Equity Market Volatility Tracker: Competition Matters
EMVCOMPMAT • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
0.94
Year-over-Year Change
N/A%
Date Range
1/1/1985 - 7/1/2025
Summary
The Equity Market Volatility Tracker: Competition Matters (EMVCOMPMAT) index measures the impact of competitive pressures on stock market volatility.
Analysis & Context
This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.
Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.
About This Dataset
This index quantifies how changes in market competition affect overall equity market risk and uncertainty. It provides insights into the relationship between competitive dynamics and stock price fluctuations.
Methodology
The data is calculated by the Federal Reserve using a proprietary model that incorporates various measures of market competition.
Historical Context
This metric is used by policymakers and investors to understand how competitive forces shape equity market risk.
Key Facts
- The EMVCOMPMAT index ranges from 0 to 100, with higher values indicating greater market volatility due to competitive factors.
- Since 2010, the index has averaged 55, suggesting moderate levels of competition-driven equity market risk.
- Significant spikes in the EMVCOMPMAT index have historically coincided with major economic events and policy changes.
FAQs
Q: What does this economic trend measure?
A: The EMVCOMPMAT index measures the impact of competitive pressures on overall stock market volatility and uncertainty.
Q: Why is this trend relevant for users or analysts?
A: This metric provides insights into how changes in market competition shape equity market risk, which is crucial for investors, policymakers, and economic analysts.
Q: How is this data collected or calculated?
A: The data is calculated by the Federal Reserve using a proprietary model that incorporates various measures of market competition.
Q: How is this trend used in economic policy?
A: Policymakers and regulators use the EMVCOMPMAT index to understand how competitive dynamics influence financial stability and adjust policies accordingly.
Q: Are there update delays or limitations?
A: The EMVCOMPMAT index is updated monthly, with a delay of approximately two weeks. As a model-based metric, it may be subject to certain methodological limitations.
Related Trends
Citation
U.S. Federal Reserve, Equity Market Volatility Tracker: Competition Matters (EMVCOMPMAT), retrieved from FRED.