EU Stock Implied Volatility VSTOXX

EU Stock Implied Volatility (VSTOXX) closed up by 21.69% to 21.52 on 23 January 2021 and +16.02% on a weekly basis. EU Stock Implied Volatility (VSTOXX) momentum was last calculated at -50.0/100 indicating negative momentum. EU Stock Implied Volatility (VSTOXX) trend is -50.0/100 indicating a negative trend. EU Stock Implied Volatility (VSTOXX) momentum exhaustion is -0.61013 indicating EU Stock Implied Volatility (VSTOXX) is oversold.EU Stock Implied Volatility (VSTOXX) RSI is 45.9407 .

EU Stock Implied Volatility VSTOXX Chart

EU Stock Implied Volatility VSTOXX

EU Stock Implied Volatility VSTOXX Statistics

MacroVar multi-factor statistical models monitor financial factors which are used to analyze and predict the EU Stock Implied Volatility (VSTOXX). Click here to explore the financial factors monitored and their current signals.

Click here to explore the methodology used for estimating the EU Stock Implied Volatility (VSTOXX) trading signals presented in the EU Stock Implied Volatility (VSTOXX) statistics table.

SecuritySymbolLastMomentumTrendOscillatorRSI1D%1W%1M%1Y%
EU Stock Implied Volatility (VSTOXX)VSTOXX21.52-0.5-0.5-0.6101345.940721.6916.0217.10.64483

EU Stock Implied Volatility (VSTOXX) closed at 21.52 on 23 January 2021. EU Stock Implied Volatility (VSTOXX) trend was last calculated at -50.0/100 (range: -100 to +100) indicating a negative trend based on MacroVar models. EU Stock Implied Volatility (VSTOXX) momentum was last calculated at -50.0/100 (range: -100 to +100) indicating negative momentum. EU Stock Implied Volatility (VSTOXX) momentum exhaustion is -0.61013 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating EU Stock Implied Volatility (VSTOXX) is oversold and a possible reversal is imminent. EU Stock Implied Volatility (VSTOXX) RSI was last calculated at 45.9407. EU Stock Implied Volatility (VSTOXX) moving averages were last recorded as follows: 1-month moving average: 22.4582 in an uptrend , 1-quarter moving average: 24.6016 in a downtrend and 1-year moving average: 29.224 in an uptrend. EU Stock Implied Volatility (VSTOXX) annual return was last recorded at None%, daily return was last recorded at 21.69%, and weekly return was last recorded at 16.02%. EU Stock Implied Volatility (VSTOXX) histrorical 20-day volatility was last recorded at 139.401%, EU Stock Implied Volatility (VSTOXX) alpha None, EU Stock Implied Volatility (VSTOXX) beta None and EU Stock Implied Volatility (VSTOXX) maximum drawdown was recorded at None%. MacroVar models monitor EU Stock Implied Volatility (VSTOXX) statistics based on historical data since 1970.

EU Stock Implied Volatility (VSTOXX) Factors

EU Stock Implied Volatility (VSTOXX)

FactorSymbolLast ValuePredicted ValueR2MacroVar Signal
Vstoxx/ItraxxVSTOXXITRAXX.SPREAD
EZ PMI vs VSTXXVSTXX.FACT.EAPMI21.30140.243-0.00755447
ESI Y/Y vs VSTOXX Y/YVSTOXX.FACT.EAESI

MacroVar Risk Monitor

Last-1 Week-1 Month-3 Months-6 MonthsStrength
MacroVar Risk Index0.380.350.20.27-0.15
Stock risk0.120.130.210.430.28
Credit risk -0.88-0.78-0.72-0.86-0.86
Currency risk-0.39-0.33-0.13-0.060.06
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-0.19-0.35-0.160.33-0.57

EU Stock Implied Volatility (VSTOXX) Trading Signals


MacroVar estimates the following signals: EU Stock Implied Volatility (VSTOXX) momentum, EU Stock Implied Volatility (VSTOXX) trend, EU Stock Implied Volatility (VSTOXX) oscillator, EU Stock Implied Volatility (VSTOXX) RSI and EU Stock Implied Volatility (VSTOXX) returns.

EU Stock Implied Volatility (VSTOXX) Momentum

Momentum trading is used to capture moves in shorter timeframes than trends. Momentum is the relative change occurring in markets. Relative change is different to a trend. A long-term trend can be up but the short-term momentum of a specific market can be 0. If a market moves down and then moves up and then moves back down the net relative change in price is 0. That means momentum is 0. A short-term positive momentum, with a long-term downtrend results in markets with no momentum.

MacroVarEU Stock Implied Volatility (VSTOXX) momentum signal ranges from -100 to +100. The EU Stock Implied Volatility (VSTOXX) momentum signal is derived as the mean value from 4 calculations for the EU Stock Implied Volatility (VSTOXX). The timeframes monitored are the following: 1 Day (1 trading day), 1 Week (5 trading days), 1 Month (20 trading days), 3 Months (60 trading days)
For each timeframe, the following calculations are performed: 1. EU Stock Implied Volatility (VSTOXX) return is calculated for the specific timeframe and 2. if the return calculated is higher than 0, signal value output is 1 else signal value is -1. VSTOXX momentum signal is the aggregate of the the 4 values. A technical momentum rollover is identified when EU Stock Implied Volatility (VSTOXX) momentum signal moves from positive to negative value or vice-versa.

