JP Morgan JPM Credit Default Swaps

JP Morgan (JPM) Credit Default Swaps closed up by 6.36% to 46.0 on 23 January 2021 and +3.37% on a weekly basis. JP Morgan (JPM) Credit Default Swaps momentum was last calculated at -50.0/100 indicating negative momentum. JP Morgan (JPM) Credit Default Swaps trend is +0.0/100 indicating a positive trend. JP Morgan (JPM) Credit Default Swaps momentum exhaustion is -0.33301 indicating JP Morgan (JPM) Credit Default Swaps is oversold.JP Morgan (JPM) Credit Default Swaps RSI is 60.3271 .

JP Morgan JPM Credit Default Swaps Chart

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Date Value
03/12/2021 56,00
02/12/2021 55,50
01/12/2021 54,00
30/11/2021 54,50
29/11/2021 52,50
26/11/2021 52,00
25/11/2021 48,00
24/11/2021 47,75
23/11/2021 46,25
22/11/2021 46,25

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JP Morgan JPM Credit Default Swaps

JP Morgan JPM Credit Default Swaps Statistics

Security Type Symbol Last Risk Signal Momentum Trend 1W% 1M% 1Y% Zs (125d) Zs (250d)
JP Morgan (JPM) Credit Default Swaps MacroVar Risk Model CDS.JPM 46 -50 0 3.37 4.55 0.38

JP Morgan (JPM) Credit Default Swaps closed at 46.0 on 23 January 2021. JP Morgan (JPM) Credit Default Swaps trend was last calculated at +0.0/100 (range: -100 to +100) indicating a positive trend based on MacroVar models. JP Morgan (JPM) Credit Default Swaps momentum was last calculated at -50.0/100 (range: -100 to +100) indicating negative momentum. JP Morgan (JPM) Credit Default Swaps momentum exhaustion is -0.33301 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating JP Morgan (JPM) Credit Default Swaps is oversold and a possible reversal is imminent. JP Morgan (JPM) Credit Default Swaps RSI was last calculated at 60.3271. JP Morgan (JPM) Credit Default Swaps moving averages were last recorded as follows: 1-month moving average: 44.9375 in an uptrend , 1-quarter moving average: 43.875 in a downtrend and 1-year moving average: 54.7454 in an uptrend. JP Morgan (JPM) Credit Default Swaps annual return was last recorded at None%, daily return was last recorded at 6.36%, and weekly return was last recorded at 3.37%. JP Morgan (JPM) Credit Default Swaps histrorical 20-day volatility was last recorded at 40.012%, JP Morgan (JPM) Credit Default Swaps alpha None, JP Morgan (JPM) Credit Default Swaps beta None and JP Morgan (JPM) Credit Default Swaps maximum drawdown was recorded at None%. MacroVar models monitor JP Morgan (JPM) Credit Default Swaps 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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