Dispersion is an important statistical measure that quantifies the range of outcomes among the components of an index during a specific period. The S&P 500 Realized Dispersion Indices offer two ...
The S&P 500 Top 20 Select Index shows slightly higher average volatility (18.5%) compared to the broader S&P 500 (16.2%) over the past decade. The S&P 500 Top 20 Select Index consistently showed lower ...