Friday, August 12, 2022

Weekly Scoreboard*


S&P 500 Index 4,263.87 +2.8%






















Weekly Market Wrap by Edward Jones.

Indices

  • DJIA 33,666.9 +2.68%
  • NASDAQ 12,999.57 +2.72%
  • Russell 2000 2,009.69 +4.5%
  • S&P 500 High Beta 71.82 +3.56%
  • Goldman 50 Most Shorted 236.0 +7.5%
  • Wilshire 5000 43,055.83 +3.09%
  • Russell 1000 Growth 2,562.71 +2.37%
  • Russell 1000 Value 1,569.52 +3.44%
  • S&P 500 Consumer Staples 780.51 +.84%
  • MSCI Cyclicals-Defensives Spread 1,172.58 +.24%
  • NYSE Technology 3,154.68 +1.85%
  • Transports 15,103.0 +3.49%
  • Utilities 1,036.95 +2.3%
  • Bloomberg European Bank/Financial Services 72.66 +2.4%
  • MSCI Emerging Markets 41.02 +2.5%
  • HFRX Equity Hedge 1,447.67 +.39%
  • HFRX Equity Market Neutral 905.62 -.20%
Sentiment/Internals
  • NYSE Cumulative A/D Line 446,674 +.82%
  • Bloomberg New Highs-Lows Index 79 +115
  • Crude Oil Commercial Bullish % Net Position -30.7 +5.0%
  • CFTC Oil Net Speculative Position 253,752 -2.1%
  • CFTC Oil Total Open Interest 1,606,910 +.59%
  • Total Put/Call .97 +9.5%
  • OEX Put/Call 2.38 +11.2%
  • ISE Sentiment 112.0 +18.0 points
  • NYSE Arms .99 +100.0
  • Bloomberg Global Risk-On/Risk-Off Index 3,823.0 +291.0 points
  • Bloomberg Financial Conditions Index + Bubbles 2.99 -2.0%
  • Volatility(VIX) 19.2 -8.8%
  • DJIA Intraday % Swing .45% -54.8%
  • CBOE S&P 500 Implied Correlation Index 41.1 -5.7%
  • G7 Currency Volatility (VXY) 9.2 -9.1%
  • Emerging Markets Currency Volatility (EM-VXY) 11.4 -5.3%
  • Smart Money Flow Index 15,552.46 -.37%
  • ICI Money Mkt Mutual Fund Assets $4.567 Trillion -.18%
  • ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows -$8.100 Million
  • AAII % Bulls 32.2 +5.2%
  • AAII % Bears 36.7 -5.7%
Futures Spot Prices
  • CRB Index 295.06 +4.99%
  • Crude Oil 92.32 +4.4%
  • Reformulated Gasoline 305.50 +6.4%
  • Natural Gas 8.77 +10.0%
  • Heating Oil 353.68 +10.6% 
  • Newcastle Coal 403.0 (1,000/metric ton) +13.5%
  • Gold 1,799.55 +1.2%
  • Silver 20.72 +3.3%
  • S&P GSCI Industrial Metals Index 453.59 +4.5%
  • Copper 367.0 +2.8%
  • US No. 1 Heavy Melt Scrap Steel 395.0 USD/Metric Tonne +7.05%
  • China Iron Ore Spot 109.90 USD/Metric Tonne -1.2%
  • Lumber  592.40 +23.9%
  • UBS-Bloomberg Agriculture 1,520.84 +3.7%
  • US Gulf NOLA Potash Spot 695.0 USD/Short Ton -1.4%
Economy
  • Atlanta Fed GDPNow Forecast +2.5% +.1 percentage point
  • ECRI Weekly Leading Economic Index Growth Rate -13.4% -.2 percentage point
  • Bloomberg US Recession Probability Next 12 Months 50.0% +10.0 percentage points
  • NY Fed Real-Time Weekly Economic Index 3.2 +1.3%
  • US Economic Policy Uncertainty Index 93.7 -62.6%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 236.39 -na:  Growth Rate +15.4% -na percentage point, P/E 18.0 +na point
  • Citi US Economic Surprise Index -25.2 +.2 point
  • Citi Eurozone Economic Surprise Index -47.8 +2.3 points
  • Citi Emerging Markets Economic Surprise Index 37.3 +14.0 points
  • Fed Fund Futures imply 0.0%(unch.) chance of +25.0 basis point rate hike, 55.5%(+23.5 percentage points) chance of +50.0 basis point hike, 44.5%(-23.5 percentage points) chance of +75.0 basis point hike on 9/21
  • US Dollar Index 105.68 -.74%
