United States Credit Default Swaps

United States Credit Default Swaps closed down by -1.06% to 9.3 on 23 January 2021 and +-13.08% on a weekly basis. United States Credit Default Swaps momentum was last calculated at +0.0/100 indicating positive momentum. United States Credit Default Swaps trend is -50.0/100 indicating a negative trend. United States Credit Default Swaps momentum exhaustion is -1.80102 indicating United States Credit Default Swaps is oversold.United States Credit Default Swaps RSI is 52.0581 .

United States Credit Default Swaps Chart

United States Credit Default Swaps

United States Credit Default Swaps Statistics

Security Type Symbol Last Risk Signal Momentum Trend 1W% 1M% 1Y% Zs (125d) Zs (250d)
United States Credit Default Swaps MacroVar Risk Model CDS.US 9.3 0 -50 -13.08 -2.11 -0.39

United States Credit Default Swaps closed at 9.3 on 23 January 2021. United States Credit Default Swaps trend was last calculated at -50.0/100 (range: -100 to +100) indicating a negative trend based on MacroVar models. United States Credit Default Swaps momentum was last calculated at +0.0/100 (range: -100 to +100) indicating positive momentum. United States Credit Default Swaps momentum exhaustion is -1.80102 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating United States Credit Default Swaps is oversold and a possible reversal is imminent. United States Credit Default Swaps RSI was last calculated at 52.0581. United States Credit Default Swaps moving averages were last recorded as follows: 1-month moving average: 12.58 in an uptrend , 1-quarter moving average: 13.5067 in a downtrend and 1-year moving average: 16.8909 in a downtrend. United States Credit Default Swaps annual return was last recorded at None%, daily return was last recorded at -1.06%, and weekly return was last recorded at -13.08%. United States Credit Default Swaps histrorical 20-day volatility was last recorded at 31.1895%, United States Credit Default Swaps alpha None, United States Credit Default Swaps beta None and United States Credit Default Swaps maximum drawdown was recorded at None%. MacroVar models monitor United States 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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