Friday, March 20, 2020

Weekly Scoreboard*

S&P 500 2,304.92 -15.0%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 19,173.98 -17.3%
  • NASDAQ 6,879.52 -12.6%
  • Russell 2000 1,013.89 -16.2%
  • S&P 500 High Beta 26.08 -17.9%
  • Goldman 50 Most Shorted 84.76 -15.5%
  • Wilshire 5000 23,105.30 -15.3%
  • Russell 1000 Growth 1,346.96 -14.3%
  • Russell 1000 Value 874.72 -16.4%
  • S&P 500 Consumer Staples 516.28 -11.3%
  • MSCI Cyclicals-Defensives Spread 1,097.68 -2.81%
  • NYSE Technology 1,703.39 -12.75%
  • Transports 6,837.72 -13.88%
  • Utilities 646.13 -15.3%
  • Bloomberg European Bank/Financial Services 46.35 -4.5%
  • MSCI Emerging Markets 31.41 -3.87%
  • HFRX Equity Hedge 1,073.14 -3.5%
  • HFRX Equity Market Neutral 875.65 -1.73%
Sentiment/Internals
  • NYSE Cumulative A/D Line 377,460 -1.35%
  • Bloomberg New Highs-Lows Index -2,922 +3,798
  • Commercial Bullish % Net Position -32.75 -.99%
  • CFTC Oil Net Speculative Position 387,397 -.25%
  • CFTC Oil Total Open Interest 2,220,972 +1.13%
  • Total Put/Call 1.24 -1.59%
  • OEX Put/Call 1.01 -12.0%
  • ISE Sentiment 38.0 -34
  • NYSE Arms 1.40 +268.42%
  • Volatility(VIX) 66.04 +14.2%
  • S&P 500 Implied Correlation 59.25 -28.74%
  • G7 Currency Volatility (VXY) 13.82 +18.12%
  • Emerging Markets Currency Volatility (EM-VXY) 14.46 +16.14%
  • Smart Money Flow Index 14,484.0 +5.97%
  • ICI Money Mkt Mutual Fund Assets $3.936 Trillion +4.2%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$17.254 Billion
  • AAII % Bulls 34.4 +15.5%
  • AAII % Bears 51.2 -.31%
Futures Spot Prices
  • CRB Index 123.88 -12.0%
  • Crude Oil 22.63 -31.28%
  • Reformulated Gasoline 60.54 -34.32%
  • Natural Gas 1.58 -14.82%
  • Heating Oil 100.63 -13.77%
  • Gold 1,484.60 -2.9%
  • Bloomberg Base Metals Index 144.6 -9.1%
  • Copper 217.15 -12.9%
  • US No. 1 Heavy Melt Scrap Steel 264.0 USD/Metric Tonne -1.1%
  • China Iron Ore Spot 84.65 USD/Metric Tonne -2.42%
  • Lumber 322.30 -3.42%
  • UBS-Bloomberg Agriculture 798.58 -1.32%
Economy
  • Atlanta Fed GDPNow Forecast +3.13% +8.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -4.4% -390.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 40.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -.1675 -14.73%
  • US Economic Policy Uncertainty Index 663.73 +173.5%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 172.46 -2.23%
  • Citi US Economic Surprise Index 45.3 -28.5 points
  • Citi Eurozone Economic Surprise Index 2.5 -11.7 points
  • Citi Emerging Markets Economic Surprise Index -36.3 -16.9 points
  • Fed Fund Futures imply n/a chance of no change, n/a chance of 100.0 basis point rate cut on 4/29
  • US Dollar Index 102.91 +4.21%
  • MSCI Emerging Markets Currency Index 1,552.85 -2.89%
  • Bitcoin/USD 6,275.11 +15.4%
  • Euro/Yen Carry Return Index 123.10 -1.19%
  • Yield Curve 75.0 +42.0 basis points
  • 10-Year US Treasury Yield .85% -8.0 basis points