EU Stock Implied Volatility (VSTOXX) trend

EU Stock Implied Volatility (VSTOXX) trend signal ranges from -100 to +100. EU Stock Implied Volatility (VSTOXX) trend indicator is the mean value of the 8 calculations described below. The timeframes monitored are the following: 1-month (20 trading days), 3-months (60 trading days), 6-months (125 trading days), 1-year (250 trading days)
For each timeframe, the following calculations are performed: 1. EU Stock Implied Volatility (VSTOXX) Closing price vs EU Stock Implied Volatility (VSTOXX) moving average (MA) calculation: If EU Stock Implied Volatility (VSTOXX) is greater than EU Stock Implied Volatility (VSTOXX) MA value is +1, else -1, 2. EU Stock Implied Volatility (VSTOXX) Moving average slope calculation: if current EU Stock Implied Volatility (VSTOXX) moving average is higher than the previous MA, EU Stock Implied Volatility (VSTOXX) upward slope +1, else -1
EU Stock Implied Volatility (VSTOXX) trend model can be used as a trend strength indicator. EU Stock Implied Volatility (VSTOXX) trend strength values ranging between +75 and +100 or -75 and -100 show strong trend strength.
A technical trend rollover is identified when EU Stock Implied Volatility (VSTOXX) trend strength indicator moves from positive to negative value or vice-versa.

The most important trend indicator
The EU Stock Implied Volatility (VSTOXX) 52-week simple moving average and its slope are the most important indicators defining a market’s trend. EU Stock Implied Volatility (VSTOXX) is in an uptrend when EU Stock Implied Volatility (VSTOXX) price is higher than the 52-week moving average and the EU Stock Implied Volatility (VSTOXX) 52-week moving average has an upward slope. If fundamentals of the market have not changed and the moving average slope is still in uptrend, a price drop signifies a market correction and not a change of trend. Traders should watch oscillators like the EU Stock Implied Volatility (VSTOXX) oscillator and EU Stock Implied Volatility (VSTOXX) RSI to buy the dip and still follow the trend. The moving average slope turn signifies a change of trend.

EU Stock Implied Volatility (VSTOXX) oscillator

The EU Stock Implied Volatility (VSTOXX) oscillator estimated by MacroVar is the z-score of the current EU Stock Implied Volatility (VSTOXX) price versus EU Stock Implied Volatility (VSTOXX) 1-year simple moving average price. The formula for the EU Stock Implied Volatility (VSTOXX) oscillator is:
EU Stock Implied Volatility (VSTOXX) oscillator = (Current Price – 250 trading days EU Stock Implied Volatility (VSTOXX) simple moving average price) / (250 days EU Stock Implied Volatility (VSTOXX) price standard deviation)

EU Stock Implied Volatility (VSTOXX) oversold conditions
EU Stock Implied Volatility (VSTOXX) is oversold when it is subject to a persistent downward pressure due to extreme fund outflows. When the EU Stock Implied Volatility (VSTOXX) is oversold it is often due for a rebound. Values of the EU Stock Implied Volatility (VSTOXX) oscillator lower than -2.5 signify oversold conditions. It must be noted that the EU Stock Implied Volatility (VSTOXX) oscillator must be analyzed ibn conjunction with the rest of EU Stock Implied Volatility (VSTOXX) quantitative factors. Traders should pay less attention to overbought or oversold conditions during strong trends. They should pay close attention during counter trends and all combined with the EU Stock Implied Volatility (VSTOXX) RSI.
EU Stock Implied Volatility (VSTOXX) overbought conditions
EU Stock Implied Volatility (VSTOXX) is overbought when it is subject to a persistent upward pressure due to extreme fund inflows. When the EU Stock Implied Volatility (VSTOXX) is overbought it is often due for a correction. Values of the EU Stock Implied Volatility (VSTOXX) oscillator higher than +2.5 signify overbought conditions. It must be noted that the MacroVar oscillator must be compared to the rest of the EU Stock Implied Volatility (VSTOXX) quantitative factors. Traders should pay less attention to overbought or oversold conditions during strong trends. They should pay close attention during counter trends and all combined with the RSI.

EU Stock Implied Volatility (VSTOXX) RSI indicator

The RSI indicator measures the speed and change of price movements. The RSI indicator oscillates between 0 and 100. RSI is a useful indicator during normal trending market conditions when an asset price oscillates around its trend value. During big moves and strong trends however, like short squeezes or price spikes RSI and other oscillators don’t work.
During normal trend market conditions and when EU Stock Implied Volatility (VSTOXX) is in a downtrend RSI values between 50-60 signify overbought conditions before the downtrend is ready to resume. During EU Stock Implied Volatility (VSTOXX) uptrend, RSI values of 40 to 50 signify oversold conditions before the uptrend is ready to resume. It is strongly not recommended to enter a position when the RSI is “overbought” and falling or vice versa.

EU Stock Implied Volatility (VSTOXX) returns

MacroVar calculates EU Stock Implied Volatility (VSTOXX) returns for the following timeframes: Daily, Weekly, Monthly, Yearly. The formula for calculating returns is:

EU Stock Implied Volatility (VSTOXX) returns = (EU Stock Implied Volatility (VSTOXX) Closing Price – EU Stock Implied Volatility (VSTOXX) Previous Price)/(EU Stock Implied Volatility (VSTOXX) Previous Price)
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