UBS low volatility stock screen outperforms S&P 500 by 8% in H2 2026
Resolves: The cumulative return of UBS's low volatility stock screen (as defined in the July 7, 2026 report) from 2026-07-07 to 2026-12-31 exceeds the S&P 500's return over the same period by at least 8 percentage points.
UBS low volatility stock screen outperforms S&P 500 by 8% in H2 2026
Market overview
UBS's proprietary low volatility screen identified undervalued, resilient stocks in industrials and healthcare. Given the current market concentration in AI-driven tech and expected volatility in H2 2026, this screen is likely to deliver at least 8% excess returns vs. the S&P 500 by year-end.
macro prediction market
- Implied probability (Yes)
- 68%
- Closes
- 2026-12-31
About this prediction
Resolution criteria
The cumulative return of UBS's low volatility stock screen (as defined in the July 7, 2026 report) from 2026-07-07 to 2026-12-31 exceeds the S&P 500's return over the same period by at least 8 percentage points.
Source: user-generated
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