Friday, March 27, 2020

Weekly Scoreboard*

S&P 500 2,541.47 +10.3%


























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 21,636.78 +12.8%
  • NASDAQ 7,502.38 +9.1%
  • Russell 2000 1,131.99 +11.7%
  • S&P 500 High Beta 29.1 +11.6%
  • Goldman 50 Most Shorted 93.64 +11.6%
  • Wilshire 5000 25,585.47 +10.7%
  • Russell 1000 Growth 1,484.56 +10.2%
  • Russell 1000 Value 972.11 +11.14%
  • S&P 500 Consumer Staples 550.05 +6.54%
  • MSCI Cyclicals-Defensives Spread 1,144.36 +3.53%
  • NYSE Technology 1,888.56 +10.9%
  • Transports 7,699.18 +12.6%
  • Utilities 758.93 +17.5%
  • Bloomberg European Bank/Financial Services 49.14 +4.8%
  • MSCI Emerging Markets 33.73 +9.2%
  • HFRX Equity Hedge 1,093.96 +2.1%
  • HFRX Equity Market Neutral 903.18 +3.8%
Sentiment/Internals
  • NYSE Cumulative A/D Line 381,975 +1.2%
  • Bloomberg New Highs-Lows Index -214 +2,708
  • Commercial Bullish % Net Position -35.68 -8.95%
  • CFTC Oil Net Speculative Position 440,237 +13.6%
  • CFTC Oil Total Open Interest 2,154,450 -3.0%
  • Total Put/Call 1.06 -14.5%
  • OEX Put/Call .97 +20.1%
  • ISE Sentiment 85.0 +47
  • NYSE Arms 1.78 +27.1%
  • Volatility(VIX) 65.54 -.76%
  • S&P 500 Implied Correlation 73.97 +24.8%
  • G7 Currency Volatility (VXY) 11.60 -16.1%
  • Emerging Markets Currency Volatility (EM-VXY) 12.7 -12.38%
  • Smart Money Flow Index 15,680.72 +8.26%
  • ICI Money Mkt Mutual Fund Assets $4.222 Trillion +7.3%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows +$17.618 Billion
  • AAII % Bulls 32.9 -4.2%
  • AAII % Bears 52.1 +1.8%
Futures Spot Prices
  • CRB Index 123.88 unch.
  • Crude Oil 21.51 +8.42%
  • Reformulated Gasoline 57.37 -8.27%
  • Natural Gas 1.67 +5.96%
  • Heating Oil 106.85 +6.0%
  • Gold 1,625.0 +8.25%
  • Bloomberg Base Metals Index 142.75 -1.25%
  • Copper 217.20 +.88%
  • US No. 1 Heavy Melt Scrap Steel 255.0 USD/Metric Tonne -3.41%
  • China Iron Ore Spot 84.77 USD/Metric Tonne +.83%
  • Lumber 311.30 -2.47%
  • UBS-Bloomberg Agriculture 812.14 +1.7%
Economy
  • Atlanta Fed GDPNow Forecast +2.68% -45.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -15.5% -1,110.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 40.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -14.31 -4.39%
  • US Economic Policy Uncertainty Index 729.13 +33.8%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 167.79 -2.71%
  • Citi US Economic Surprise Index -1.3 -46.6 points
  • Citi Eurozone Economic Surprise Index -57.7 -60.2 points
  • Citi Emerging Markets Economic Surprise Index -24.2 +12.1 points
  • Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate cut on 4/29
  • US Dollar Index 98.34 -3.5%
  • MSCI Emerging Markets Currency Index 1,570.30 +.39%
  • Bitcoin/USD 6,682.95 +11.5%
  • Euro/Yen Carry Return Index 124.57 +1.26%
  • Yield Curve 53.0 -22.0 basis points
  • 10-Year US Treasury Yield .71% -14.0 basis points
  • Federal Reserve's Balance Sheet $5.216 Trillion +12.7%
  • U.S. Sovereign Debt Credit Default Swap 22.48 -6.3%
  • Illinois Municipal Debt Credit Default Swap 313.92 -.06%
  • Italian/German 10Y Yld Spread 180.0 -15.25 basis points
  • China Sovereign Debt Credit Default Swap 50.80 -27.8%
  • Brazil Sovereign Debt Credit Default Swap 263.36 -22.8%
  • Israel Sovereign Debt Credit Default Swap 75.05 +9.2%
  • South Korea Sovereign Debt Credit Default Swap 36.17 -32.3%
  • Russia Sovereign Debt Credit Default Swap 202.65 -24.7%
  • iBoxx Offshore RMB China Corporate High Yield Index 169.94 -.53%
  • 10-Year TIPS Spread .93% +17.0 basis points
  • TED Spread 142.0 +19.25 basis points
  • 2-Year Swap Spread 25.5 +6.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap 23.5 -60.5 basis points
  • N. America Investment Grade Credit Default Swap Index 148.30 -28.7%
  • America Energy Sector High-Yield Credit Default Swap Index 1,334.0 -11.2%
  • European Financial Sector Credit Default Swap Index 110.84 -17.4%
  • Emerging Markets Credit Default Swap Index 341.33 -16.5%
  • Bloomberg Barclays US Aggregate CMBS Avg. OAS 2.44 +58.4%
  • M1 Money Supply $4.150 Trillion +1.58%
  • Commercial Paper Outstanding 1,111.70 -3.1%
  • 4-Week Moving Average of Jobless Claims 998,250 +766,000
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 3.5% -15.0 basis points
  • Weekly Mortgage Applications 758,400 -29.4%
  • Bloomberg Consumer Comfort 59.7 -3.3 points
  • Weekly Retail Sales +7.9% +70.0 basis points
  • Nationwide Gas $2.05/gallon -.23/gallon
  • Baltic Dry Index 569.0 -9.89%
  • China (Export) Containerized Freight Index 897.69 +.39%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 87.50 -30.0%
  • Rail Freight Carloads 235,918 -.45%
Best Performing Style
  • Mid-Cap Value +14.9%
Worst Performing Style
  • Large-Cap Growth +11.8%
Leading Sectors
  • Airlines +28.0%
  • Homebuilding +23.6%
  • Disk Drives +20.5%
  • Utilities +20.4%
  • Defense +19.4%
Lagging Sectors
  • Biotech +8.8% 
  • Retail +8.1%
  • Pharma +7.8%
  • Telecom +3.5%
  • Coal -13.6%
Weekly High-Volume Stock Gainers (39)
  • KREF, CDZI, GOOD, LOB, RNG, LSI, VAPO, ZM, EXR, TDOC, LVGO, AMH, DXCM, AVB, ETV, UNM, MAA, PRI, MLHR, TWOU, HHC, SCI, PCI, VTR, NWE, IIV, FR, ARNA, ESS, SO, FLOW, MAIN, EGP, DSSI, REXR, GSBD, BHK, OGE and CXP
Weekly High-Volume Stock Losers (15)
  • WM, CRY, FUL, IBTX, PRFT, TCBI, FHB, AMN, ENR, FOXF, LGND, PD, HCC, JWN, KTB and CAKE
Weekly Charts
ETFs
Stocks
*5-Day Change

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