iTraxx Europe Crossover Index

iTraxx Europe Crossover Index Tranche (5-years) closed up by 1.99% to 237.13 on 23 January 2021 and +3.21% on a weekly basis. iTraxx Europe Crossover Index Tranche (5-years) momentum was last calculated at -50.0/100 indicating negative momentum. iTraxx Europe Crossover Index Tranche (5-years) trend is +50.0/100 indicating a positive trend. iTraxx Europe Crossover Index Tranche (5-years) momentum exhaustion is 0.00685 indicating iTraxx Europe Crossover Index Tranche (5-years) is oversold.iTraxx Europe Crossover Index Tranche (5-years) RSI is 53.7725 .

Itraxx Europe Crossover Index Chart

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Date Value
28/04/2022 390,30
27/04/2022 386,83
26/04/2022 382,52
25/04/2022 371,12
22/04/2022 358,38
21/04/2022 343,35
20/04/2022 343,91
20/04/2022 343,91
19/04/2022 352,52
19/04/2022 352,52

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iTraxx Europe Crossover Index

Itraxx Europe Crossover Index Statistics

iTraxx Europe Crossover Index Tranche (5-years) closed at 237.13 on 23 January 2021. iTraxx Europe Crossover Index Tranche (5-years) trend was last calculated at +50.0/100 (range: -100 to +100) indicating a positive trend based on MacroVar models. iTraxx Europe Crossover Index Tranche (5-years) momentum was last calculated at -50.0/100 (range: -100 to +100) indicating negative momentum. iTraxx Europe Crossover Index Tranche (5-years) momentum exhaustion is 0.00685 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating iTraxx Europe Crossover Index Tranche (5-years) is oversold and a possible reversal is imminent. iTraxx Europe Crossover Index Tranche (5-years) RSI was last calculated at 53.7725. iTraxx Europe Crossover Index Tranche (5-years) moving averages were last recorded as follows: 1-month moving average: 145.935 in a downtrend , 1-quarter moving average: 198.008 in a downtrend and 1-year moving average: 241.058 in an uptrend. iTraxx Europe Crossover Index Tranche (5-years) annual return was last recorded at None%, daily return was last recorded at 1.99%, and weekly return was last recorded at 3.21%. iTraxx Europe Crossover Index Tranche (5-years) histrorical 20-day volatility was last recorded at 5328.25%, iTraxx Europe Crossover Index Tranche (5-years) alpha None, iTraxx Europe Crossover Index Tranche (5-years) beta None and iTraxx Europe Crossover Index Tranche (5-years) maximum drawdown was recorded at None%. MacroVar models monitor iTraxx Europe Crossover Index Tranche (5-years) statistics based on historical data since 1970.

Itraxx Europe Crossover Index Factors

iTraxx Europe Crossover Index Tranche (5-years)

Factor Symbol Last Value Predicted Value R2 MacroVar Signal
EZ PMI Y/Y vs ITRAXX XOVER Y/Y EZPMI.FACT.ITRAXXXOVER

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