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 505.69 (-1.21%) 0.9% (5.4%) 12.45 (1.23%) 96.48 (6%) 0% (0%) 50.55 (-10.2%) 54.54 0.23% (5.4%)
USA 2792.67 (3.38%) 2.67% (-10%) 21.46 (-16.61%) 96.48 (6%) 0.16% (-7091%) 54 (3.25%) 56.7 0% (%)
Euro Area 3270.55 (-4.9%) 0.09% (-82%) 26.73 (-5.06%) 1.1342 (-8%) 0.83% (-3664%) 55.6 (13.01%) 58.3 0.83% (-3664%)
Japan 21425.5 (0.85%) -0.04% (-203%) 24.04 (2.3%) 0.009 (-1%) 0.16% (-2000%) 52 (57.58%) 50.8 0.16% (-2000%)
China 2804.23 (-19%) 3.15% (-19%) 63.21 (-11.95%) 6.7024 (7%) 0.47% (5667%) 48.7 (-3.56%) 52.5 0.47% (5667%)
Canada 16013 (3.15%) 1.89% (-16%) 0 (%) 0.7614 (-2%) 0.07% (-8333%) 56.3 (5.63%) 0 0.07% (-8333%)
Brazil 97885.6 (16.13%) 8.93% (-8%) 159.47 (-5.55%) 0.2668 (-7%) 1.68% (-1064%) 48.5 (-3.77%) 54.8 1.68% (-1064%)
Mexico 43738.7 (-9.88%) 8.32% (14%) 131.05 (0.35%) 0.0522 (-0%) 0.08% (-14706%) 50.4 (-4.18%) 0 0.08% (-14706%)
Germany 11457.7 (-8.12%) 0.09% (-82%) 16.48 (1.36%) 1.1342 (-8%) 0.83% (-3664%) 54.4 (70%) 57.2 0.83% (-3664%)
France 5215.85 (-2.4%) 0.52% (-33%) 37.1 (-4.78%) 1.1342 (-8%) 1.12% (-1642%) 57.5 (22.6%) 48 1.12% (-1642%)
Italy 20262.5 (-9.8%) 2.88% (63%) 218.05 (8.52%) 1.1342 (-8%) 2.42% (522%) 48.2 (-8.02%) 50.1 2.42% (522%)
Spain 9204.6 (-7.05%) 1.18% (-6%) 75.63 (-1.84%) 1.1342 (-8%) 1.63% (-468%) 50.6 (16.32%) 50.4 1.63% (-468%)
Netherlands 541.37 (0.66%) 0.31% (-51%) 16.23 (0.33%) 1.1342 (-8%) 0.91% (-3500%) 50.3 (2.65%) 0 0.91% (-3500%)
Austria 3028.66 (-10.72%) 0.46% (-36%) 16.86 (0.41%) 1.1342 (-8%) 0.94% (-2932%) 47.8 (-7%) 0 0% (%)
Greece 676.87 (-19.7%) 3.8% (-9%) 0 (%) 1.1342 (-8%) 2.84% (3333%) 45.5 (13.47%) 0 2.84% (3333%)
Denmark 978.69 (-2.7%) 0.46% (-34%) 13.86 (-9.08%) 0.152 (-5%) 0.73% (-2151%) 62.8 (-0.24%) 0 0.73% (-2151%)
Sweden 1588.83 (1.22%) 0.31% (0%) 15.28 (1.62%) 0.1072 (-4%) 0.79% (15484%) 71.4 (42.51%) 71.4 0.79% (15484%)
Norway 805.03 (8.9%) 1.66% (-13%) 15.29 (3.4%) 0.1163 (-6%) 0.73% (-3967%) 57.3 (0.35%) 0 0.73% (-3967%)
Switzerland 9348.93 (4.09%) -0.29% (-377%) 0 (%) 1 (-0%) 0.63% (-2125%) 61.5 (22.75%) 0 0.63% (-2125%)
UK 7178.6 (-0.91%) 1.16% (-18%) 38.36 (0.76%) 1.3065 (-4%) 0.48% (-3333%) 53.7 (5.09%) 57.4 0.48% (-3333%)
Russia 1198.4 (-9.53%) 8.43% (20%) 132.96 (2.94%) 0.0153 (-2%) 0.58% (-794%) 50 (-4.58%) 56.4 0.58% (-794%)
