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CRB Index Chart, Factor Exposure & Free Data

CRB Index Price, Chart & Factor Exposure Free Data & Analytics Access

CRB Index · C.CRB · Global
Use symbol C.CRB in our API & Excel add-in to retrieve this data.
565.32
(+0.00%)
? Live Prices updated every 5-seconds. Momentum Factor ranges from -100 to +100 and is the mean of four timeframe signals (1 Day, 1 Week, 1 Month, 3 Months), where each timeframe is +1 if return is above 0 and -1 otherwise. Trend Factor ranges from -100 to +100 and is the mean of eight signals across 1-month, 3-months, 6-months, and 1-year, using price vs moving average and moving average slope (+1 or -1). A rollover occurs when trend flips sign. Bubble Risk is the z-score of current price vs 1-year price: (Current Price - 250 trading days SMA) / (250 days price standard deviation). Values above +2.5 indicate overbought; below -2.5 oversold. Realized Volatility (20-days) is the standard deviation of daily returns over the past 20 trading days multiplied by sqrt(252).
Momentum 100%
Trend 100%
Bubble Risk LOW
Volatility (20-Day Rolling) 5.35%

CRB Index Forecast

CRB Index short-term price forecast is aBUY since short-term momentum is 100.00%. CRB Index long-term forecast is aBUY since long-term trend is 100.00%. CRB Index price based on realized volatility has a forecasted price between 564.98 to 565.66 on a daily basis, 564.58 to 566.06 on a weekly basis, 563.78 to 566.86 on a monthly basis, and 559.97 to 570.67 on an annual basis.

CRB Index Price Chart

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CRB Index Factors

Multi-level factor exposure for CRB Index — direct security signals plus inherited sector, industry and country macro factors.

Level Factor Desired sign Value Note
Security Trend Security Trend signal from secsdb
Security Momentum Security Momentum signal from secsdb
Security Bubble Risk Security Bubble Risk signal from secsdb
Security 20DVol Security 20DVol signal from secsdb

Research on CRB Index

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Statistical Distribution of Returns

Click for a quick guide to Distribution, Filters & Stats.
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Filters

Factor Indicator Criteria Value And (for Between) Action


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Return Statistics
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About CRB Index (Global)

CRB Index (Global) is tracked on MacroFinance with a live and historical price chart, weekly factor-return attribution, statistical analysis (return distribution, drawdowns and seasonality), and free downloadable historical data (the last 10 years as CSV or JSON, no login).

Last updated: August 24, 2026

Frequently asked questions

What is CRB Index?
CRB Index is a financial market series for Global. This page shows its live price, historical chart, the factors driving its weekly returns, and statistical analysis.
What factors affect CRB Index?
The Factor Analysis section attributes CRB Index weekly returns to drivers such as interest rates, inflation, the US dollar, oil, earnings, liquidity and volatility, with a contribution ranking for the latest period.
Where can I download free CRB Index historical data?
Yes. The last 10 years of CRB Index daily data are free to download as CSV or JSON directly from this page, with no login required. A free account unlocks the full history, an Excel export with factors, and API access.
How is CRB Index analysed statistically?
The Statistical Analysis section covers the return distribution, drawdowns, monthly seasonality, volatility clustering and tail-risk metrics.
Is the CRB Index data updated in real time?
CRB Index shows a live/intraday chart plus end-of-day historical data updated daily.

Free CRB Index historical data (last 10 years)

Browse or instantly download the last 10 years of CRB Index daily price history. A free account unlocks the full history, an Excel export with factors, and API access.

Download CSV (10y)Download JSON (10y)Full history, Excel & API (free account)

DateClose
2026-03-31565.32
2026-03-30564.57
2026-03-27563.73
2026-03-26561.93
2026-03-25561.43
2026-03-24559.95
2026-03-23556.64
2026-03-20555.9
2026-03-19557.04
2026-03-18559.08
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