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10年の平均年初来騰落率は +9.85%です。

過去10年で指定期間(12月1日から60日間)の騰落率は +11.88%です。

4勝3敗で勝率は57.14%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 2024-01-29 13.6000 0.9700 7.68
2022 2022-12-01 19.8400 2023-01-29 18.5100 -1.3300 -6.70
2021 2021-12-01 31.1200 2022-01-29 27.6600 -3.4600 -11.12
2020 2020-12-01 20.7700 2021-01-29 33.0900 12.3200 59.32
2017 2017-12-01 11.4300 2018-01-29 13.8400 2.4100 21.08
2016 2016-12-01 14.0700 2017-01-29 10.5800 -3.4900 -24.80
2015 2015-12-01 14.6700 2016-01-29 20.2000 5.5300 37.70
平均 17.7900 19.6400 1.85 11.88
365日(前日終値比)平均(過去 15 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% +3.67% +18.31% +14.57% +8.70% +1.44% -1.95% +1.52% +7.22% +16.20% +16.99% +1.29%
2日 -2.65% +4.81% +11.89% +13.84% +7.84% -0.20% -3.18% +4.78% +6.70% +16.52% +15.61% +0.82%
3日 -2.80% +4.89% +14.79% +14.15% +6.31% -0.83% -3.37% +2.25% +12.38% +17.35% +14.38% +1.87%
4日 -2.83% +2.36% +13.39% +20.28% +5.22% -1.79% -3.37% +2.98% +11.33% +15.36% +12.62% +3.25%
5日 -2.69% +12.48% +15.09% +21.30% +6.71% -2.86% -3.13% +12.14% +11.59% +13.18% +11.08% +2.75%
6日 -2.83% +7.26% +18.71% +21.51% +7.51% -5.08% -2.97% +5.11% +13.88% +14.09% +7.34% +1.33%
7日 -2.73% +5.57% +20.05% +24.06% +6.01% -5.95% -2.91% +4.23% +11.98% +17.17% +3.95% +1.60%
8日 -3.48% +9.28% +18.86% +23.10% +2.77% -4.88% -2.63% +6.58% +11.79% +15.58% +3.02% +2.68%
9日 -3.14% +7.23% +23.06% +15.52% +3.26% -2.90% -3.43% +1.47% +13.02% +16.48% +7.00% +4.74%
10日 -3.38% +8.36% +21.62% +19.23% +1.12% -1.86% -4.91% +6.35% +12.76% +21.07% +3.74% +5.25%
11日 -4.52% +9.65% +22.92% +19.34% +2.55% +5.63% -3.25% +5.33% +8.61% +22.05% +1.58% +7.50%
12日 -5.60% +5.35% +30.44% +18.51% +4.27% +4.89% -3.88% +3.26% +8.07% +19.62% +4.15% +8.87%
13日 -3.50% +5.31% +23.75% +17.09% +5.07% +9.14% -3.49% +0.76% +7.63% +20.94% +4.57% +7.85%
14日 -4.41% +0.80% +24.74% +12.57% +2.57% +7.44% -5.09% -1.12% +6.15% +18.97% +6.23% +9.23%
15日 -3.78% +0.12% +24.87% +15.55% +2.45% +7.27% -6.52% -1.12% +4.47% +20.38% +6.83% +6.24%
16日 -2.52% -0.05% +34.16% +13.23% +1.22% +7.59% -6.13% -2.21% +3.98% +17.46% +4.62% +6.72%
17日 -1.54% +0.50% +28.64% +10.56% +3.25% +6.90% -5.58% -1.17% +5.58% +15.55% +6.25% +7.40%
18日 -0.49% +1.11% +28.15% +11.09% +3.57% +4.96% -5.41% +2.52% +4.68% +15.47% +5.81% +12.59%
19日 -1.28% +1.00% +27.81% +10.36% +3.06% +6.61% -4.93% +3.92% +3.40% +17.95% +6.67% +11.37%
20日 -1.85% +2.88% +22.86% +12.62% +2.41% +7.51% -6.29% +5.03% +5.84% +15.41% +8.50% +9.44%
21日 -1.01% +5.33% +21.06% +15.50% +1.86% +7.16% -6.90% +8.25% +7.18% +12.69% +5.37% +9.69%
22日 -2.57% +5.42% +24.52% +13.65% +1.24% +4.04% -8.95% +7.79% +8.12% +12.74% +3.77% +7.85%
23日 -2.45% +4.86% +24.05% +11.32% +2.56% +2.24% -8.56% +5.47% +10.11% +13.15% +4.14% +4.95%
24日 +0.30% +7.32% +22.30% +7.56% +0.97% +6.67% -5.94% +9.22% +9.89% +13.68% +2.17% +6.00%
25日 +1.32% +10.35% +22.69% +7.34% +0.43% +7.63% -4.75% +7.90% +10.63% +14.40% +0.83% +6.00%
26日 -0.20% +9.36% +19.00% +8.39% -0.66% +7.34% -5.74% +7.35% +11.80% +16.16% +1.30% +3.45%
27日 +6.10% +15.89% +21.48% +5.40% -3.19% +7.17% -3.92% +6.91% +11.68% +15.02% +1.53% +4.88%
28日 +3.76% +17.83% +22.08% +4.79% -1.45% +4.32% -4.95% +6.76% +13.88% +16.45% +1.54% +6.30%
29日 +5.76% +19.29% +5.06% +0.99% +2.69% -4.98% +4.96% +14.69% +15.90% -0.14% +6.73%
30日 +7.39% +14.89% +8.04% +0.30% +1.60% -2.94% +5.75% +15.50% +15.44% +0.33% +9.70%
31日 +7.86% +14.34% +1.25% -1.59% +6.85% +17.73% +8.23%

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