ユニバース別平均デフォルト確率の日次推移グラフ

1.6%
20150827
20150903
20150910
20150917
20150929
20151006
20151014
20151021
20151028
20151105
20151112
20151119
20151127
20151204
20151211
20151218
20151228
20160106
20160114
20160121
20160128
20160204
20160212
20160219
20160226
20160304
20160311
20160318
20160328
20160404
20160411
20160418
20160425
20160506
20160513
20160520
20160527
20160603
20160610
20160617
20160624
20160701
20160708
20160715
20160725
20160801
20160808
20160816
20160823
20160830
推定デフォルト確率(PD)の単純平均値の推移 ・・・ TOPIX500
(2015/8/27 ~ 2016/9/5)
1.8%
1,300
1.4%
TOPIX500指数採用銘柄(金融除く)の平均PD値
1,250
TOPIX500指数(右軸)
1,200
1.2%
1,150
1,100
1.0%
1,050
0.8%
1,000
0.6%
950
0.4%
900
0.2%
850
0.0%
800
20150827
20150903
20150910
20150917
20150929
20151006
20151014
20151021
20151028
20151105
20151112
20151119
20151127
20151204
20151211
20151218
20151228
20160106
20160114
20160121
20160128
20160204
20160212
20160219
20160226
20160304
20160311
20160318
20160328
20160404
20160411
20160418
20160425
20160506
20160513
20160520
20160527
20160603
20160610
20160617
20160624
20160701
20160708
20160715
20160725
20160801
20160808
20160816
20160823
20160830
推定デフォルト確率(PD)の単純平均値の推移 ・・・ TOPIX1000
2.0%
(2015/8/27 ~ 2016/9/5)
1,600
1.8%
TOPIX1000指数採用銘柄(金融除く)の平均PD値
1.6%
TOPIX1000指数(右軸)
1,500
1,400
1.4%
1.2%
1,300
1.0%
1,200
0.8%
1,100
0.6%
1,000
0.4%
0.2%
900
0.0%
800
0.2%
20150827
20150903
20150910
20150917
20150929
20151006
20151014
20151021
20151028
20151105
20151112
20151119
20151127
20151204
20151211
20151218
20151228
20160106
20160114
20160121
20160128
20160204
20160212
20160219
20160226
20160304
20160311
20160318
20160328
20160404
20160411
20160418
20160425
20160506
20160513
20160520
20160527
20160603
20160610
20160617
20160624
20160701
20160708
20160715
20160725
20160801
20160808
20160816
20160823
20160830
推定デフォルト確率(PD)の単純平均値の推移 ・・・ 東証マザーズ
1.8%
(2015/8/27 ~ 2016/9/5)
1,300
1.6%
1,200
1.4%
1,100
1.2%
1,000
1.0%
900
0.8%
800
0.6%
700
0.4%
600
東証マザーズ指数採用銘柄(金融除く)の平均PD値
0.0%
500
東証マザーズ指数(右軸)
400
3.0%
20150827
20150903
20150910
20150917
20150929
20151006
20151014
20151021
20151028
20151105
20151112
20151119
20151127
20151204
20151211
20151218
20151228
20160106
20160114
20160121
20160128
20160204
20160212
20160219
20160226
20160304
20160311
20160318
20160328
20160404
20160411
20160418
20160425
20160506
20160513
20160520
20160527
20160603
20160610
20160617
20160624
20160701
20160708
20160715
20160725
20160801
20160808
20160816
20160823
20160830
推定デフォルト確率(PD)の単純平均値の推移 ・・・ JASDAQ
3.5%
(2015/8/27 ~ 2016/9/5)
120
JASDAQ指数採用銘柄(金融除く)の平均PD値
JASDAQ指数(右軸)
115
2.5%
110
2.0%
105
1.5%
100
1.0%
0.5%
95
0.0%
90
0.014%
20150827
20150903
20150910
20150917
20150929
20151006
20151014
20151021
20151028
20151105
20151112
20151119
20151127
20151204
20151211
20151218
20151228
20160106
20160114
20160121
20160128
20160204
20160212
20160219
20160226
20160304
20160311
20160318
20160328
20160404
20160411
20160418
20160425
20160506
20160513
20160520
20160527
20160603
20160610
20160617
20160624
20160701
20160708
20160715
20160725
20160801
20160808
20160816
20160823
20160830
推定デフォルト確率(PD)の単純平均値の推移 ・・・ 東証REIT
0.016%
(2015/8/27 ~ 2016/9/5)
2,100
東証REIT指数採用銘柄(金融除く)の平均PD値
東証REIT指数(右軸)
0.002%
0.000%
2,000
0.012%
1,900
0.010%
1,800
0.008%
1,700
0.006%
0.004%
1,600
1,500
1,400