CDX North American High Yield Index

CDX North American High Yield Index (5-Years) closed up by 2.52% to 286.21 on 23 January 2021 and +3.16% on a weekly basis. CDX North American High Yield Index (5-Years) momentum was last calculated at -50.0/100 indicating negative momentum. CDX North American High Yield Index (5-Years) trend is -25.0/100 indicating a negative trend. CDX North American High Yield Index (5-Years) momentum exhaustion is -0.69915 indicating CDX North American High Yield Index (5-Years) is oversold.CDX North American High Yield Index (5-Years) RSI is 51.2637 .

CDX North American High Yield Index Chart

CDX North American High Yield Index

CDX North American High Yield Index Statistics

CDX North American High Yield Index (5-Years) closed at 286.21 on 23 January 2021. CDX North American High Yield Index (5-Years) trend was last calculated at -25.0/100 (range: -100 to +100) indicating a negative trend based on MacroVar models. CDX North American High Yield Index (5-Years) momentum was last calculated at -50.0/100 (range: -100 to +100) indicating negative momentum. CDX North American High Yield Index (5-Years) momentum exhaustion is -0.69915 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating CDX North American High Yield Index (5-Years) is oversold and a possible reversal is imminent. CDX North American High Yield Index (5-Years) RSI was last calculated at 51.2637. CDX North American High Yield Index (5-Years) moving averages were last recorded as follows: 1-month moving average: 258.92 in a downtrend , 1-quarter moving average: 324.845 in a downtrend and 1-year moving average: 410.038 in an uptrend. CDX North American High Yield Index (5-Years) annual return was last recorded at None%, daily return was last recorded at 2.52%, and weekly return was last recorded at 3.16%. CDX North American High Yield Index (5-Years) histrorical 20-day volatility was last recorded at 4570.38%, CDX North American High Yield Index (5-Years) alpha None, CDX North American High Yield Index (5-Years) beta None and CDX North American High Yield Index (5-Years) maximum drawdown was recorded at None%. MacroVar models monitor CDX North American High Yield Index (5-Years) 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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