UBS Credit Default Swaps

UBS Credit Default Swaps closed down by -2.36% to 31.0 on 23 January 2021 and +-3.12% on a weekly basis. UBS Credit Default Swaps momentum was last calculated at -50.0/100 indicating negative momentum. UBS Credit Default Swaps trend is +0.0/100 indicating a positive trend. UBS Credit Default Swaps momentum exhaustion is -0.63437 indicating UBS Credit Default Swaps is oversold.UBS Credit Default Swaps RSI is 54.4158 .

UBS Credit Default Swaps Chart

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Date Value
18-08-22 68,50
17-08-22 68,75
16-08-22 67,25
15-08-22 65,50
12-08-22 68,00
11-08-22 67,25
10-08-22 69,00
09-08-22 71,00
08-08-22 71,00
05-08-22 72,25

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UBS Credit Default Swaps

UBS Credit Default Swaps Statistics

Security Type Symbol Last Risk Signal Momentum Trend 1W% 1M% 1Y% Zs (125d) Zs (250d)
UBS Credit Default Swaps MacroVar Risk Model CDS.UBS 31 -50 0 -3.12 0 0.09

UBS Credit Default Swaps closed at 31.0 on 23 January 2021. UBS Credit Default Swaps trend was last calculated at +0.0/100 (range: -100 to +100) indicating a positive trend based on MacroVar models. UBS Credit Default Swaps momentum was last calculated at -50.0/100 (range: -100 to +100) indicating negative momentum. UBS Credit Default Swaps momentum exhaustion is -0.63437 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating UBS Credit Default Swaps is oversold and a possible reversal is imminent. UBS Credit Default Swaps RSI was last calculated at 54.4158. UBS Credit Default Swaps moving averages were last recorded as follows: 1-month moving average: 29.3375 in an uptrend , 1-quarter moving average: 28.4041 in a downtrend and 1-year moving average: 38.1392 in an uptrend. UBS Credit Default Swaps annual return was last recorded at None%, daily return was last recorded at -2.36%, and weekly return was last recorded at -3.12%. UBS Credit Default Swaps histrorical 20-day volatility was last recorded at 61.9489%, UBS Credit Default Swaps alpha None, UBS Credit Default Swaps beta None and UBS Credit Default Swaps maximum drawdown was recorded at None%. MacroVar models monitor UBS 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