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

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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.

Security Symbol Last Momentum Trend Oscillator RSI 1D% 1W% 1M% 1Y%
EU Stock Implied Volatility (VSTOXX) VSTOXX 26.582 -0.5 -0.5 -0.61013 45.9407 -0.128536 -0.0328191 -0.360696 0.448768

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)

Factor Symbol Last Value Predicted Value R2 MacroVar Signal
Vstoxx/Itraxx VSTOXXITRAXX.SPREAD
EZ PMI vs VSTXX VSTXX.FACT.EAPMI 21.301 40.243 -0.00755447
ESI Y/Y vs VSTOXX Y/Y VSTOXX.FACT.EAESI

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

EMacroVar Trading Signals:

MacroVar calculates 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, EU Stock Implied Volatility (VSTOXX) returns and other EU Stock Implied Volatility (VSTOXX) statistics and technical signals. Click here to explore MacroVar Models.