  • MSCI Emerging Markets Currency Index 1,667.08 +.33%
  • Bitcoin/USD 24,004.0 +3.2%
  • Euro/Yen Carry Return Index 141.13 -.24%
  • Yield Curve(2s/10s) -39.5 +.75 basis point
  • 10-Year US Treasury Yield 2.86% +3.0 basis points
  • Federal Reserve's Balance Sheet $8.843 Trillion -.05%
  • U.S. Sovereign Debt Credit Default Swap 19.72 -2.3%
  • Illinois Municipal Debt Credit Default Swap 200.74 +.03%
  • Italian/German 10Y Yld Spread 209.0 +2.0 basis points
  • China Sovereign Debt Credit Default Swap 71.63 -9.3%
  • Brazil Sovereign Debt Credit Default Swap 245.65 -9.9%
  • Israel Sovereign Debt Credit Default Swap 41.47 -6.0%
  • South Korea Sovereign Debt Credit Default Swap 33.99 -14.99%
  • Ukraine Sovereign Debt Credit Default Swap 10,047.64 -31.2%
  • China Corp. High-Yield Bond USD ETF(KHYB) 26.41 -.15%
  • 10-Year TIPS Spread 2.48% +1.0 basis point
  • TED Spread 37.25 -2.25 basis points
  • 2-Year Swap Spread 30.25 +4.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -18.5 -4.0 basis points
  • N. America Investment Grade Credit Default Swap Index 74.75 -6.9%
  • America Energy Sector High-Yield Credit Default Swap Index 346.0 -1.5%
  • European Financial Sector Credit Default Swap Index 100.08 -10.0%
  • Emerging Markets Credit Default Swap Index 279.90 -11.4%
  • MBS 5/10 Treasury Spread 114.0 -11.0 basis points
  • iShares CMBS ETF 48.15 +.06%
  • Avg. Auto ABS OAS .98 +1.0 basis point
  • M2 Money Supply YoY % Change 5.9 unch.
  • Commercial Paper Outstanding 1,176.80 +.7%
  • 4-Week Moving Average of Jobless Claims 252,000 +1.8%
  • Continuing Claims Unemployment Rate 1.0% unch.
  • Kastle Back-to-Work Barometer(entries in secured buildings) 43.64 -.86% 
  • Average 30-Year Fixed Home Mortgage Rate 5.54% +13.0 basis points
  • Weekly Mortgage Applications 279,800 +.21%
  • Weekly Retail Sales +10.4% -3.7 percentage points
  • OpenTable US Seated Diners % Change from 2019 -2.6% -3.5 percentage points
  • Box Office Weekly Gross $150.9M -22.1%
  • Nationwide Gas $3.98/gallon -.13/gallon
  • Baltic Dry Index 1,556 -.26%
  • China (Export) Containerized Freight Index 3,073.28 -2.9%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.50 unch.
  • Truckstop.com Market Demand Index 63.12 -3.2%
  • Rail Freight Carloads 269,953 -.89%
  • TSA Total Traveler Throughput 2,327,062 +7.3%
  • US Covid-19:  224 infections/100K people(last 7 days total). 12.9%(n/a) of peak on 1/14/22(1,740) +n/a/100K people from prior report
  • US Covid-19:  New patient hospital admissions per 100K -72.1%(n/a) from peak 7-day avg. of 1/9/22-1/15/22
Best Performing Style
  • Small-Cap Value +4.4%.
Worst Performing Style
  •  Mid-Cap Growth +2.6%
Leading Sectors
  • Alt Energy +8.9%
  • Oil Service +6.4%
  • Insurance +6.0%
  • Retail +5.9%
  • Energy +5.8%
Lagging Sectors
  • Biotech +.8%
  • Pharma -.2%
  • Video Gaming -.2%
  • Semis -.3%
  • Education -3.9%
Weekly High-Volume Stock Gainers (29)
  • ALT, PLL, LZ, EVGO, BBBY, CHPT, GLUE, VUZI, TOST, GFS, VERU, DKNG, ICPT, BLNK, STAA, LMND, AVNT, PCT, RLMD, MOD, BR, CION, BE, CAH, RXDX, ALB, CPRX, ENVX, BRCC and CRGY
Weekly High-Volume Stock Losers (6)
  • QDEL, GXO, ITCI, PTLO, CERT and FORG
ETFs
Stocks
*5-Day Change


No comments: