Itraxx Investment Grade Index

Itraxx Investment Grade Index closed up by 1.76% to 47.42 on 23 January 2021 and +1.72% on a weekly basis. Itraxx Investment Grade Index momentum was last calculated at +0.0/100 indicating positive momentum. Itraxx Investment Grade Index trend is -25.0/100 indicating a negative trend. Itraxx Investment Grade Index momentum exhaustion is -0.48304 indicating Itraxx Investment Grade Index is oversold.Itraxx Investment Grade Index RSI is 44.2229 .

Itraxx Investment Grade Index Chart

Itraxx Investment Grade Index

Itraxx Investment Grade Index Statistics

Security Symbol Last Momentum Trend Oscillator RSI 1D% 1W% 1M% 1Y%
Itraxx Investment Grade Index EU.ITRAXXIG 47.42 0 -0.25 -0.48304 44.2229 1.76 1.72 -6.32 0.14865

Itraxx Investment Grade Index closed at 47.42 on 23 January 2021. Itraxx Investment Grade Index trend was last calculated at -25.0/100 (range: -100 to +100) indicating a negative trend based on MacroVar models. Itraxx Investment Grade Index momentum was last calculated at +0.0/100 (range: -100 to +100) indicating positive momentum. Itraxx Investment Grade Index momentum exhaustion is -0.48304 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating Itraxx Investment Grade Index is oversold and a possible reversal is imminent. Itraxx Investment Grade Index RSI was last calculated at 44.2229. Itraxx Investment Grade Index moving averages were last recorded as follows: 1-month moving average: 52.235 in an uptrend , 1-quarter moving average: 53.4933 in a downtrend and 1-year moving average: 62.3488 in an uptrend. Itraxx Investment Grade Index 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 Investment Grade Index histrorical 20-day volatility was last recorded at 32.2876%, Itraxx Investment Grade Index alpha None, Itraxx Investment Grade Index beta None and Itraxx Investment Grade Index maximum drawdown was recorded at None%. MacroVar models monitor Itraxx Investment Grade Index 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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