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

UBS Credit Default Swaps

UBS Credit Default Swaps Statistics

SecurityTypeSymbolLastRisk SignalMomentumTrend1W%1M%1Y%Zs (125d)Zs (250d)
UBS Credit Default SwapsMacroVar Risk ModelCDS.UBS31-500-3.1200.09

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 MonthsStrength
MacroVar Risk Index0.380.350.20.27-0.15
Stock risk0.120.130.210.430.28
Credit risk -0.88-0.78-0.72-0.86-0.86
Currency risk-0.39-0.33-0.13-0.060.06
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-0.19-0.35-0.160.33-0.57
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