Prudential Credit Default Swaps

Prudential Credit Default Swaps closed up by 2.78% to 92.5 on 23 January 2021 and +1.37% on a weekly basis. Prudential Credit Default Swaps momentum was last calculated at -50.0/100 indicating negative momentum. Prudential Credit Default Swaps trend is -75.0/100 indicating a negative trend. Prudential Credit Default Swaps momentum exhaustion is -0.84914 indicating Prudential Credit Default Swaps is oversold.Prudential Credit Default Swaps RSI is 44.2207 .

Prudential Credit Default Swaps Chart

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Date Value
03/12/2021 111,00
02/12/2021 110,50
01/12/2021 110,50
30/11/2021 118,25
29/11/2021 117,00
26/11/2021 120,00
25/11/2021 108,25
24/11/2021 104,75
23/11/2021 106,75
22/11/2021 104,50

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Prudential Credit Default Swaps

Prudential Credit Default Swaps Statistics

Security Type Symbol Last Risk Signal Momentum Trend 1W% 1M% 1Y% Zs (125d) Zs (250d)
Prudential Credit Default Swaps MacroVar Risk Model CSD.PRUDENTIAL 92.5 -50 -75 1.37 2.21 -0.11

Prudential Credit Default Swaps closed at 92.5 on 23 January 2021. Prudential Credit Default Swaps trend was last calculated at -75.0/100 (range: -100 to +100) indicating a negative trend based on MacroVar models. Prudential Credit Default Swaps momentum was last calculated at -50.0/100 (range: -100 to +100) indicating negative momentum. Prudential Credit Default Swaps momentum exhaustion is -0.84914 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating Prudential Credit Default Swaps is oversold and a possible reversal is imminent. Prudential Credit Default Swaps RSI was last calculated at 44.2207. Prudential Credit Default Swaps moving averages were last recorded as follows: 1-month moving average: 101.275 in an uptrend , 1-quarter moving average: 110.567 in a downtrend and 1-year moving average: 125.558 in a downtrend. Prudential Credit Default Swaps annual return was last recorded at None%, daily return was last recorded at 2.78%, and weekly return was last recorded at 1.37%. Prudential Credit Default Swaps histrorical 20-day volatility was last recorded at 47.2136%, Prudential Credit Default Swaps alpha None, Prudential Credit Default Swaps beta None and Prudential Credit Default Swaps maximum drawdown was recorded at None%. MacroVar models monitor Prudential 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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