CBOEボラティリティ指数(^VIX)のアノマリー

CBOEボラティリティ指数(^VIX) の過去の値動きの傾向(アノマリー)を確認できます。集計年数や期間を指定して、どの時期に上がりやすい・下がりやすいかを把握できます。 詳しい見方や操作方法は、下の「使い方ガイド」からご覧ください。

指定期間の集計対象:

CBOEボラティリティ指数(^VIX)の過去5年の平均年初来騰落率は +12.69%です。

過去5年で指定期間(12月1日から7日間)の騰落率は -2.35%です。

3勝1敗で勝率は75.00%です。

開始日開始価格終了日終了価格リターン騰落率 (%)
2023 2023-12-01 12.6300 2023-12-07 13.0600 0.4300 3.40
2022 2022-12-01 19.8400 2022-12-07 22.6800 2.8400 14.31
2021 2021-12-01 31.1200 2021-12-07 21.8900 -9.2300 -29.66
2020 2020-12-01 20.7700 2020-12-07 21.3000 0.5300 2.55
平均 21.0900 19.7325 -1.36 -2.35
365日(前日終値比)平均(過去 5 年平均)[横=月 / 縦=日]
マイナス ±0%付近 プラス ※ 前年末終値を基準。非営業日は直前値で補完。2/29は除外。
365日表示の集計対象:
日\月 1月2月3月4月5月6月7月8月9月10月11月12月
1日 0.00% +8.18% +18.26% +1.93% +19.23% +1.82% -3.17% +7.31% -1.89% +17.63% +12.69% +3.76%
2日 +1.56% +5.50% +15.55% +2.97% +16.71% -0.44% -3.91% +17.35% -0.02% +17.55% +11.53% -0.21%
3日 +1.30% +7.54% +19.36% +10.65% +12.34% -0.35% -4.09% +14.26% +6.85% +19.89% +9.47% +2.12%
4日 +4.13% +4.26% +23.41% +27.36% +10.84% -1.55% -4.09% +11.88% +6.65% +17.62% +10.88% +2.78%
5日 +4.97% +1.98% +20.33% +29.80% +14.88% -1.32% -2.29% +31.73% +5.34% +15.83% +8.70% +4.67%
6日 +3.54% +1.75% +23.30% +30.47% +14.42% -3.35% -1.10% +15.32% +10.39% +16.45% +4.47% +2.13%
7日 +2.45% +1.50% +26.86% +30.84% +11.67% -4.87% -1.02% +14.30% +9.42% +21.62% +2.37% -1.85%
8日 +1.38% +1.09% +26.21% +34.32% +10.17% -4.67% -1.45% +7.80% +7.79% +18.52% +3.44% -4.70%
9日 +1.60% +0.96% +25.25% +15.87% +14.17% -1.50% -4.17% +4.08% +3.63% +18.09% +5.03% -0.32%
10日 +2.82% +4.20% +28.02% +24.23% +13.87% -0.71% -3.68% +2.09% +5.00% +23.75% +0.97% -2.88%
11日 +3.77% +7.20% +27.79% +23.21% +15.04% -0.59% -1.69% +2.36% +2.50% +24.44% -1.06% -3.58%
12日 +1.07% +7.48% +22.46% +26.47% +15.19% -0.04% -2.23% +0.28% +3.09% +24.73% -2.19% -1.03%
13日 +2.14% +9.14% +24.08% +22.93% +10.36% +8.28% -1.93% -3.52% +3.97% +21.77% -0.27% -2.52%
14日 +1.36% +6.70% +21.01% +17.06% +7.34% +7.94% -2.36% -5.79% +2.45% +21.23% +0.66% -2.50%
15日 -0.33% +3.14% +20.52% +18.58% +5.35% +5.90% -2.90% -5.16% +3.26% +21.92% +4.06% -3.01%
16日 +1.66% +4.66% +14.86% +19.66% +4.06% +7.57% -1.96% -5.25% +5.08% +23.36% +3.66% -0.71%
17日 +3.10% +8.27% +14.21% +16.44% +1.96% +8.03% -0.74% -2.88% +6.65% +18.27% +6.08% +2.06%
18日 +6.46% +9.21% +15.23% +15.55% +7.22% +8.19% +1.99% -1.08% +7.62% +17.02% +7.12% +21.20%
19日 +5.70% +8.81% +12.35% +16.21% +7.73% +8.19% +5.32% +0.35% +4.40% +18.50% +7.39% +15.27%
20日 +5.66% +10.76% +10.17% +16.75% +6.87% +10.22% +2.87% -0.16% +9.89% +15.38% +10.83% +7.16%
21日 +7.75% +15.30% +7.05% +21.87% +8.77% +6.62% +0.72% +1.10% +11.55% +14.85% +6.79% +3.87%
22日 +8.07% +15.83% +5.83% +22.62% +9.08% +4.30% -1.81% +3.50% +8.74% +15.64% +4.11% +3.41%
23日 +7.11% +15.78% +7.74% +17.90% +11.75% +3.80% -3.51% -0.25% +9.76% +14.75% +3.35% -0.99%
24日 +8.28% +14.95% +4.17% +16.46% +11.44% -0.31% +1.19% -0.51% +8.00% +12.72% -0.33% -5.02%
25日 +10.76% +18.27% +2.17% +14.38% +10.03% -1.91% +1.59% -2.45% +8.34% +13.85% -2.92% -5.02%
26日 +10.89% +17.25% +2.68% +20.50% +7.19% -1.84% -0.13% +2.93% +10.72% +13.62% +2.45% -4.32%
27日 +22.62% +18.24% +1.53% +17.20% +1.81% -3.18% +0.71% +0.39% +13.37% +14.36% +2.62% -2.22%
28日 +13.32% +19.63% +3.06% +14.77% +3.49% -1.68% -1.68% +1.78% +13.64% +12.34% +4.28% -1.73%
29日 +16.03% +3.07% +16.89% +5.19% -1.60% -1.90% +0.86% +15.68% +12.00% -1.55% -3.08%
30日 +16.05% +2.58% +19.44% +4.48% -0.77% -0.52% -0.59% +15.73% +12.18% +1.43% -0.15%
31日 +14.85% +3.98% +3.23% -0.88% -0.95% +15.34% -0.33%

過去10年の 30日間 [12月1日 ~ 12月30日] の リターンランキング

順位 銘柄 平均リターン(%) 勝数 負数