Wells Fargo WF Credit Default Swaps

Wells Fargo (WF) Credit Default Swaps closed up by 3.78% to 48.0 on 23 January 2021 and +0.0% on a weekly basis. Wells Fargo (WF) Credit Default Swaps momentum was last calculated at +0.0/100 indicating positive momentum. Wells Fargo (WF) Credit Default Swaps trend is -25.0/100 indicating a negative trend. Wells Fargo (WF) Credit Default Swaps momentum exhaustion is -0.39287 indicating Wells Fargo (WF) Credit Default Swaps is oversold.Wells Fargo (WF) Credit Default Swaps RSI is 51.6543 .

Wells Fargo WF Credit Default Swaps Chart

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Date Value
03/12/2021 58,50
02/12/2021 58,00
01/12/2021 57,00
30/11/2021 56,50
29/11/2021 55,00
26/11/2021 55,00
25/11/2021 50,50
24/11/2021 50,50
23/11/2021 49,50
22/11/2021 49,50

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Wells Fargo WF Credit Default Swaps

Wells Fargo WF Credit Default Swaps Statistics

Security Type Symbol Last Risk Signal Momentum Trend 1W% 1M% 1Y% Zs (125d) Zs (250d)
Wells Fargo (WF) Credit Default Swaps MacroVar Risk Model CDS.WF 48 0 -25 0 -9.43 0.5

Wells Fargo (WF) Credit Default Swaps closed at 48.0 on 23 January 2021. Wells Fargo (WF) Credit Default Swaps trend was last calculated at -25.0/100 (range: -100 to +100) indicating a negative trend based on MacroVar models. Wells Fargo (WF) Credit Default Swaps momentum was last calculated at +0.0/100 (range: -100 to +100) indicating positive momentum. Wells Fargo (WF) Credit Default Swaps momentum exhaustion is -0.39287 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating Wells Fargo (WF) Credit Default Swaps is oversold and a possible reversal is imminent. Wells Fargo (WF) Credit Default Swaps RSI was last calculated at 51.6543. Wells Fargo (WF) Credit Default Swaps moving averages were last recorded as follows: 1-month moving average: 56.5625 in an uptrend , 1-quarter moving average: 58.4333 in a downtrend and 1-year moving average: 66.5667 in an uptrend. Wells Fargo (WF) Credit Default Swaps annual return was last recorded at None%, daily return was last recorded at 3.78%, and weekly return was last recorded at 0.0%. Wells Fargo (WF) Credit Default Swaps histrorical 20-day volatility was last recorded at 33.9465%, Wells Fargo (WF) Credit Default Swaps alpha None, Wells Fargo (WF) Credit Default Swaps beta None and Wells Fargo (WF) Credit Default Swaps maximum drawdown was recorded at None%. MacroVar models monitor Wells Fargo (WF) 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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