iTraxx Europe Senior Financials Index

iTraxx Europe Senior Financials Index (5-years) closed up by 1.55% to 54.93 on 23 January 2021 and +1.95% on a weekly basis. iTraxx Europe Senior Financials Index (5-years) momentum was last calculated at +0.0/100 indicating positive momentum. iTraxx Europe Senior Financials Index (5-years) trend is -25.0/100 indicating a negative trend. iTraxx Europe Senior Financials Index (5-years) momentum exhaustion is -0.13849 indicating iTraxx Europe Senior Financials Index (5-years) is oversold.iTraxx Europe Senior Financials Index (5-years) RSI is 51.1616 .

iTraxx Europe Senior Financials Index Chart

iTraxx Europe Senior Financials Index

ITraxx Europe Senior Financials Index Statistics

iTraxx Europe Senior Financials Index (5-years) closed at 54.93 on 23 January 2021. iTraxx Europe Senior Financials 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 Senior Financials Index (5-years) momentum was last calculated at +0.0/100 (range: -100 to +100) indicating positive momentum. iTraxx Europe Senior Financials Index (5-years) momentum exhaustion is -0.13849 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating iTraxx Europe Senior Financials Index (5-years) is oversold and a possible reversal is imminent. iTraxx Europe Senior Financials Index (5-years) RSI was last calculated at 51.1616. iTraxx Europe Senior Financials Index (5-years) moving averages were last recorded as follows: 1-month moving average: 50.995 in an uptrend , 1-quarter moving average: 59.8767 in a downtrend and 1-year moving average: 63.1818 in an uptrend. iTraxx Europe Senior Financials Index (5-years) annual return was last recorded at None%, daily return was last recorded at 1.55%, and weekly return was last recorded at 1.95%. iTraxx Europe Senior Financials Index (5-years) histrorical 20-day volatility was last recorded at 6446.04%, iTraxx Europe Senior Financials Index (5-years) alpha None, iTraxx Europe Senior Financials Index (5-years) beta None and iTraxx Europe Senior Financials Index (5-years) maximum drawdown was recorded at None%. MacroVar models monitor iTraxx Europe Senior Financials Index (5-years) statistics based on historical data since 1970.

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
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