Stocks Market Risk

Stock Markets

Last Wrt Mrt Yrt Bonds CDS FX PMI Momentum
ACWIACWI
483.496 2.16 8.71 -11.45 2.34 (-10.23) 45.32 (-10.34) 96.37 (6.91) 50.55 (-10.2)
USAUSA
2670.71 2.87 6.53 -4.55 2.788 (-1.17) 25.667 (-3.47) 96.37 (6.91) 54 (3.25)
EUEU
357.05 2.25 4.87 -11.21 0.26 (-66.01) 24.6685 (9.98) 1.1371 (-7.04) 55.6 (13.01)
GermanyGermany
11205.5 2.92 3.13 -15.01 0.26 (-66.01) 17.3841 (38.19) 1.1371 (-7.04) 54.4 (70)
UKUK
6968.33 0.72 3.98 -9.86 1.356 (-9.24) 38.057 (94.07) 1.2882 (-7.97) 53.7 (5.09)
JapanJapan
20666.1 2.49 -5.27 -13.35 0.011 (-77.55) 25.8714 (20.11) 0.00911 (-3.19) 52 (57.58)
ChinaChina
2596.01 1.65 1.82 -23.46 3.118 (-21.14) 72.7342 (23.61) 6.8034 (7.56) 48.7 (-3.56)
Hong KongHong Kong
27090.8 1.59 4.94 -12.82 1.982 (-2.8) () 0.1275 (0) 49.7 (-3.87)
Last Wrt Mrt Yrt Momentum
Global TimberGlobal Timber
63.52 221.78 10.24 -16.36
US HomebuildersUS Homebuilders
32.52 -2.02 6.24 -29
US IndustrialsUS Industrials
70.19 3.42 11.15 -10.29
US TransportationUS Transportation
175.41 1.31 3.21 -13.36
US AerospaceUS Aerospace
184.52 1.69 2.23 -7.08
US TechnologyUS Technology
65.35 2.85 6.96 -2.67
SemiconductorsSemiconductors
162.62 -0.28 1.75 -11.83
Cloud ComputingCloud Computing
52.21 1.62 6.05 9.2
Cyber SecurityCyber Security
35.86 1.36 7.78 -0.88
Global AIGlobal AI
18.0 1.98 3.45 -33.31
US FinancialsUS Financials
26.0 6.12 11.49 -11.56
US BanksUS Banks
42.66 6.73 15.61 -14.32
US InsuranceUS Insurance
30.3 3.91 9.11 -1.85
Global Listed PEGlobal Listed PE
10.86 2.07 8.6 -13.12
Us Consumer DiscretionaryUs Consumer Discretionary
106.81 2.13 9.63 0.2
US Retail US Retail
44.86 2.35 10.36 -5.95
Us EntertainmentUs Entertainment
36.4 1.79 11.59 -24.17
Last Wrt Mrt Yrt Momentum
US Consumer StaplesUS Consumer Staples
52.45 1.59 4.71 -7.54
US Healthcare US Healthcare
90.08 2.59 6.96 2.11
US BiotechnologyUS Biotechnology
109.79 0.82 11.68 -1.45
US HC ServicesUS HC Services
176.2 3.58 3.98 8.57
US UtilitiesUS Utilities
53.14 -0.17 1.68 7.79
US TelecomUS Telecom
67.93 0.19 10.42 -2.65
Last Wrt Mrt Yrt Momentum
US EnergyUS Energy
63.84 2.95 11.63 -14.66
US Oil & Gas ExplorationUS Oil & Gas Exploration
31.61 3.98 18.61 -18.15
US Oil & Gas EquipmentUS Oil & Gas Equipment
11.15 4.99 25.28 -28.71
Global CoalGlobal Coal
13.9233 3.29 10.41 -17.95
Global SolarGlobal Solar
20.46 0.34 9.35 -17.77
Global Uranium MineralsGlobal Uranium Minerals
12.38 0.81 7.09 -5.93
Global LithiumGlobal Lithium
28.29 0 2.91 -20.31
US MaterialsUS Materials
53.51 2.37 8.19 -14.48
US Metals MiningUS Metals Mining
29.16 2.57 10.71 -23.22
Global Metal MiningGlobal Metal Mining
28.95 1.83 8.59 -22.37
Global Copper MiningGlobal Copper Mining
19.68 2.71 5.98 -27.06
Global Silver MineralsGlobal Silver Minerals
8.31 -5.25 -0.12 -24.59
Global Gold MinersGlobal Gold Miners
20.31 -3.65 -1.5 -15.38
Global Gold JuniorGlobal Gold Junior
29.33 -4.43 0.24 -14.61

Global Risk Report, Macro & Financial Data

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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
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