Industry | Price | 24h% | Momentum | Trend | Exhaustion | Last 20 Days | |
---|---|---|---|---|---|---|---|
US Insurance Subordinated Credit Spreads | 160,44 | 0.00306 | 100 | -100 | ![]() | ||
US Banks Subordinated Credit Spreads | 160,52 | -0.00385 | 0 | -100 | ![]() | ||
US Insurance Senior Credit Spreads | 116,39 | -0.00572 | 50 | -75 | ![]() | ||
US Financials Credit Spreads | 119,12 | -0.00717 | 0 | -100 | ![]() | ||
US Industrials Credit Spreads | 102,45 | -0.00832 | 50 | -50 | ![]() | ||
US Non-Financials BBB Credit Spreads | 136,79 | -0.00848 | 50 | -75 | ![]() | ||
US Consumer Services Credit Spreads | 122,78 | -0.00944 | 50 | -25 | ![]() | ||
US Basic Materials Credit Spreads | 136,13 | -0.00953 | 50 | -75 | ![]() | ||
US Consumer Goods Credit Spreads | 109,08 | -0.00971 | 50 | -50 | ![]() | ||
US Banks Senior Credit Spreads | 108,80 | -0.01001 | -50 | -100 | ![]() | ||
US Technology Credit Spreads | 92,79 | -0.01003 | 50 | -50 | ![]() | ||
US Health Care Credit Spreads | 96,81 | -0.01012 | 50 | -50 | ![]() | ||
US Telecommunications Credit Spreads | 118,53 | -0.01027 | 50 | -75 | ![]() | ||
US Utilities Credit Spreads | 126,06 | -0.01044 | 50 | -75 | ![]() | ||
US Oil & Gas Credit Spreads | 121,89 | -0.01176 | 0 | -100 | ![]() | ||
US Non-Financials AA Credit Spreads | 66,02 | -0.01182 | 50 | -25 | ![]() | ||
US Non-Financials A Credit Spreads | 89,91 | -0.01252 | 50 | -25 | ![]() | ||
US Non-Financials AAA Credit Spreads | 48,09 | -0.02415 | 0 | -50 | ![]() |
Credit Spreads Sector Analysis
MacroVar analyzes each sector's stock performance in conjuction with the bond market. Bonds analysis is used to monitor the market sentiment for a sector's credit risk. During periods of increasing sector risk, a sector's credit spreads rise before any moves in the stock market. Hence, MacroVar analyzes both markets to identify arbitrage opportunities. Iboxx fixed income indices are used to monitor sector credit spreads. MacroVar analyzes each sector's credit spreads by estimating three major quantitative indicators: 1. Momentum, 2. Trend and 3. Trend exhaustion. MacroVar also monitors the credit default swaps market. MacroVar analyzes each stock sector's performance by estimating three major quantitative indicators: 1. Momentum, 2. Trend and 3. Trend Exhaustion.