Beta
-9.36
-0.01-0.11%
February 20, 2025
Summary
- As of February 22, 2025, the beta for Volatility is -9.36, with the most recent change of -0.01 (-0.11%) on February 20, 2025. This indicates that VIX index index is inversely correlated to S&P 500 index
Performance
VIX Beta Chart
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Related metrics
VIX Beta Trends
PeriodPeriod | BetaBeta | PricePrice | SPXSPX |
---|---|---|---|
todaytoday | -0.1% | +16.3% | -1.7% |
1 m1 month | -3.6% | +20.9% | -0.6% |
3 m3 months | -22.7% | +7.9% | +1.1% |
6 m6 months | -39.3% | +11.9% | +7.0% |
ytdytd | -4.3% | +5.0% | +2.2% |
1 y1 year | -78.0% | +18.7% | +20.7% |
5 y5 years | -2.4% | +6.6% | +80.2% |
VIX Beta Highs & Lows
PeriodPeriod | HighHigh | Current vs highvs high | LowLow | Current vs lowvs low | |
---|---|---|---|---|---|
1 m | 1-month | -9.38 | +0.2% | ||
3 m | 3-month | -7.63 | +22.7% | -9.38 | +0.2% |
6 m | 6-month | -6.72 | +39.3% | -9.38 | +0.2% |
1 y | 1-year | -4.87 | +92.2% | -9.38 | +0.2% |
3 y | 3-year | -2.87 | +226.1% | -9.38 | +0.2% |
5 y | 5-year | -2.87 | +226.1% | -10.03 | +7.2% |
alltime | all time | -0.14 | +6585.7% | -15.58 | +66.5% |
Volatility Beta History
Date | Value |
---|---|
2025 | -9.36(+4.3%) |
2024 | -8.97(+85.3%) |
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%) |
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%) |
Date | Value |
---|---|
2009 | -2.56(-0.4%) |
2008 | -2.57(-66.3%) |
2007 | -7.63(-5.1%) |
2006 | -8.04(+18.1%) |
2005 | -6.81(+24.3%) |
2004 | -5.48(+134.2%) |
2003 | -2.34(-15.5%) |
2002 | -2.77(-14.5%) |
2001 | -3.24(+23.7%) |
2000 | -2.62(-30.9%) |
1999 | -3.79(+1.6%) |
1998 | -3.73(+28.2%) |
1997 | -2.91(-40.7%) |
1996 | -4.91(+24.3%) |
1995 | -3.95(-40.5%) |
1994 | -6.64(+42.2%) |
1993 | -4.67 |
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 -9.36
What is the all time high beta for Volatility?
Volatility all-time high beta is -0.14
What is VIX beta year-to-date change?
Volatility beta has changed by -0.39 (-4.35%) since the beginning of the year
What is Volatility beta year-on-year change?
Over the past year, VIX beta has changed by -4.10 (-77.95%)