RiskVar monitors financial markets and provides financial risk management analytics, in depth investment risk analysis & historical data.

Financial Risk Management

Global Major Assets

Last 1W 1M 3M YTD Y/Y Momentum
US StocksUS Stocks represented by S&P 500 and volatility by VIX Index
69.35 (20.05%) 71.07 74.44 73.3 1.23 69.11
EU StocksEuropean Stocks represented by Stoxx 600 and volatility by Vstoxx Index
355.86 2809.01 2906.06 2816.04 2560.4
EM Stocks (EEM)Emerging Stocks represented by EEM MSCI Emerging Markets ETF
41.02 364.99 383.89 391.61 390.74
US CDS IGUS CDS IG is an index representing US corporate default risk. US CDS IG is composed of credit default swaps of North American companies
39.66 39.3 42.93 42.74 46.65
EU CDS IGEU CDS IG is an index representing European corporate default risk. EU CDS IG is composed of credit default swaps of European companies
US Dollar (DXY)The US Dollar Index (DXY) is an index of the value of the US dollar relative to a basket of foregin currencies
Crude OilCrude Oil WTI Futures
CopperCopper Futures
GoldGold Futures

Global Risk Report, Macro & Financial Data

Get Free Financial Risk Analytics and Historical Data of Financial Risk Factors, Macroeconomic & Financial Data for 120 Countries.

RiskVar Financial Risk Report (Update: 2018-12-05)

Click Here to read and search RiskVar market risk research archive.

