Italy Credit Default Swaps

Italy Credit Default Swaps closed up by 3.11% to 74.5 on 23 January 2021 and +-3.25% on a weekly basis. Italy Credit Default Swaps momentum was last calculated at -100.0/100 indicating negative momentum. Italy Credit Default Swaps trend is -100.0/100 indicating a negative trend. Italy Credit Default Swaps momentum exhaustion is -1.19443 indicating Italy Credit Default Swaps is oversold.Italy Credit Default Swaps RSI is 36.4689 .

Italy Credit Default Swaps Chart

Italy Credit Default Swaps

Italy Credit Default Swaps Statistics

Security Type Symbol Last Risk Signal Momentum Trend 1W% 1M% 1Y% Zs (125d) Zs (250d)
Italy Credit Default Swaps Country CDS CDS.Italy 74.5 -100 -100 -3.25 -10.51 -0.23

Italy Credit Default Swaps closed at 74.5 on 23 January 2021. Italy Credit Default Swaps trend was last calculated at -100.0/100 (range: -100 to +100) indicating a negative trend based on MacroVar models. Italy Credit Default Swaps momentum was last calculated at -100.0/100 (range: -100 to +100) indicating negative momentum. Italy Credit Default Swaps momentum exhaustion is -1.19443 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating Italy Credit Default Swaps is oversold and a possible reversal is imminent. Italy Credit Default Swaps RSI was last calculated at 36.4689. Italy Credit Default Swaps moving averages were last recorded as follows: 1-month moving average: 100.45 in a downtrend , 1-quarter moving average: 110.75 in a downtrend and 1-year moving average: 149.224 in a downtrend. Italy Credit Default Swaps annual return was last recorded at None%, daily return was last recorded at 3.11%, and weekly return was last recorded at -3.25%. Italy Credit Default Swaps histrorical 20-day volatility was last recorded at 24.2432%, Italy Credit Default Swaps alpha None, Italy Credit Default Swaps beta None and Italy Credit Default Swaps maximum drawdown was recorded at None%. MacroVar models monitor Italy 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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