SOUTH AFRICAN RAND Implied Volatility

SOUTH AFRICAN RAND Implied Volatility closed down by -2.44% to 14.37 on 23 January 2021 and +4.66% on a weekly basis. SOUTH AFRICAN RAND Implied Volatility momentum was last calculated at +50.0/100 indicating positive momentum. SOUTH AFRICAN RAND Implied Volatility trend is +75.0/100 indicating a positive trend. SOUTH AFRICAN RAND Implied Volatility momentum exhaustion is 0.17807 indicating SOUTH AFRICAN RAND Implied Volatility is oversold.SOUTH AFRICAN RAND Implied Volatility RSI is 65.2053 .

SOUTH AFRICAN RAND Implied Volatility Chart

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Date Value
05/12/2021 16,85
04/12/2021 16,04
03/12/2021 16,01
02/12/2021 15,87
01/12/2021 16,03
30/11/2021 15,98
29/11/2021 16,68
28/11/2021 17,22
27/11/2021 16,47
26/11/2021 16,47

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SOUTH AFRICAN RAND Implied Volatility

SOUTH AFRICAN RAND Implied Volatility Statistics

Security Symbol Last Momentum Trend Oscillator RSI 1D% 1W% 1M% 1Y%
SOUTH AFRICAN RAND Implied Volatility ZARUSD.IV 14.37 0.5 0.75 0.17807 65.2053 -2.44 4.66 4.13 0.46623

SOUTH AFRICAN RAND Implied Volatility closed at 14.37 on 23 January 2021. SOUTH AFRICAN RAND Implied Volatility trend was last calculated at +75.0/100 (range: -100 to +100) indicating a positive trend based on MacroVar models. SOUTH AFRICAN RAND Implied Volatility momentum was last calculated at +50.0/100 (range: -100 to +100) indicating positive momentum. SOUTH AFRICAN RAND Implied Volatility momentum exhaustion is 0.17807 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating SOUTH AFRICAN RAND Implied Volatility is oversold and a possible reversal is imminent. SOUTH AFRICAN RAND Implied Volatility RSI was last calculated at 65.2053. SOUTH AFRICAN RAND Implied Volatility moving averages were last recorded as follows: 1-month moving average: 15.746 in an uptrend , 1-quarter moving average: 15.9908 in a downtrend and 1-year moving average: 17.2382 in an uptrend. SOUTH AFRICAN RAND Implied Volatility annual return was last recorded at None%, daily return was last recorded at -2.44%, and weekly return was last recorded at 4.66%. SOUTH AFRICAN RAND Implied Volatility histrorical 20-day volatility was last recorded at 66.3034%, SOUTH AFRICAN RAND Implied Volatility alpha None, SOUTH AFRICAN RAND Implied Volatility beta None and SOUTH AFRICAN RAND Implied Volatility maximum drawdown was recorded at None%. MacroVar models monitor SOUTH AFRICAN RAND Implied Volatility statistics based on historical data since 1970.

SOUTH AFRICAN RAND Implied Volatility News

South Africa Markets

Market Symbol Last Mom Trend Exh RSI 1D% 1W% 1M% 1Y%
FTSE/JSE Top 40 JTOPI 60502.4 0 0.75 1.22422 56.7516 -2.03 1.24 -2.16 0.04909
South Africa ETF EZA 47.68 0 0.25 1.00217 52.0663 -2.03 -1.28 -6.05 -0.09568
South African Rand US Dollar (ZAR/USD) ZARUSD 14.57 -0.5 -0.75 -1.49972 39.1807 0.63 2.5 2.39 0.02077
South Africa 10-Year Bond Yield ZA.10Y 8.95 -1 -0.75 -0.99626 36.539 -0.06 0.67 -2.93 0.04903
South Africa 5-Year Bond Yield ZA.5Y 7.5 -1 -1 -1.19368 26.5247 -0.92 1.21 2.74 -0.18613
South Africa 2-Year Bond Yield SA.2Y 5.18 -1 -0.75 -0.88899 40.2687 -0.19 0 9.51 -0.33005
South Africa Yield Curve SA.YC 3.78 0 -0.25 0.15664 45.17 0.4 1.89 -16.46 1.70701
South Africa Credit Default Swaps CDS.South-Africa 201 -1 -0.75 -1.023 38.4864 2.03 8.06 -5.63 0.29898