Global Markets

Stock Indices
Stock Indices
Ind Indvr Last Wrt Mrt Yrt
USA
S&P 500S&P 500
2740.78 -2.43 -5.69 7.04
Canada
TSETSE
15284.1 -1.59 -5.42 -3.6
Brazil
BovespaBovespa
85304.7 -0.54 8.49 11.38
Mexico
IPCIPC
46445.5 -3 -6.37 -4.97
Chile
IPSAIPSA
5114.36 -0.51 -4.6 -6.73
EU
StoxxStoxx
359.74 -1.44 -6.29 -7.93
Germany
DAXDAX
11274.2 -3.76 -8.89 -14.16
France
CACCAC
4967.89 -3.44 -9.88 -9.73
Italy
MIBMIB
18802.6 -3.35 -13.14 -17.36
Spain
IBEXIBEX
8726.12 -3.01 -8.39 -17.08
Portugal
PSI20PSI20
4932.18 -2.83 -8.49 -9.93
Netherlands
AEXAEX
510.84 -3.18 -7.52 -7.69
Austria
TSXTSX
3123.07 -5.39 -7.7 -7.69
Greece
ATFATF
619.52 -3.89 -11.49 -15.66
Denmark
OMXCOMXC
886.6 -2.92 -9.81 -14.3
Sweden
OMXSOMXS
1509.19 -2.53 -9 -9.02
Norway
OBXOBX
804.13 -4.26 -8.1 9.85
Switzerland
SMISMI
8766.63 -0.7 -3.46 -3.49
UK
FTSEFTSE
6954.69 -1.41 -7.42 -7.33
Russia
RTSRTS
1106.89 -4.8 -4.64 -1.05
Turkey
BISTBIST
93461.9 -5.59 -5.73 -12.93
Poland
WIGWIG
56518 -1.12 -4.37 -11.3
Hungary
BUXBUX
37186.5 1.7 3.9 -4.85
Czech Republic
PXPX
1060.16 -2.54 -4.17 0.83
South Africa
JTOPIJTOPI
45004.3 -2.5 -10.63 -13.22
Nigeria
ALLSHAREALLSHARE
33194.4 2.32 0.24 -9.27
Japan
NIKKEINIKKEI
22010.2 -3.64 -8.01 3.03
Australia
AORDAORD
5944.37 -1.71 -5.76 -0.42
New Zealand
NZ50NZ50
256.67 -3.26 -8.1 -0.45
Singapore
STISTI
3031.15 -1.3 -6.42 -10.38
China
SSECSSEC
2595.07 1.3 -3.88 -23.19
Hong Kong
HSIHSI
25345.2 -0.45 -9.33 -11.73
India
BSEBSE
33844 -3.75 -6.78 3.9
Indonesia
JKSEJKSE
5798.21 -1.2 -1.27 -1.44
South Korea
KOSPIKOSPI
2106.17 -2.83 -8.76 -15.08
Malaysia
KLSEKLSE
1697.47 -2.48 -5.63 -3.3
Taiwan
TWIITWII
9775.04 -2.05 -10.97 -9.16
Philippines
PSI20PSI20
7197.51 1.37 -0.96 -15.3
Thailand
SET SET
1658.57 -2.31 -5.19 -3.94
Vietnam
HNXHNX
105.06 -3.95 -9.1 -2.18
Stock ETF
Stock ETF
Indvr Last Wrt Mrt Yrt
SPYSPY
273.6 -1.01 -6.21 5.1
EWCEWC
26.92 -0.66 -7.55 -6.2
EWZEWZ
14.18 2.53 20.07 -11.82
EWWEWW
46.53 -2.08 -9.84 -7.84
EPUEPU
35.15 -2.44 -5.26 -13.62
ECHECH
42.27 -2.27 -7.06 -16.71
EZUEZU
37.61 -2.94 -10.2 -13.02
EWGEWG
27.36 -1.26 -8.49 -17.44
EWQEWQ
28.53 -1.25 -9.02 -8.91
EWIEWI
25.34 0.76 -7.82 -17.49
EWPEWP
27.77 0 -6.18 -15.31
PGALPGAL
11.3 -1.05 -7.07 -3.5
EWNEWN
28.03 -2.98 -7.15 -9.46
EWOEWO
21.36 -4.39 -8.25 -9.45
GREKGREK
7.62 1.33 -7.86 -14
EDENEDEN
58.4 -2.81 -11.47 -12.71
EWDEWD
29.5 -1.67 -9.84 -14.44
ENORENOR
26.68 -5.12 -9.86 3.61
EWLEWL
32.78 0.71 -5.61 -6.8
EWUEWU
31.89 -0.16 -6.45 -10.97
RSXRSX
20.6 -1.44 -5.85 -4.63
TURTUR
23.66 -7.36 0.64 -40.79
EPOLEPOL
22.36 0.4 -5.85 -16.78
EZAEZA
49.87 2.07 -6.82 -21.97
NGENGE
18.13 -0.38 0.44 -10.87
EWJEWJ
55.65 -1.54 -8.23 -6.58
EWAEWA
20.49 -1.06 -7.24 -8.57
ENZLENZL
44.99 -2.3 -8.35 -0.66
EWSEWS
22.49 0.22 -7.26 -13.1
FXIFXI
39.89 3.23 -7.28 -14.45
EWHEWH
22.09 0.91 -8.15 -12.62
INDAINDA
29.61 -2.57 -10.73 -14.2
EIDOEIDO
21.73 1.26 -5.19 -20.14
EWYEWY
60.43 -0.28 -11.05 -18.81
EWMEWM
30.37 -0.69 -5.89 -2.63
