USDMXN Implied Volatility

USDMXN Implied Volatility closed up by 4.07% to 10.99 on 23 January 2021 and +-2.48% on a weekly basis. USDMXN Implied Volatility momentum was last calculated at +50.0/100 indicating positive momentum. USDMXN Implied Volatility trend is -25.0/100 indicating a negative trend. USDMXN Implied Volatility momentum exhaustion is -0.35113 indicating USDMXN Implied Volatility is oversold.USDMXN Implied Volatility RSI is 50.8236 .

USDMXN Implied Volatility Chart

USDMXN Implied Volatility

USDMXN Implied Volatility Statistics

SecuritySymbolLastMomentumTrendOscillatorRSI1D%1W%1M%1Y%
USDMXN Implied VolatilityUSDMXN.IV10.990.5-0.25-0.3511350.82364.07-2.48-9.771.41042

USDMXN Implied Volatility closed at 10.99 on 23 January 2021. USDMXN Implied Volatility trend was last calculated at -25.0/100 (range: -100 to +100) indicating a negative trend based on MacroVar models. USDMXN Implied Volatility momentum was last calculated at +50.0/100 (range: -100 to +100) indicating positive momentum. USDMXN Implied Volatility momentum exhaustion is -0.35113 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating USDMXN Implied Volatility is oversold and a possible reversal is imminent. USDMXN Implied Volatility RSI was last calculated at 50.8236. USDMXN Implied Volatility moving averages were last recorded as follows: 1-month moving average: 14.66 in an uptrend , 1-quarter moving average: 15.5593 in a downtrend and 1-year moving average: 17.0963 in an uptrend. USDMXN Implied Volatility annual return was last recorded at None%, daily return was last recorded at 4.07%, and weekly return was last recorded at -2.48%. USDMXN Implied Volatility histrorical 20-day volatility was last recorded at 80.235%, USDMXN Implied Volatility alpha None, USDMXN Implied Volatility beta None and USDMXN Implied Volatility maximum drawdown was recorded at None%. MacroVar models monitor USDMXN Implied Volatility 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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