Friday, March 06, 2020

Weekly Scoreboard*

S&P 500 2,972.37 +.61%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 25,864.78 +1.79%
  • NASDAQ 8,575.62 +.1%
  • Russell 2000 1,449.22 -1.84%
  • S&P 500 High Beta 37.99 -6.47%
  • Goldman 50 Most Shorted 128.21 -5.56%
  • Wilshire 5000 30,275.24 +.24%
  • Russell 1000 Growth 1,698.90 +.91%
  • Russell 1000 Value 1,184.05 -.16%
  • S&P 500 Consumer Staples 632.29 +6.23%
  • MSCI Cyclicals-Defensives Spread 1,117.31 -3.88%
  • NYSE Technology 2,140.87 -.20%
  • Transports 8,956.06 -460%
  • Utilities 901.70 +7.35%
  • Bloomberg European Bank/Financial Services 61.68 -9.01%
  • MSCI Emerging Markets 40.58 -2.17%
  • HFRX Equity Hedge 1,248.92 +.68%
  • HFRX Equity Market Neutral 929.60 -.64%
Sentiment/Internals
  • NYSE Cumulative A/D Line 389,321 -.28%
  • Bloomberg New Highs-Lows Index -993 +477
  • Bloomberg Crude Oil Net % Bulls 23.3 unch.
  • CFTC Oil Net Speculative Position 431,466 +4.78%
  • CFTC Oil Total Open Interest 2,179,833 +1.95%
  • Total Put/Call 1.19 -6.3%
  • OEX Put/Call 1.09 +38.2%
  • ISE Sentiment 68.0 -17
  • NYSE Arms 1.19 +88.89%
  • Volatility(VIX) 41.94 +4.56%
  • S&P 500 Implied Correlation 56.15 +14.4%
  • G7 Currency Volatility (VXY) 8.44 +17.4%
  • Emerging Markets Currency Volatility (EM-VXY) 8.60 +5.7%
  • Smart Money Flow Index 14,653.82 +10.24%
  • ICI Money Mkt Mutual Fund Assets $3.683 Trillion +1.36%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$13.536 Billion
  • AAII % Bulls 38.7 +27.3%
  • AAII % Bears 39.6 +1.3%
Futures Spot Prices
  • CRB Index 155.85 -2.26%
  • Crude Oil 41.28 -8.79%
  • Reformulated Gasoline 138.90 -6.54%
  • Natural Gas 1.71 +.41%
  • Heating Oil 138.52 -6.73%
  • Gold 1,672.40 +5.36%
  • Bloomberg Base Metals Index 163.0 +1.19%
  • Copper 256.0 +.39%
  • US No. 1 Heavy Melt Scrap Steel 278.0 USD/Metric Tonne +2.21%
  • China Iron Ore Spot 85.74 USD/Metric Tonne +.05%
  • Lumber 383.70 -4.53%
  • UBS-Bloomberg Agriculture 850.33 -1.51%
Economy
  • Atlanta Fed GDPNow Forecast +3.05% +46.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate +1.2% -140.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 25.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.0099 +43.1%
  • US Economic Policy Uncertainty Index 569.81 +557.2%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 178.11 -.03%
  • Citi US Economic Surprise Index 68.9 +12.7 points
  • Citi Eurozone Economic Surprise Index 8.2 +7.8 points
  • Citi Emerging Markets Economic Surprise Index -20.90 -36.3 points
  • Fed Fund Futures imply 0.0% chance of no change, 63.9% chance of 25.0 basis point rate cut on 3/18
  • US Dollar Index 95.94 -2.21%
  • MSCI Emerging Markets Currency Index 1,631.29 +.60%
  • Bitcoin/USD 9,122.48 +5.2%
  • Euro/Yen Carry Return Index 123.81 +.21%
  • Yield Curve 33.0 +9.0 basis points
  • 10-Year US Treasury Yield .75% -38.0 basis points
  • Federal Reserve's Balance Sheet $4.202 Trillion +2.0%
  • U.S. Sovereign Debt Credit Default Swap 16.84 +19.77%
  • Illinois Municipal Debt Credit Default Swap 152.94 +.01%
  • Italian/German 10Y Yld Spread 178.25 +4.0 basis points
  • China Sovereign Debt Credit Default Swap 52.30 +4.0%
  • Brazil Sovereign Debt Credit Default Swap 144.13 +9.21%
  • Israel Sovereign Debt Credit Default Swap 49.83 +5.08%
  • South Korea Sovereign Debt Credit Default Swap 37.27 +7.93%
  • Russia Sovereign Debt Credit Default Swap 109.72 +24.4%
  • iBoxx Offshore RMB China Corporate High Yield Index 171.70 +.28%
  • 10-Year TIPS Spread 1.31% -12.0 basis point
  • TED Spread 55.75 +36.25 basis points
  • 2-Year Swap Spread 11.75 +6.0 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -13.25 +3.5 basis points
  • N. America Investment Grade Credit Default Swap Index 83.76 +30.49%
  • America Energy Sector High-Yield Credit Default Swap Index 838.0 +35.40%
  • European Financial Sector Credit Default Swap Index 91.80 +24.1%
  • Emerging Markets Credit Default Swap Index 2263.60 +8.95%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $3.987 Trillion -.28%
  • Commercial Paper Outstanding 1,123.60 -.50%
  • 4-Week Moving Average of Jobless Claims 213,000 +3,250
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 3.29% -16.0 basis points
  • Weekly Mortgage Applications 754.10 +15.1%
  • Bloomberg Consumer Comfort 63.0 -.5 point
  • Weekly Retail Sales +5.40% +10.0 basis points
  • Nationwide Gas $2.40/gallon -.06/gallon
  • Baltic Dry Index 599.0 +12.0%
  • China (Export) Containerized Freight Index 905.40 n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 30.0 unch.
  • Rail Freight Carloads 242,949 -2.75%
Best Performing Style
  • Large-Cap Growth -1.5%
Worst Performing Style
  • Small-Cap Value -4.5%
Leading Sectors
  • Gold & Silver +8.3%
  • Utilities +4.2%
  • Video Gaming +4.0%
  • Healthcare Providers +3.9%
  • Drugs +3.3%
Lagging Sectors
  • Energy -9.2% 
  • Banks -10.2%
  • Airlines -10.4%
  • Gaming -12.6%
  • Oil Service -19.6%
Weekly High-Volume Stock Gainers (4)
  • INO, COG, KRMD and GILD
Weekly High-Volume Stock Losers (60)
  • BURL, LNG, CCL, IBKR, RCL, YMAB, TXG, KEM, ZEN, CWH, FHB, DK, IOTS, OUT, RRR, NCLH, CLH, SPLK, VRRM, MCK, CAR, URI, INSP, ERI, SABR, MYL, NXST, LAMR, HOG, CHNG, JPM, AQUA, EEFT, LPSN, USFD, COOP, TEX, TDG, UPLD, SHLX, LYV, PH, TYG, AIG, HRB, WSC, EXAS, GTN, PAA, HES, DCP, CEQP, SGRY, PXD, VNOM, BOOM, CVNA, OXY, CY and FANG
Weekly Charts
ETFs
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*5-Day Change

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