EWTEWT
33 -0.36 -12.77 -10.06
EPHEEPHE
29.99 2.39 1.04 -22.75
THDTHD
86.75 -1.35 -8.31 -2.51
VNMVNM
15.42 -0.52 -7 -14.33
FX
FX
Indvr Last Wrt Mrt Yrt
DXYDXY
95.94 -0.01 0.68 2.74
CEWCEW
18.18 -0.82 0.55 -3.25
CAD/USDCAD/USD
0.7644 -0.03 -2.06 -1.81
BRLBRL
0.2706 0.71 8.72 -10.93
MXNMXN
0.05183 -0.71 -3.03 -1.84
PENPEN
0.2999 -0.03 -0.79 -2.94
CLPCLP
0.0015 0 0 0
EUREUR
1.1471 0.15 -0.92 -2.97
DKKDKK
0.1538 0.2 -0.97 -2.72
SEKSEK
0.1108 0.18 -0.89 -6.34
NOKNOK
0.1207 -0.08 -1.63 0.17
CHFCHF
1.0052 0.1 -1.13 -0.19
GBPGBP
1.298 -0.29 -0.48 -3.67
RUBRUB
0.0153 0.66 -0.65 -9.47
TRYTRY
0.1739 -1.86 3.33 -33.24
PLNPLN
0.2669 0.3 -1.22 -4.75
HUFHUF
0.003555 0.31 -0.78 -8.87
CZKCZK
22.477 -0.52 0.88 3.5
ZARZAR
0.07023 1.49 -0.17 -4.12
NGNNGN
363.49 -0 0.13 18.54
JPYJPY
0.00889 -0.22 1.25 0.57
AUDAUD
0.7092 -0.06 -1.88 -5.59
NZDNZD
0.6553 0.23 -0.76 -4.21
SGDSGD
0.7258 0.26 -0.43 -1.85
CNHCNH
6.9422 -0.06 0.8 4.82
HKDHKD
0.1276 0 -0.16 -0.39
INRINR
0.01366 1.34 0.74 -13.49
IDRIDR
0.00659 1.07 -0.75 -11.54
KRWKRW
0.000879 0 -2.12 -6.59
MYRMYR
0.2402 0.08 -0.54 -1.84
TWDTWD
0.0323 0.16 -1.22 -3
PHPPHP
53.777 -0.65 -0.96 6.54
THBTHB
32.805 0.5 1.64 0.57
VNDVND
0.00004283 0 -0.07 -2.66
Bonds
Bonds
Indvr Last Wrt Mrt Yrt
10Y10Y
2.67 -1.48 -1.48 -6.32
10Y10Y
0.67 6.35 -2.9 52.62
10Y10Y
10.27 0.1 -12.52 3.95
10Y10Y
2.45 -2.78 -0.41 28.21
10Y10Y
3.6 0 -2.44 -8.12
10Y10Y
2.16 -0.46 -0.46 24.14
10Y10Y
0.38 -9.52 -19.15 -9.31
10Y10Y
0.78 -6.02 -7.14 21.68
10Y10Y
0.42 2.44 -20.75 16.02
10Y10Y
4.31 -0.46 6.68 -16.71
10Y10Y
2.45 0.82 0.41 27.47
10Y10Y
3.86 -2.28 6.34 51.97
10Y10Y
7.89 0.25 -2.83 16.68
10Y10Y
8.65 -0.8 4.98 30.51
10Y10Y
3.58 0 8.16 107.3
10Y10Y
0.15 0 15.38 188.46
10Y10Y
4.17 0.97 2.21 5.09
10Y10Y
8.32 1.09 4.79 8.05
10Y10Y
0.54 0 -12.9 33.33
10Y10Y
2.67 -1.84 1.52 -2.91
10Y10Y
1.99 -0.5 -1.49 29.47
10Y10Y
8 -0.37 11.58 56.22
10Y10Y
3.2 -1.54 -2.44 -7.86
10Y10Y
2 1.52 6.38 10.01
10Y10Y
8.57 -0.12 -0.81 12.32
10Y10Y
2.58 0 2.79 13.91
10Y10Y
9.16 0.44 0.88 0.94
10Y10Y
2.31 -0.43 -5.71 -16.18
10Y10Y
1.68 1.2 11.26 14.68
10Y10Y
0.65 -5.8 3.17 -11.56
10Y10Y
0 -100 -100 -100
10Y10Y
0.93 0 1.09 -6.91
10Y10Y
2.82 2.55 3.68 20.51
10Y10Y
18.86 8.58 6.01 63.86
10Y10Y
1.47 -7.55 -6.37 16.95
10Y10Y
3.17 -0.31 3.26 31.81
10Y10Y
5.1 0.59 1.39 -5.03
Bonds ETF
Bonds ETF
Ind Indvr Last Wrt Mrt Yrt
USA
TLTTLT
113.93 -0.07 -3.05 -5.57
USA
LQDLQD
112.73 -0.11 -1.49 -5.56
USA
HYGHYG
84.85 0.01 -1.67 -0.99
Emerging Bonds
EMBEMB
105.38 -0.56 -2.15 -6.37
VIX
VIX
Ind Last Wrt Mrt Yrt
VIX 20.71 19.02 60.67 83.27
VSTOXX 21.362 25.51 66.24 78.17
CDX HY 342.3 3.85 27.58 9.92
CDX IG 62 5.08 37.17 15.46
EU Corp IG 64.1 2.23 61.06 20.94
EU Corp HiVol 9 0 0 -25
EU Corp Crossover 293.4 1.21 5.09 23.54
EU Fin Senior 80.4 5.93 17.03 44.6
EU Fin Sub 171.3 4.64 16.69 38.82
Commodities
Commodities
Ind Last Wrt Mrt Yrt
Commodities (ETF) 17.38 -1.53 -5.08 6.36
