ASX GROUP MONTHLY ACTIVITY REPORT - JUNE 2017
The value of ASX-listed stocks, as measured by the All Ordinaries Index, remained flat in June 2017. This was in contrast to most major markets, including Japan up 1.9%, Singapore up 0.5%, the US up 0.5%, and Hong Kong up 0.4%. Germany was down 3.0% and the UK down 2.8%.
Volatility measures for the Australian equity market increased during June:
• Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.7% in June, up on the previous month (0.4%).
• Expected future volatility (as measured by the S&P/ASX 200 VIX) in June was an average of 12.7 (compared to 12.2 in May).

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