Itraxx EUROPE Index

Itraxx EUROPE Index (5-years) closed up by 1.76% to 47.42 on 23 January 2021 and +1.72% on a weekly basis. Itraxx EUROPE Index (5-years) momentum was last calculated at +50.0/100 indicating positive momentum. Itraxx EUROPE Index (5-years) trend is -25.0/100 indicating a negative trend. Itraxx EUROPE Index (5-years) momentum exhaustion is -0.47847 indicating Itraxx EUROPE Index (5-years) is oversold.Itraxx EUROPE Index (5-years) RSI is 50.773 .

Itraxx EUROPE Index Chart

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Date Value
29/11/2021 55,62
26/11/2021 57,50
25/11/2021 53,38
24/11/2021 52,28
23/11/2021 51,58
22/11/2021 50,20
19/11/2021 49,74
18/11/2021 49,02
17/11/2021 49,50
16/11/2021 48,85

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Itraxx EUROPE Index

Itraxx EUROPE Index Statistics

Itraxx EUROPE Index (5-years) closed at 47.42 on 23 January 2021. Itraxx EUROPE Index (5-years) trend was last calculated at -25.0/100 (range: -100 to +100) indicating a negative trend based on MacroVar models. Itraxx EUROPE Index (5-years) momentum was last calculated at +50.0/100 (range: -100 to +100) indicating positive momentum. Itraxx EUROPE Index (5-years) momentum exhaustion is -0.47847 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating Itraxx EUROPE Index (5-years) is oversold and a possible reversal is imminent. Itraxx EUROPE Index (5-years) RSI was last calculated at 50.773. Itraxx EUROPE Index (5-years) moving averages were last recorded as follows: 1-month moving average: 45.89 in an uptrend , 1-quarter moving average: 50.33 in a downtrend and 1-year moving average: 58.0548 in an uptrend. Itraxx EUROPE Index (5-years) annual return was last recorded at None%, daily return was last recorded at 1.76%, and weekly return was last recorded at 1.72%. Itraxx EUROPE Index (5-years) histrorical 20-day volatility was last recorded at 3183.89%, Itraxx EUROPE Index (5-years) alpha None, Itraxx EUROPE Index (5-years) beta None and Itraxx EUROPE Index (5-years) maximum drawdown was recorded at None%. MacroVar models monitor Itraxx EUROPE Index (5-years) statistics based on historical data since 1970.

Itraxx EUROPE Index Factors

Itraxx EUROPE Index (5-years)

Factor Symbol Last Value Predicted Value R2 MacroVar Signal
EZ PMI vs ITRAXX IG ITRAXX.FACT.EAPMI 46.3 72.3062 5.25738
ESI Y/Y vs ITRAXX IG Y/Y ITRAXXIG.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
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