VVIX closed up by 4.14% to 122.53 on 23 January 2021 and +7.47% on a weekly basis. VVIX momentum was last calculated at +0.0/100 indicating positive momentum. VVIX trend is -25.0/100 indicating a negative trend. VVIX momentum exhaustion is -0.34104 indicating VVIX is oversold.VVIX RSI is 46.9212 .
VVIX closed at 122.53 on 23 January 2021. VVIX trend was last calculated at -25.0/100 (range: -100 to +100) indicating a negative trend based on MacroVar models. VVIX momentum was last calculated at +0.0/100 (range: -100 to +100) indicating positive momentum. VVIX momentum exhaustion is -0.34104 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating VVIX is oversold and a possible reversal is imminent. VVIX RSI was last calculated at 46.9212. VVIX moving averages were last recorded as follows: 1-month moving average: 113.884 in an uptrend , 1-quarter moving average: 116.949 in an uptrend and 1-year moving average: 118.586 in an uptrend. VVIX annual return was last recorded at None%, daily return was last recorded at 4.14%, and weekly return was last recorded at 7.47%. VVIX histrorical 20-day volatility was last recorded at 73.8556%, VVIX alpha None, VVIX beta None and VVIX maximum drawdown was recorded at None%. MacroVar models monitor VVIX 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|
|Emerging Markets risk||-0.49||-0.43||-0.41||-0.18||-0.49|