Commodities (ETF) 17.66 0.63 3.58 -7.64
Baltic Dry Index 1578.96 0.06 8.9 -0.44
Capesize 2295.82 6.09 22.9 -27.96
Panamax 1756.06 -2.05 7.15 6.95
WTIC 66.37 -3.52 -12.12 14.45
Heating Oil 2.25 -2.17 -6.64 15.21
NatGas 3.22 -0.92 3.54 9.97
Uranium 27.6 0.55 1.1 36.63
Coal 77.4 0.32 7.04 22.76
Copper 2.76 1.1 -1.08 -9.21
Iron Ore 71.4 1.19 3.98 17.57
Aluminum 1996.01 -1.24 -1.09 -6.4
Nickel 12390.8 0.28 -3.32 7.07
Tin 19257.1 0.65 2 -2.68
Zinc 2665.26 0.08 4.95 -16.02
Palladium 1126.03 5.99 7.41 14.97
Silver 14.78 1.23 1.79 -14.01
Gold 1233.87 0.41 3.45 -3.09
Platinum 835.06 0.43 1 -13.55
Lumber 315.13 -5.36 -10.45 -28.53
Rubber 148.41 -5.28 3.7 -21.06
Cotton 79 1.45 0.56 15.9
Coffee 121.1 -1.18 23.89 -2.77
Cocoa 2186.8 -1.75 1.67 2.62
Sugar 13.81 0.58 39.49 -2.13
OJ 137.74 -3.52 -6.8 -10.38
Corn 369.24 -0.21 1.16 7.65
Wheat 510.51 -0.49 0.01 19.35
Oats 292.79 1.28 12.65 11.54
Rice 10.82 -1.28 10.52 -5.83
Soybeans 855.83 -1.08 0.04 -13.61
Sectors
Sectors
Ind Indvr Last Wrt Mrt Yrt
S&P 500
SPYSPY
273.6 -1.02 -6.21 5.1
Nasdaq
QQQQQQ
173.25 -2.27 -5.99 18.32
Dow Jones
DIADIA
251.67 -0.79 -5.64 6.72
Russell 2000
IWMIWM
151.66 -2.15 -8.82 -0.52
US Energy
XLEXLE
68.89 -4.56 -10.29 2.59
US Oil & Gas Exploration
XOPXOP
37.97 -6.22 -13.19 -0.65
US Oil & Gas Equipment
XESXES
14.39 -6.86 -14.75 -6.56
Global Coal
KOLKOL
15.09 0 -3.45 -1.73
Global Solar
TANTAN
18.41 -4.31 -11.23 -26.21
Global Uranium Minerals
URAURA
12.33 -1.75 -7.36 -12.18
Global Lithium
LITLIT
29.92 -0.43 -9.88 -23.18
US Materials
XLBXLB
52.16 -2.47 -10.85 -11.17
US Metals Mining
XMEXME
31.96 -2.86 -7.07 -15.11
Global Metal Mining
PICKPICK
29.74 -3.85 -9 -6.95
Global Copper Mining
COPXCOPX
19.5 -2.45 -12.32 -23.74
Global Silver Minerals
SLVPSLVP
8.54 -1.84 3.14 -17.65
Global Gold Miners
GDXGDX
20.1 0.5 8.36 -13.51
Global Gold Junior
GDXJGDXJ
29.67 1.23 8.32 -13.07
Global Timber
WOODWOOD
66.33 -1.44 -13.66 -4.23
US Homebuilders
ITBITB
30.51 -4.54 -15.27 -22.13
US Industrials
XLIXLI
71.73 -2.36 -9.31 -1.16
US Transportation
IYTIYT
184.19 -4.16 -9.95 4.06
US Aerospace
ITAITA
200.35 -2.93 -6.46 11.2
US Technology
XLKXLK
70.33 0.41 -7.08 11.9
Semiconductors
SOXXSOXX
166.33 -3.88 -9.2 -0.26
Cloud Computing
SKYYSKYY
51.92 -2.53 -8.19 20.83
Cyber Security
HACKHACK
36.55 -1 -7.8 15.55
Global AI
BOTZBOTZ
19.92 -5.64 -13.05 -13.16
US Financials
XLFXLF
25.89 -2.56 -6.5 -4.5
US Banks
KBEKBE
42.1 -4.19 -9.27 -8.42
US Insurance
KIEKIE
29.84 -1.75 -6.34 -1.06
Global Listed PE
PSPPSP
11.08 -1.6 -9.92 -5.22
Us Consumer Discretionary
XLYXLY
106.8 -0.55 -8.62 11.77
US Retail
XRTXRT
46.9 0.06 -7.53 7.52
Us Entertainment
BJKBJK
36.12 -5.05 -9.54 -17.74
US Consumer Staples
XLPXLP
54.52 1.96 1.17 -0.55
US Healthcare
XLVXLV
90.26 -2.27 -5.61 9.77
US Biotechnology
IBBIBB
109.08 -4.89 -9.57 4.34
US HC Services
IHFIHF
191.76 -2.04 -4.06 29.25
US Utilities
XLUXLU
53.92 0.33 2.76 3.31
US Telecom
XTLXTL
71.02 -2.03 -6.5 5.14