Stocks Market Risk

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Stock Markets

Last Wrt Mrt Yrt Bonds CDS FX PMI Momentum
ACWIACWI
505.69 1.17 5 -1.21 2.34 (-10.23) 45.32 (-10.34) 96.48 (5.82) 50.55 (-10.2)
USAUSA
2792.67 1.71 5.69 3.38 2.666 (-9.9) 21.4616 (-7.93) 96.48 (5.82) 54 (3.25)
EUEU
373.64 1.27 4.59 -1.58 0.094 (-82.1) 26.7305 (3.57) 1.1342 (-7.95) 55.6 (13.01)
GermanyGermany
11457.7 1.4 1.56 -8.12 0.094 (-82.1) 16.4774 (32.24) 1.1342 (-7.95) 54.4 (70)
UKUK
7178.6 -0.8 5.42 -0.91 1.16 (-18.08) 38.3619 (88.23) 1.3065 (-4.03) 53.7 (5.09)
JapanJapan
21425.5 2.51 4.14 0.85 -0.036 (-202.86) 24.0395 (2.3) 0.00903 (-1.42) 52 (57.58)
ChinaChina
2804.23 4.54 8.02 -19 3.148 (-18.57) 63.2071 (-4.29) 6.7024 (6.74) 48.7 (-3.56)
Hong KongHong Kong
28816.3 3.28 6.71 -2.34 1.768 (-8.06) () 0.1274 (0) 49.7 (-3.87)
Last Wrt Mrt Yrt Momentum
Global TimberGlobal Timber
64.89 1.33 1.39 -14.93
US HomebuildersUS Homebuilders
35.5 1.6 10.42 -12.71
US IndustrialsUS Industrials
76.21 0.69 6.19 0.25
US TransportationUS Transportation
191.41 1.31 9.41 3.04
US AerospaceUS Aerospace
207.41 1.57 11.95 3.36
US TechnologyUS Technology
70.64 1.47 6.58 1.32
SemiconductorsSemiconductors
183.53 0.75 14.06 1.12
Cloud ComputingCloud Computing
55.86 0.85 7.42 15.89
Cyber SecurityCyber Security
39.6 0.61 5.63 10
Global AIGlobal AI
19.7 1.7 10.74 -20.11
US FinancialsUS Financials
26.46 0.11 2 -8.95
US BanksUS Banks
45.56 1.42 6.87 -10.03
US InsuranceUS Insurance
31.74 1.02 4.2 2.12
Global Listed PEGlobal Listed PE
11.4 1.15 2.61 -6.33
Us Consumer DiscretionaryUs Consumer Discretionary
111.11 0.95 2.14 5.55
US Retail US Retail
45.15 -0.42 2.24 1.03
Us EntertainmentUs Entertainment
38.29 3.65 1.75 -18.86
Last Wrt Mrt Yrt Momentum
US Consumer StaplesUS Consumer Staples
54.43 0.15 1.95 2.85
US Healthcare US Healthcare
92.55 -0.32 2.07 9.13
US BiotechnologyUS Biotechnology
109.15 -0.55 1.24 -0.09
US HC ServicesUS HC Services
183.34 -1.16 1.59 14.03
US UtilitiesUS Utilities
57.05 2.41 4.18 18.98
US TelecomUS Telecom
73.37 1.73 7.2 3.15
Last Wrt Mrt Yrt Momentum
US EnergyUS Energy
65.76 -0.54 3.1 -0.98
US Oil & Gas ExplorationUS Oil & Gas Exploration
30.63 -1.19 0.29 -11.35
US Oil & Gas EquipmentUS Oil & Gas Equipment
11.57 -1.11 5.57 -31.98
Global CoalGlobal Coal
14.06 3 -1.13 -9.64
Global SolarGlobal Solar
25.16 8.31 8.03 0.08
Global Uranium MineralsGlobal Uranium Minerals
12.75 -0.23 0.39 -2.6
Global LithiumGlobal Lithium
29.78 3.91 4.64 -9.95
US MaterialsUS Materials
55.78 2.39 4.55 -7
US Metals MiningUS Metals Mining
31.79 4.06 3.52 -12.98
Global Metal MiningGlobal Metal Mining
31.01 4.69 9.34 -14.05
Global Copper MiningGlobal Copper Mining
22.25 8.33 8.59 -16.73
Global Silver MineralsGlobal Silver Minerals
9.45 5.7 15.24 -5.03
Global Gold MinersGlobal Gold Miners
23.06 2.81 1.63 6.51
Global Gold JuniorGlobal Gold Junior
33.86 2.76 2.73 6.38

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Riskvar monitors global stock markets and quantifies stock market risk and expected return. Riskvar analyzes stock indices, equity risk factors, various equity risk models used to signal risk on and risk off market regimes, global stock indices through etfs, cyclical defensive sectors etfs. RiskVar algorithms quantify trends, risk and forward expected returns for financial markets. Equity risk, momentum and mean reversion is analyzed using breakout, moving averages and other price analysis models combined with Global Financial Risk assessment and related variables like bonds, credit default swaps, commodities and currencies.

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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