Turkey 103186 (-11.29%) 14.78% (28%) 310.7 (0.17%) 0.188 (-21%) -1.58% (194%) 52 (-2.07%) 0 -1.58% (194%)
Poland 60274.6 (-4.05%) 2.75% (-15%) 66.56 (1.5%) 0.2613 (-7%) 1.4% (-2090%) 55.6 (7.54%) 0 1.4% (-2090%)
Hungary 40814.6 (6.6%) 2.76% (6%) 85.67 (-2.17%) 0.0036 (-6%) 2.45% (2895%) 53.6 (-2.72%) 0 2.45% (2895%)
Czech Republic 1060.23 (-4.5%) 1.88% (-3%) 42.68 (0.11%) 22.617 (6%) 0.15% (-8913%) 49.2 (6.96%) 0 0.15% (-8913%)
South Africa 49735.7 (-1.62%) 8.43% (4%) 180.25 (-2.37%) 0.0716 (-9%) 2.61% (10077%) 52.05 (-3.16%) 0 2.61% (10077%)
Nigeria 32515.5 (-23.74%) 39.6% (10%) 0 (%) 361.5 (18%) 0.74% (-25745%) 51.3 (7.32%) 55 0.74% (-25745%)
Australia 6241.9 (2.24%) 2.09% (-24%) 20.21 (-15.68%) 0.7157 (-4%) 0.41% (-3692%) 47.39 (-23.72%) 56.82 0.41% (-3692%)
New Zealand 278.37 (8.47%) 2.19% (-22%) 0 (%) 0.6865 (-2%) 0.62% (610000%) 56.91 (12.54%) 60.8 0.62% (610000%)
Singapore 3269.9 (-7.05%) 2.14% (-17%) 0 (%) 0.7406 (-1%) 0.27% (-4600%) 50.4 (2.02%) 0 0.27% (-4600%)
Hong Kong 28816.3 (-2.34%) 1.77% (-8%) 0 (%) 0.1274 (0%) 0.29% (-6420%) 49.7 (-3.87%) 0 0.29% (-6420%)
India 35871.5 (4.59%) 7.6% (1%) 0 (%) 0.0141 (-6%) 0.46% (-1930%) 54.9 (7.65%) 52.3 0.46% (-1930%)
Indonesia 6501.38 (-1.34%) 7.96% (25%) 109.08 (-6.18%) 0.0071 (-1%) 1.47% (6154%) 51.4 (1.38%) 0 1.47% (6154%)
South Korea 2230.5 (-6.93%) 2% (-26%) 37.41 (-11.23%) 0.0009 (-4%) 0.17% (-7069%) 51.24 (0.47%) 0 0.17% (-7069%)
Malaysia 1721.42 (-6.28%) 3.9% (-4%) 72.76 (-14.57%) 0.2452 (-4%) 0.78% (2381%) 48.8 (3.61%) 0 0.78% (2381%)
Taiwan 10322.9 (-0.78%) 0.83% (-22%) 0 (%) 0.0325 (-3%) -2.84% (-52388%) 48.6 (1.25%) 0 -2.84% (-52388%)
Philippines 7962.13 (-6.37%) 6.38% (8%) 66.07 (-13.43%) 52.05 (1%) 0.16% (-9135%) 53 (0.57%) 0 0.16% (-9135%)
Thailand 1659.2 (-7.82%) 2.5% (3%) 47.44 (4.3%) 31.3 (-1%) 0.57% (-3523%) 49.3 (-0.6%) 0 0.57% (-3523%)
Vietnam 106.82 (-12.46%) 4.75% (16%) 146.35 (-7.85%) 0 (-2%) 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
505.69 1.17 5 -1.21
2792.67 1.71 5.69 3.38
373.64 1.27 4.59 -1.58
NIKKEIJapan
21425.5 2.51 4.14 0.85
SSECChina
2804.23 4.54 8.02 -19
EEMEmerging
43.04 2.26 -0.14 -11.82
Stocks Risk
Stocks Risk
Ind Last Wrt Mrt Yrt
VIX 13.51 -14.28 -28.48 -32.52
VSTOXX 13.894 -4.93 -13.41 -21.01
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