Beta
-7.69
0.000.00%
26 November 2024
Summary:
Beta for Volatility is -7.69, with the most recent change of 0.00 (0.00%) on 26 November 2024. According to this value, VIX index is inversely correlated to S&P 500 indexVIX Beta Chart
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VIX Beta Performance
PeriodPeriod | BetaBeta | PricePrice | SPXSPX |
---|---|---|---|
todaytoday | 0.0% | -1.4% | -0.4% |
1 m1 month | -3.4% | -31.6% | +3.3% |
3 m3 months | -12.9% | -9.9% | +6.6% |
6 m6 months | -55.0% | +16.5% | +13.1% |
ytdytd | -58.9% | +11.7% | +25.8% |
1 y1 year | -72.0% | +9.5% | +31.8% |
5 y5 years | -12.6% | +18.3% | +90.2% |
VIX Beta High & Low
PeriodPeriod | HighHigh | Current vs highvs high | LowLow | Current vs lowvs low | |
---|---|---|---|---|---|
1 m | 1 month | -7.42 | +3.6% | -7.70 | +0.1% |
3 m | 3 months | -6.81 | +12.9% | -7.70 | +0.1% |
6 m | 6 months | -4.95 | +55.4% | -7.70 | +0.1% |
1 y | 1 year | -4.46 | +72.4% | -7.70 | +0.1% |
3 y | 3 years | -2.87 | +167.9% | -10.03 | +30.4% |
5 y | 5 years | -2.87 | +167.9% | -10.03 | +30.4% |
alltime | all time | -2.07 | +271.5% | -15.58 | +102.6% |
Volatility Beta History
Date | Value |
---|---|
2024 | -7.69(+58.9%) |
2023 | -4.84(+40.3%) |
2022 | -3.45(-64.7%) |
2021 | -9.77(+197.0%) |
2020 | -3.29(-60.0%) |
2019 | -8.23(+0.2%) |
2018 | -8.21(-32.6%) |
2017 | -12.19(+58.5%) |
Date | Value |
---|---|
2016 | -7.69(-4.4%) |
2015 | -8.04(-11.0%) |
2014 | -9.03(+8.3%) |
2013 | -8.34(+43.5%) |
2012 | -5.81(+11.7%) |
2011 | -5.20(-7.1%) |
2010 | -5.60(+118.8%) |
2009 | -2.56(-0.4%) |
2008 | -2.57 |
FAQ
- What is Volatility beta?
- What is the all time high beta for Volatility?
- What is VIX beta year-to-date change?
- What is Volatility beta year-on-year change?
What is Volatility beta?
The current beta of VIX is -7.69
What is the all time high beta for Volatility?
Volatility all-time high beta is -2.07
What is VIX beta year-to-date change?
Volatility beta has changed by -2.85 (-58.88%) since the beginning of the year
What is Volatility beta year-on-year change?
Over the past year, VIX beta has changed by -3.22 (-72.04%)