  • Federal Reserve's Balance Sheet $4.630 Trillion +8.36%
  • U.S. Sovereign Debt Credit Default Swap 23.98 +31.4%
  • Illinois Municipal Debt Credit Default Swap 314.10 +88.8%
  • Italian/German 10Y Yld Spread 195.25 -38.75 basis points
  • China Sovereign Debt Credit Default Swap 70.30 -4.82%
  • Brazil Sovereign Debt Credit Default Swap 345.225 +31.5%
  • Israel Sovereign Debt Credit Default Swap 68.71 +10.78%
  • South Korea Sovereign Debt Credit Default Swap 53.4 +14.8%
  • Russia Sovereign Debt Credit Default Swap 269.06 +17.7%
  • iBoxx Offshore RMB China Corporate High Yield Index 170.85 -.31%
  • 10-Year TIPS Spread .76% -14.0 basis point
  • TED Spread 123.75 +76.25 basis points
  • 2-Year Swap Spread 19.5 +16.75 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap 84.0 +147.5 basis points
  • N. America Investment Grade Credit Default Swap Index 148.30 +37.99%
  • America Energy Sector High-Yield Credit Default Swap Index 1,519.0 +6.02%
  • European Financial Sector Credit Default Swap Index 134.09 +2.64%
  • Emerging Markets Credit Default Swap Index 406.13 +17.69%
  • Bloomberg Barclays US Aggregate CMBS Avg. OAS 1.54 +35.1%
  • M1 Money Supply $4.084 Trillion +.94%
  • Commercial Paper Outstanding 1,146.80 +1.6%
  • 4-Week Moving Average of Jobless Claims 232,250 +18,250
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 3.65% +29.0 basis points
  • Weekly Mortgage Applications 1,073.60 -8.4%
  • Bloomberg Consumer Comfort 63.0 +.3 point
  • Weekly Retail Sales +7.2% +120.0 basis points
  • Nationwide Gas $2.17/gallon -.23/gallon
  • Baltic Dry Index 630.0 +.32%
  • China (Export) Containerized Freight Index 894.23 -.47%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 125.0 +19.1%
  • Rail Freight Carloads 236,978 +1.90%
Best Performing Style
  • Large-Cap Growth -13.1%
Worst Performing Style
  • Mid-Cap Value -18.6%
Leading Sectors
  • Gold & Silver +2.6%
  • Biotech -4.8%
  • Video Gaming -7.5%
  • Foods -7.8%
  • Networking -7.8%
Lagging Sectors
  • Energy -21.4% 
  • REITs -22.6%
  • Gaming -24.3%
  • Homebuilding -27.0%
  • Airlines -37.4%
Weekly High-Volume Stock Gainers (18)
  • ARQT, BBIO, DK, EQM, CRWD, SAFE, ILMN, ZM, DOCU, SMAR, DRQ, EPAM, EOG, UNFI, MDLA, PZZA, EGOV and TDOC
Weekly High-Volume Stock Losers (103)
  • ORI, CDK, NVST, BLDR, CNK, COF, XEL, RCII, ETSY, GNTX, WY, SPAR, ALLY, EVOP, WAL, DNKN, PVH, RDFN, SRCL, KKR, VMC, HR, RCII, WAL, DNKN, TPR, JEF, VNO, SRCL, ACIW, UTF, CNK, CBT, KKR, GS, JKHY, PVH, EGBN, MIDD, EVTC, SEIC, ALC, EGBN, CRS, CNK, BOKF, MMP, ITRI, XOM, UHS, SHW, SCHL, NCR, HHC, WSM, LPX, PRI, IPG, MHK, FAF, THC, VSAT, HWC, GPN, EHC, T, AX, LAMR, HCA, MET, AEL, UTG, ABCB, KW, IBKC, LSXMA, PAYX, KSS, WSFS, MLM, TCBI, HOG, AWK, BHLB, DRI, IAA, CRY, ABM, WEX, ARES, WEC, IBTX, NWE, GPC, ACHC, AAN, GSBD, MIC, PFGC, SHOO, RMD, BECN, RDN, NXST, CAKE and EYE
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