US Stock Implied Volatility VXV

US Stock Implied Volatility (VXV) closed up by 6.06% to 21.87 on 23 January 2021 and +8.97% on a weekly basis. US Stock Implied Volatility (VXV) momentum was last calculated at -50.0/100 indicating negative momentum. US Stock Implied Volatility (VXV) trend is -50.0/100 indicating a negative trend. US Stock Implied Volatility (VXV) momentum exhaustion is -0.55029 indicating US Stock Implied Volatility (VXV) is oversold.US Stock Implied Volatility (VXV) RSI is 46.2056 .

US Stock Implied Volatility VXV Chart

US Stock Implied Volatility VXV

US Stock Implied Volatility VXV Statistics

Security Symbol Last Momentum Trend Oscillator RSI 1D% 1W% 1M% 1Y%
US Stock Implied Volatility (VXV) VXV 21.87 -0.5 -0.5 -0.55029 46.2056 6.06 8.97 1.53 0.66425

US Stock Implied Volatility (VXV) closed at 21.87 on 23 January 2021. US Stock Implied Volatility (VXV) trend was last calculated at -50.0/100 (range: -100 to +100) indicating a negative trend based on MacroVar models. US Stock Implied Volatility (VXV) momentum was last calculated at -50.0/100 (range: -100 to +100) indicating negative momentum. US Stock Implied Volatility (VXV) momentum exhaustion is -0.55029 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating US Stock Implied Volatility (VXV) is oversold and a possible reversal is imminent. US Stock Implied Volatility (VXV) RSI was last calculated at 46.2056. US Stock Implied Volatility (VXV) moving averages were last recorded as follows: 1-month moving average: 25.5205 in an uptrend , 1-quarter moving average: 27.5463 in a downtrend and 1-year moving average: 30.7257 in an uptrend. US Stock Implied Volatility (VXV) annual return was last recorded at None%, daily return was last recorded at 6.06%, and weekly return was last recorded at 8.97%. US Stock Implied Volatility (VXV) histrorical 20-day volatility was last recorded at 54.9151%, US Stock Implied Volatility (VXV) alpha None, US Stock Implied Volatility (VXV) beta None and US Stock Implied Volatility (VXV) maximum drawdown was recorded at None%. MacroVar models monitor US Stock Implied Volatility (VXV) 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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