How stable the global economy has been during 2024?


As the year 2024 unfolded, January set the stage for the global economic climate, with mixed signals from different regions influencing market volatility. In the United States, indices like the SP500 and DJI displayed moderate volatility as investors assessed the Federal Reserve's policy stance following inflation trends from the previous year. Meanwhile, European markets, such as the DAX and FTSE100, reflected cautious optimism, influenced by improving energy prices and early industrial performance data. In Asia, however, indices like the HSI and NIKKEI experienced heightened volatility, shaped by concerns over China's economic recovery and ongoing trade tensions in the region. 

The data presented in the graph includes daily returns for major stock market indices representing the United States, Europe, and Asia for the year 2024. The U.S. indices include the SP500, DJI, NASDAQ, and R2000, capturing the performance of large-cap and small-cap stocks across various sectors. European indices, such as the FTSE100, DAX, CAC40, and EURO50, provide insights into the stability and volatility of key Eurozone and UK markets. Asian indices, including the NIKKEI, HSI, and KS11, reflect the economic dynamics of Japan, Hong Kong, and South Korea, respectively. The data was sourced from Yahoo Finance, a widely used platform for accessing reliable and up-to-date financial market information, ensuring the accuracy and relevance of the analysis.

The United States stock markets in 2024 were characterized by relative stability compared to Europe and Asia, reflecting the resilience of the U.S. economy and its financial markets. The SP500, DJI, NASDAQ, and R2000 indices exhibited consistent trends, with occasional volatility spikes tied to monetary policy changes and global economic events. U.S. markets began the year with moderate volatility as investors assessed the Federal Reserve's policy stance following inflationary pressures from the prior year. The SP500 and DJI showed the most stability during this period, supported by strong earnings reports from large-cap companies. The NASDAQ, more tech-oriented, exhibited slightly higher fluctuations due to its sensitivity to interest rate movements. The R2000, representing smaller-cap stocks, showed the highest volatility among U.S. indices, reflecting heightened risk in the domestic market.

The mid-year period saw notable volatility spikes across U.S. indices, driven by mixed economic data and Federal Reserve actions. The NASDAQ was particularly reactive to interest rate adjustments, as tech companies faced tightening financial conditions. The R2000 also experienced significant volatility, reflecting its exposure to domestic market risks and reduced investor confidence in smaller-cap stocks. Despite these fluctuations, the SP500 and DJI maintained their role as stable benchmarks for the broader market. As the year progressed, U.S. markets experienced volatility spikes, particularly in October, a historically volatile month. These fluctuations were driven by end-of-year earnings reports, portfolio rebalancing, and uncertainties surrounding 2025 economic policies. The NASDAQ and R2000 were the most reactive during this period, while the SP500 and DJI continued to act as anchors of market stability.

In Europe, stock market volatility throughout 2024 showcased the region's struggle to balance economic recovery with persistent challenges. The FTSE100, DAX, CAC40, and EURO50 indices demonstrated varying patterns of volatility, reflecting the diversity of economic and geopolitical pressures across the continent. European markets experienced moderate volatility at the start of the year, driven by uncertainties surrounding energy prices during the winter months. The FTSE100, with its global exposure, showed relative stability, benefiting from improved commodity prices. In contrast, the DAX and CAC40 exhibited higher volatility, reflecting Germany's industrial slowdown and France's political unrest, which influenced investor sentiment.

During the summer months, European indices faced pronounced volatility spikes. The EURO50 showed significant fluctuations as Eurozone-wide GDP growth data fell short of expectations, raising concerns about the region's economic resilience. The DAX, heavily reliant on manufacturing and exports, reacted sharply to global trade uncertainties and supply chain disruptions. Meanwhile, the FTSE100 remained relatively stable, cushioned by its exposure to multinational corporations outside the Eurozone. Toward the end of the year, European markets saw increased volatility, influenced by geopolitical tensions, monetary policy decisions by the European Central Bank (ECB), and discussions around fiscal policies for 2025. The CAC40 and DAX were particularly sensitive to these developments, with energy sector performance and inflationary pressures driving investor uncertainty.

Asian markets in 2024 exhibited the highest levels of volatility compared to other regions, highlighting the region’s sensitivity to global and local economic shocks. The NIKKEI, HSI, and KS11 indices demonstrated frequent and sharp fluctuations throughout the year, reflecting the region's exposure to trade dynamics, monetary policy shifts, and geopolitical uncertainties. Asian markets began the year with heightened volatility, particularly in the HSI and KS11. Concerns over China’s economic recovery after prolonged growth challenges fueled investor uncertainty, with the HSI reacting sharply to regulatory and property market risks. The NIKKEI also experienced spikes as the Bank of Japan continued its ultra-loose monetary policy, raising questions about its sustainability amidst global rate hikes.

The mid-year period was marked by significant spikes in volatility across all Asian indices. The HSI saw dramatic swings, reflecting investor reactions to trade tensions and slowdowns in China’s export sector. The KS11, heavily reliant on the global semiconductor industry, showed pronounced volatility driven by technology sector performance and global supply chain disruptions. Meanwhile, the NIKKEI faced continued fluctuations as Japan’s inflation rates remained below targets, complicating the central bank’s policy approach. The final months of 2024 saw volatility in Asian markets reach new peaks. The HSI exhibited sharp declines during geopolitical tensions involving China, while the NIKKEI faced instability as Japan adjusted its fiscal policies in preparation for 2025. The KS11, reflecting South Korea’s dependence on export-driven industries, continued to respond to global trade uncertainties and fluctuations in energy prices.

Across all months, the HSI stood out as the most volatile index, underscoring the uncertainty surrounding China’s economic policies and Hong Kong’s financial markets. The NIKKEI displayed volatility linked to domestic monetary policy, while the KS11 remained reactive to global trade and technology trends. Asia’s consistently high volatility reflects its role as a key player in the global economy, where external shocks and regional uncertainties amplify market fluctuations. This highlights the interconnectedness of Asian markets with global economic developments, making them highly reactive yet influential in shaping global financial trends.

The volatility trends across the United States, Europe, and Asia in 2024 reveal both similarities and dissimilarities that highlight the interconnected yet distinct nature of global financial markets. A key similarity is that all regions experienced notable volatility spikes during critical months, such as March and October, often driven by synchronized global events like central bank monetary policy announcements or geopolitical tensions. However, the magnitude and frequency of these spikes varied significantly across regions. The United States exhibited the most stability, with indices like the SP500 and DJI showing fewer and smaller fluctuations, reflecting the resilience of a mature and diversified economy. In contrast, Europe displayed moderate volatility, with indices like the DAX and CAC40 reacting strongly to regional challenges, such as energy market uncertainties and Eurozone policy shifts. Asia stood out with the highest and most frequent volatility, particularly in the HSI, driven by heightened sensitivity to global trade dynamics and regional policy decisions. These dissimilarities underscore the varying economic conditions and market structures in each region, even as they remain linked by global economic trends.

Thank you for visiting my blog! I am Stefanos Stavrianos, a PhD Candidate in Computational Finance at the University of Patras. I hold an Integrated Master’s degree in Agricultural Economics from the Agricultural University of Athens and have specializations in Quantitative Finance from the National Research University of Moscow, Python 3 Programming from the University of Michigan, and Econometrics from Queen Mary University of London. My academic interests encompass economic theory, quantitative finance, risk management, data analysis and econometrics.

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