- Market Participants & Stock Exchanges Indices
- Risk Management Institute
- RMI CVI - Special Portfolios
S&P 500 CVI value weighted
日
bps
以前的价值
1,86 bps 在 2024-05-09
国家: 美国,
最新数据在 2024-05-10
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80 万
债券
超过 400
定价来源
8 万
股票
9 千
ETF
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指数 描述
国家: 美国
This indice belongs to a new suite of indices produced by RMI’s Credit Research Initiative. RMI Probabilities of Default (RMI PDs) of individual firms are used in the CVI to produce bottom-up measures of credit risk in companies included to S&P500 Index. Value-weighted CVI (CVI vw)- RMI PDs are aggregated with each firm weighted by its market-capitalization so that the size of each firm is taken into account.
指数值可以通过 Cbonds Excel插件 使用公式获得。 CbondsIndexValue(4947, date)
子群指数
指数 | 当前值 | 日期 |
---|---|---|
S&P 500 CVI equally weighted | 5,96 bps | 2024-05-10 |
S&P 500 CVI tail | 24,83 bps | 2024-05-10 |
S&P 500 CVI value weighted | 1,84 bps | 2024-05-10 |