iTraxx Europe Subordinated Financials Index

iTraxx Europe Subordinated Financials Index (5-years) closed up by 0.95% to 103.98 on 23 January 2021 and +2.06% on a weekly basis. iTraxx Europe Subordinated Financials Index (5-years) momentum was last calculated at +0.0/100 indicating positive momentum. iTraxx Europe Subordinated Financials Index (5-years) trend is +0.0/100 indicating a positive trend. iTraxx Europe Subordinated Financials Index (5-years) momentum exhaustion is -0.08585 indicating iTraxx Europe Subordinated Financials Index (5-years) is oversold.iTraxx Europe Subordinated Financials Index (5-years) RSI is 51.558 .

Itraxx Europe Subordinated Financials Index Chart

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Date Value
29/11/2021 125,00
26/11/2021 130,00
25/11/2021 121,00
24/11/2021 118,25
23/11/2021 117,03
22/11/2021 113,20
19/11/2021 112,00
18/11/2021 109,88
17/11/2021 111,50
16/11/2021 110,20

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iTraxx Europe Subordinated Financials Index

Itraxx Europe Subordinated Financials Index Statistics

iTraxx Europe Subordinated Financials Index (5-years) closed at 103.98 on 23 January 2021. iTraxx Europe Subordinated Financials Index (5-years) trend was last calculated at +0.0/100 (range: -100 to +100) indicating a positive trend based on MacroVar models. iTraxx Europe Subordinated Financials Index (5-years) momentum was last calculated at +0.0/100 (range: -100 to +100) indicating positive momentum. iTraxx Europe Subordinated Financials Index (5-years) momentum exhaustion is -0.08585 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating iTraxx Europe Subordinated Financials Index (5-years) is oversold and a possible reversal is imminent. iTraxx Europe Subordinated Financials Index (5-years) RSI was last calculated at 51.558. iTraxx Europe Subordinated Financials Index (5-years) moving averages were last recorded as follows: 1-month moving average: 87.18 in an uptrend , 1-quarter moving average: 96.7117 in a downtrend and 1-year moving average: 117.088 in a downtrend. iTraxx Europe Subordinated Financials Index (5-years) annual return was last recorded at None%, daily return was last recorded at 0.95%, and weekly return was last recorded at 2.06%. iTraxx Europe Subordinated Financials Index (5-years) histrorical 20-day volatility was last recorded at 6801.71%, iTraxx Europe Subordinated Financials Index (5-years) alpha None, iTraxx Europe Subordinated Financials Index (5-years) beta None and iTraxx Europe Subordinated Financials Index (5-years) maximum drawdown was recorded at None%. MacroVar models monitor iTraxx Europe Subordinated Financials Index (5-years) statistics based on historical data since 1970.

ITraxx Europe Subordinated Financials Index Factors

iTraxx Europe Subordinated Financials Index (5-years)

Factor Symbol Last Value Predicted Value R2 MacroVar Signal
EZ PMI vs ITRAXX Fin Subs ITRAXXFINSUBS.FACT.EAPMI 10 93.8213 -0.717615
STOXX vs ITRAXX Fin Subs STOXX.FACT.ITRAXXFINSUBS 399.03 -1 -0.05008
ESI Y/Y vs ITRAXX Fin Subs Y/Y ITRAXXFINSUBS.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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