Country Risk

Country Risk

Riskvar monitors the economic performance, market trends, and country risk for 160 countries. Riskvar gauges country risk and investment strategies by analyzing Macroeconomic Indicators and Financial Data for each country. Macroeconomic indicators cover leading indicators like ISM, Manufacturing & Services PMI (Purchasing Managers Index), Economic Sentiment Indicators and other indicators related to GDP, the labor market, price levels, monetary policy, fiscal policy, consumer behavior and real estate indicators.

Country Stocks (YoY) Bonds (YoY) CDS (MoM) FX (YoY) YC (YoY) M. PMI (YoY) S. PMI (YoY) Yield Diff (YoY)
Global 483.496 (-11.45%) 0.9% (5.4%) 12.45 (1.23%) 96.37 (7%) 0% (0%) 50.55 (-10.2%) 54.54 0.23% (5.4%)
USA 2670.71 (-4.55%) 2.79% (-1%) 25.67 (16.39%) 96.37 (7%) 0.16% (-7091%) 54 (3.25%) 56.7 0% (%)
Euro Area 3134.92 (-13.95%) 0.26% (-66%) 24.67 (152.84%) 1.1371 (-7%) 0.83% (-3664%) 55.6 (13.01%) 58.3 0.83% (-3664%)
Japan 20666.1 (-13.35%) 0.01% (-78%) 25.87 (17.6%) 0.0091 (-3%) 0.16% (-2000%) 52 (57.58%) 50.8 0.16% (-2000%)
China 2596.01 (-23.46%) 3.12% (-21%) 72.73 (-2.37%) 6.8034 (8%) 0.47% (5667%) 48.7 (-3.56%) 52.5 0.47% (5667%)
Canada 15303.8 (-6.27%) 2.04% (-10%) 0 (%) 0.7532 (-3%) 0.07% (-8333%) 56.3 (5.63%) 0 0.07% (-8333%)
Brazil 96096.8 (21.85%) 34.86% (252%) 169.34 (-14.04%) 0.2665 (-12%) 1.68% (-1064%) 48.5 (-3.77%) 54.8 1.68% (-1064%)
Mexico 44241.5 (-11.04%) 8.67% (15%) 125.34 (-8.51%) 0.0524 (-2%) 0.08% (-14706%) 50.4 (-4.18%) 0 0.08% (-14706%)
Germany 11205.5 (-15.01%) 0.26% (-66%) 17.38 (30.92%) 1.1371 (-7%) 0.83% (-3664%) 54.4 (70%) 57.2 0.83% (-3664%)
France 4875.93 (-11.91%) 0.66% (-32%) 38.51 (5.7%) 1.1371 (-7%) 1.12% (-1642%) 57.5 (22.6%) 48 1.12% (-1642%)
Italy 19708.1 (-16.6%) 2.74% (37%) 200.95 (-8.87%) 1.1371 (-7%) 2.42% (522%) 48.2 (-8.02%) 50.1 2.42% (522%)
Spain 9069.1 (-14.31%) 1.36% (-11%) 78.47 (-3.71%) 1.1371 (-7%) 1.63% (-468%) 50.6 (16.32%) 50.4 1.63% (-468%)
Netherlands 509.7 (-10.67%) 0.36% (-48%) 14.76 (18.6%) 1.1371 (-7%) 0.91% (-3500%) 50.3 (2.65%) 0 0.91% (-3500%)
Austria 2987.48 (-17.04%) 0.47% (-47%) 17.25 (27.79%) 1.1371 (-7%) 0.94% (-2932%) 47.8 (-7%) 0 0% (%)
Greece 617.37 (-27.11%) 4.18% (11%) 0 (%) 1.1371 (-7%) 2.84% (3333%) 45.5 (13.47%) 0 2.84% (3333%)
Denmark 937.49 (-8.95%) 0.2% (-73%) 16.71 (42.73%) 0.1522 (-7%) 0.73% (-2151%) 62.8 (-0.24%) 0 0.73% (-2151%)
Sweden 1499.79 (-7.61%) 0.46% (0%) 16.24 (38.37%) 0.1108 (-9%) 0.79% (15484%) 71.4 (42.51%) 71.4 0.79% (15484%)
Norway 793.4 (3.52%) 1.79% (5%) 14.78 (38.01%) 0.1169 (-9%) 0.73% (-3967%) 57.3 (0.35%) 0 0.73% (-3967%)