South Africa Economic Indicators

Indicator Actual Previous M/M% Y/Y% Trend Slope ZS5Y Update
balance of trade 11828.6 33064.8 -0.64226 -5.37853 -1.0 1.0 0.0666667 2021-01-31
bank lending rate 7 7.25 -0.0344828 -0.3 -1.0 -1.0 0.0166667 2020-07-31
banks balance sheet 6490710 6429640 0.0094982 -0.00808422 -1.0 -1.0 0.05 2021-05-31
business confidence 50 35 0.428571 0.25 1.0 1.0 0.875 2021-03-01
capacity utilization 74.6 78.1 -0.0448143 -0.0824108 -1.0 -1.0 0.1 2021-01-01
car registrations 24482 24122 0.0149241 0.27977 1.0 1.0 0.966667 2021-06-30
central bank balance sheet 886166 846974 0.046273 -0.126956 -1.0 -1.0 0.1 2021-06-30
composite pmi 51 53.2 -0.0413534 0.2 1.0 1.0 0.966667 2021-06-30
consumer confidence -13 -9 0.444444 -1.59091 -1.0 -1.0 0.283333 2021-04-01
consumer price index cpi 120.2 120.1 0.000832639 0.0516185 1.0 1.0 0.783333 2021-05-31
core inflation rate 3.1 3 0.0333333 0 -1.0 -1.0 0.783333 2021-05-31
current account 267348 197818 0.351485 -2.21854 1.0 1.0 0.05 2021-03-01
current account to gdp 2.2 -3 -1.73333 -1.30556 1.0 1.0 0 2019-02-28
deposit interest rate 3.77 3.74 0.00802139 -0.281905 -1.0 -1.0 0.2 2021-04-30
exports 161473 168286 -0.0404847 2.12614 1.0 1.0 0.983333 2021-04-30
external debt 164726 170836 -0.0357653 -0.101032 -1.0 -1.0 0.0333333 2021-01-01
fiscal expenditure 114102 160210 -0.287797 -0.0465519 -1.0 -1.0 0.166667 2021-05-31
foreign direct investment 6138 16010 -0.616615 -0.341699 -1.0 -1.0 0.483333 2021-01-31
foreign exchange reserves 54473 54139 0.0061693 0.0411506 -1.0 1.0 0.6 2021-06-30
gdp 351.432 368.289 -0.0457711 0.173729 1.0 1.0 0 2019-01-31
Real GDP 2933980 2578670 0.137788 -0.0637778 -1.0 -1.0 0.0333333 2020-09-01
gdp growth 4.6 5.8 -0.206897 -2.7037 1.0 1.0 0.0666667 2021-01-01
gdp growth annual -3.2 -4.2 -0.238095 -3.28571 -1.0 -1.0 0.0833333 2021-01-01
gold reserves 125.35 125.31 0.000319208 0.000558748 1.0 1.0 0.116667 2020-08-01
government budget -12.3 -6.7 0.835821 11.3 -1.0 -1.0 0 2020-01-31
Government budget -17928 -74457 -0.759217 -0.65325 1.0 1.0 0.166667 2021-05-31
government debt 76176 78295 -0.0270643 -0.0602633 1.0 -1.0 0.0833333 2021-01-01
government debt to gdp 83 62.2 0.334405 1.98561 1.0 1.0 0 2019-02-28
government revenues 96174 85754 0.12151 0.414948 -1.0 1.0 1 2021-05-31
housing index 544.475 539.711 0.00882695 0.0917799 1.0 1.0 0.983333 2016-11-30
imports 110230 115517 -0.0457682 0.25217 1.0 1.0 0.966667 2021-04-30
industrial production 35.3 88.1 -0.599319 -2.09288 1.0 1.0 0.4 2021-05-31
industrial production mom -2.6 -1.2 1.16667 -1.09286 -1.0 -1.0 0.466667 2021-05-31
inflation cpi 5.2 4.4 0.181818 1.47619 1.0 1.0 1 2021-05-31
interbank rate 3.68 3.68 0 0.0027248 1.0 1.0 0.766667 2021-06-02
interest rate 3.5 3.5 0 -0.333333 -1.0 -1.0 0.2 2021-05-20
loans to private sector 3986900 3958370 0.00720751 -0.00694434 1.0 -1.0 0.05 2021-05-31
manufacturing pmi 57.4 57.8 -0.00692042 0.0649351 1.0 1.0 0.666667 2021-06-30
money supply m0 294734 286346 0.0292932 0.0386552 -1.0 1.0 0.133333 2021-06-30
money supply m1 2231700 2196440 0.0160533 0.0859431 1.0 1.0 0.533333 2021-05-31
money supply m2 3447480 3465050 -0.00507063 0.0368361 1.0 1.0 0.0666667 2021-05-31
money supply m3 4142360 4111730 0.00744942 0.0170342 1.0 1.0 0.0166667 2021-04-30
Producer Price Index 103.9 103.5 0.00386473 0.0744571 1.0 1.0 1 2021-05-31
PPI Index 7.4 6.7 0.104478 23.6667 1.0 1.0 1 2021-05-31
retail sales MoM 2.1 -0.6 -4.5 -1.04251 -1.0 1.0 0.583333 2021-05-31
retail sales 15.8 95.7 -0.834901 -2.32773 1.0 1.0 0.216667 2021-05-31
total vehicle sales 38030 38337 -0.00800793 0.201884 1.0 1.0 0.95 2021-06-30
unemployment rate 32.6 32.5 0.00307692 0.220974 1.0 1.0 0 2021-01-01
youth unemployment rate 63.3 63.2 0.00158228 0.208015 1.0 1.0 0 2021-01-01
Lending Rate 10 10 0 -0.0243902 -1.0 -1.0 0 2020-01-31
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