AIG Credit Default Swaps

AIG Credit Default Swaps closed down by -2.46% to 59.5 on 23 January 2021 and +-9.16% on a weekly basis. AIG Credit Default Swaps momentum was last calculated at +0.0/100 indicating positive momentum. AIG Credit Default Swaps trend is +50.0/100 indicating a positive trend. AIG Credit Default Swaps momentum exhaustion is -0.11715 indicating AIG Credit Default Swaps is oversold.AIG Credit Default Swaps RSI is 56.515 .

AIG Credit Default Swaps Chart

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Date Value
03/12/2021 65,00
02/12/2021 66,50
01/12/2021 65,00
30/11/2021 64,50
29/11/2021 64,50
26/11/2021 66,00
25/11/2021 62,50
24/11/2021 62,50
23/11/2021 60,50
22/11/2021 60,00

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AIG Credit Default Swaps

AIG Credit Default Swaps Statistics

Security Type Symbol Last Risk Signal Momentum Trend 1W% 1M% 1Y% Zs (125d) Zs (250d)
AIG Credit Default Swaps MacroVar Risk Model CDS.AIG 59.5 0 50 -9.16 -14.08 0.22

AIG Credit Default Swaps closed at 59.5 on 23 January 2021. AIG Credit Default Swaps trend was last calculated at +50.0/100 (range: -100 to +100) indicating a positive trend based on MacroVar models. AIG Credit Default Swaps momentum was last calculated at +0.0/100 (range: -100 to +100) indicating positive momentum. AIG Credit Default Swaps momentum exhaustion is -0.11715 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating AIG Credit Default Swaps is oversold and a possible reversal is imminent. AIG Credit Default Swaps RSI was last calculated at 56.515. AIG Credit Default Swaps moving averages were last recorded as follows: 1-month moving average: 72.9625 in an uptrend , 1-quarter moving average: 71.6583 in a downtrend and 1-year moving average: 79.0183 in an uptrend. AIG Credit Default Swaps annual return was last recorded at None%, daily return was last recorded at -2.46%, and weekly return was last recorded at -9.16%. AIG Credit Default Swaps histrorical 20-day volatility was last recorded at 49.0455%, AIG Credit Default Swaps alpha None, AIG Credit Default Swaps beta None and AIG Credit Default Swaps maximum drawdown was recorded at None%. MacroVar models monitor AIG Credit Default Swaps statistics based on historical data since 1970.

MacroVar Risk Monitor

Last -1 Week -1 Month -3 Months -6 Months Strength
MacroVar Risk Index 0.38 0.35 0.2 0.27 -0.15
Stock risk 0.12 0.13 0.21 0.43 0.28
Credit risk -0.88 -0.78 -0.72 -0.86 -0.86
Currency risk -0.39 -0.33 -0.13 -0.06 0.06
Emerging Markets risk -0.49 -0.43 -0.41 -0.18 -0.49
Liquidity risk -0.52 -0.52 -0.48 -0.48 -0.39
Bond risk -0.19 -0.35 -0.16 0.33 -0.57
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