Switzerland 9023.96 (-4.65%) -0.14% (-558%) 0 (%) 0.1169 (-89%) 0.63% (-2125%) 61.5 (22.75%) 0 0.63% (-2125%)
UK 6968.33 (-9.86%) 1.36% (-9%) 38.06 (-3.65%) 1.2882 (-8%) 0.48% (-3333%) 53.7 (5.09%) 57.4 0.48% (-3333%)
Russia 1176.42 (-7.44%) 8.26% (13%) 132.04 (-9.25%) 1.2882 (7219%) 0.58% (-794%) 50 (-4.58%) 56.4 0.58% (-794%)
Turkey 98454.9 (-15.56%) 15.51% (31%) 323.84 (-14.21%) 0.1877 (-26%) -1.58% (194%) 52 (-2.07%) 0 -1.58% (194%)
Poland 60289.5 (-7.91%) 2.84% (-8%) 65.57 (-3.21%) 0.265 (-8%) 1.4% (-2090%) 55.6 (7.54%) 0 1.4% (-2090%)
Hungary 41503.9 (3.49%) 2.98% (46%) 87.57 (-0.77%) 0.0036 (-9%) 2.45% (2895%) 53.6 (-2.72%) 0 2.45% (2895%)
Czech Republic 1020.36 (-8%) 1.86% (3%) 42.62 (0.29%) 22.514 (8%) 0.15% (-8913%) 49.2 (6.96%) 0 0.15% (-8913%)
South Africa 47585 (-10.94%) 8.9% (7%) 194.69 (-10.9%) 0.0722 (-14%) 2.61% (10077%) 52.05 (-3.16%) 0 2.61% (10077%)
Nigeria 31005.2 (-27.72%) 35.86% (-1%) 0 (%) 307.3 (1%) 0.74% (-25745%) 51.3 (7.32%) 55 0.74% (-25745%)
Australia 5941.2 (-2.91%) 2.34% (-18%) 25.86 (17.55%) 0.7168 (-7%) 0.41% (-3692%) 47.39 (-23.72%) 56.82 0.41% (-3692%)
New Zealand 270.17 (4.34%) 2.35% (-16%) 0 (%) 0.7168 (-1%) 0.62% (610000%) 56.91 (12.54%) 60.8 0.62% (610000%)
Singapore 3224.34 (-9.61%) 2.2% (-12%) 0 (%) 0.736 (-3%) 0.27% (-4600%) 50.4 (2.02%) 0 0.27% (-4600%)
Hong Kong 27090.8 (-12.82%) 1.98% (-3%) 0 (%) 0.1275 (0%) 0.29% (-6420%) 49.7 (-3.87%) 0 0.29% (-6420%)
India 36386.6 (5.64%) 7.6% (4%) 0 (%) 0.014 (-9%) 0.46% (-1930%) 54.9 (7.65%) 52.3 0.46% (-1930%)
Indonesia 6448.16 (1.72%) 8.09% (33%) 122.48 (-7.91%) 0.0071 (-3%) 1.47% (6154%) 51.4 (1.38%) 0 1.47% (6154%)
South Korea 2124.28 (-15.48%) 2.01% (-28%) 41.17 (-0.81%) 0.0009 (-6%) 0.17% (-7069%) 51.24 (0.47%) 0 0.17% (-7069%)
Malaysia 1692.22 (-6.92%) 4.07% (3%) 89.95 (-12.24%) 0.2432 (-5%) 0.78% (2381%) 48.8 (3.61%) 0 0.78% (2381%)
Taiwan 9836.06 (-9.01%) 0.88% (-18%) 0 (%) 0.0324 (-6%) -2.84% (-52388%) 48.6 (1.25%) 0 -2.84% (-52388%)
Philippines 8047.12 (-7.98%) 6.44% (6%) 79.91 (-3.72%) 52.65 (1%) 0.16% (-9135%) 53 (0.57%) 0 0.16% (-9135%)
Thailand 1583.77 (-11.76%) 2.48% (6%) 44.51 (3.52%) 31.76 (2%) 0.57% (-3523%) 49.3 (-0.6%) 0 0.57% (-3523%)
Vietnam 101.56 (-16.77%) 4.94% (15%) 161.71 (-0.79%) 31.76 (72379100%) 1.29% (2524%) 43.6 (-10.1%) 0 1.29% (2524%)
Currency risk and momentum is presented in this section. Currency Momentum is quantified using breakout models, moving averages and percentile price calculations combined with RiskVar's Financial Risk Model. Currency Risk is quantified by analyzing fx implied volatility, historical volatility combined with sovereign credit default swaps analysis and assessment of Global financial risk using RiskVar's Financial Risk Model.

