VVIX

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 Chart

VVIX

VVIX Statistics

SecuritySymbolLastMomentumTrendOscillatorRSI1D%1W%1M%1Y%
VVIXVVIX122.530-0.25-0.3409646.92124.147.4718.510.24746

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 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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