking yesterday's highs of last August ($18.90) and leaving a new resistance in September at $19.50. However, the VIX has run into a medium-term downtrend line, which has been linking the declining highs since September 2022," Morin explains.

"With the current economic outlook, we cannot rule out further movements in the VIX, especially if it manages to consolidate the aforementioned levels, with the next resistance at 22 dollars, the highs of last May, leaving the highs of the year (30 dollars) somewhat 'far away' but not impossible after the problems of the regional banks, another situation that we should not forget", adds this expert.

Translated from Spanish using DeepL.

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