Global Risk Report

Get Free Access to Investment strategies and financial risk management analytics and historical Data of Financial and Macroeconomic Indicators.

RiskVar Global Risk Snapshot

Global Risk Snapshot presents major financial assets. Click here to view RiskVar Global risk full analysis.

Stocks
Stocks
Indvr Last Wrt Mrt Yrt
ACWIGlobal
483.496 2.16 8.71 -11.45
2670.71 2.87 6.53 -4.55
357.05 2.25 4.87 -11.21
NIKKEIJapan
20666.1 2.49 -5.27 -13.35
SSECChina
2596.01 1.65 1.82 -23.46
EEMEmerging
41.55 2.01 6.76 -17.36
Stocks Risk
Stocks Risk
Ind Last Wrt Mrt Yrt
VIX 17.8 -2.14 -30.41 45.66
VSTOXX 14.28 -18.02 -25.49 20.51
VXJ 21.23 9.04 -5.01 26.44
VFXI 24.8 -8.39 -19.45 14.97
Bonds
Bonds
Indvr Last Wrt Mrt Yrt
2.91 -4.93 -8.66 14.57
0.252 -16 -37.16 -41.94
0.039 -43.48 -64.55 -50.63
3.309 -1.08 -1.63 -15.52
-1.19857 -45.68 -2.55 -202.78
Credit Risk
Credit Risk
Ind Last Wrt Mrt Yrt
CDX IG 79.1 2.99 39.26 50.67
CDX HY 399.4 0.76 24.62 23.96
ITRAXX IG 82.2 3.66 44.46 69.14
ITRAXX HY 330.5 -1.99 19.06 40.22
FX
FX
Indvr Last Wrt Mrt Yrt
96.96 0.18 -0.04 7.14
1854.78 59.75 75.7 2198.36
0.00887 0.68 1.03 -4.42
6.8448 -1.38 -1.5 7.81
18.51 1.2 1.31 -3.44
FX Risk
FX Risk
Ind Last Wrt Mrt Yrt
EUR IV 6.35 -6.89 -16.12 8.55
JPY IV 5.42 -9.97 -21.11 -11.87
CNH IV 5.4 -9.85 -8.78 31.71
AUDJPY IV 8.2 -9.79 -3.53 36.67
Commodities
Commodities
Indvr Last Wrt Mrt Yrt
52.94 2.68 -12.05 -17.02
2.758 1.17 2.64 -13.81
328.8 -5.03 -0.36 -23.98
1243.6 1.94 3.08 -7.01
1182.1 2.25 7.54 5.39
488.21 0.43 0.71 -3.43
Commodities Risk
Commodities Risk
Ind Last Wrt Mrt Yrt
Vol. Oil 48.63 -11 48.81 105.36
Vol. Gold 11.29 -2.92 -6.92 -1.48
Manufacturing PMIs
Manufacturing PMIs
Indvr Last Mrt Yrt Diff
Risk Indicators
Risk Indicators
Ind Last Wrt Mrt Yrt
RiskVar Risk -0.34 (-312.5%) -134.34 325 -66.34
SPY/CDX
VIX/VXV
USDMXN IV 15.0 1.69 1.28 52.28
EURHUF IV 4.45 -2.2 -1.98 25