Friday, August 19, 2022

Weekly Scoreboard*

 

S&P 500 Index 4,228.90 -1.22%






















Weekly Market Wrap by Edward Jones.

Indices

  • DJIA 33,635.92 -.13%
  • NASDAQ 12,684.59 -2.58%
  • Russell 2000 1,958.79 -2.94%
  • S&P 500 High Beta 69.07 -4.40%
  • Goldman 50 Most Shorted 206.6 -12.0%
  • Wilshire 5000 42,477.92 -1.49%
  • Russell 1000 Growth 2,531.49 -1.69%
  • Russell 1000 Value 1,554.26 -1.25%
  • S&P 500 Consumer Staples 797.95 +1.92%
  • MSCI Cyclicals-Defensives Spread 1,172.89 -.60%
  • NYSE Technology 3,030.66 -4.42%
  • Transports 14,763.32 -2.4%
  • Utilities 1,054.79 +1.43%
  • Bloomberg European Bank/Financial Services 70.11 -3.54%
  • MSCI Emerging Markets 39.84 -2.8%
  • HFRX Equity Hedge 1,455.69 +.27%
  • HFRX Equity Market Neutral 907.57 -.04%
Sentiment/Internals
  • NYSE Cumulative A/D Line 467,984 +.28%
  • Bloomberg New Highs-Lows Index -31 -110
  • Crude Oil Commercial Bullish % Net Position -27.2 +11.3%
  • CFTC Oil Net Speculative Position 210,651 -17.0%
  • CFTC Oil Total Open Interest 1,570,131 -2.3%
  • Total Put/Call 1.0 +5.3%
  • OEX Put/Call 3.71 +19.4%
  • ISE Sentiment 86.0 +18.0 points
  • NYSE Arms .94 +46.7
  • Bloomberg Global Risk-On/Risk-Off Index 4,205.0 +381.0 points
  • Bloomberg Financial Conditions Index + Bubbles 2.85 -5.0%
  • Volatility(VIX) 20.8 +6.8%
  • DJIA Intraday % Swing .66% -40.4%
  • CBOE S&P 500 Implied Correlation Index 43.53 +5.0%
  • G7 Currency Volatility (VXY) 10.81 +17.6%
  • Emerging Markets Currency Volatility (EM-VXY) 12.2 +6.9%
  • Smart Money Flow Index 16,074.40 +5.2%
  • ICI Money Mkt Mutual Fund Assets $4.562 Trillion -.12%
  • ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows +$2.623 Million
  • AAII % Bulls 33.3 +3.4%
  • AAII % Bears 37.2 +1.4%
Futures Spot Prices
  • CRB Index 290.33 -1.1%
  • Crude Oil 90.75 -1.5%
  • Reformulated Gasoline 301.74 -1.3%
  • Natural Gas 9.33 +5.9%
  • Dutch TTF Nat Gas(European benchmark) 244.55 euros/megawatt-hour +19.1%
  • Heating Oil 370.49 +4.87% 
  • Newcastle Coal 433.0 (1,000/metric ton) 6.7%
  • Gold 1,747.98 -2.97%
  • Silver 19.08 -8.3%
  • S&P GSCI Industrial Metals Index 435.53 -1.9%
  • Copper 365.75 -.6%
  • US No. 1 Heavy Melt Scrap Steel 385.0 USD/Metric Tonne -2.53%
  • China Iron Ore Spot 102.50 USD/Metric Tonne -2.98%
  • Lumber  527.60 -10.4%
  • UBS-Bloomberg Agriculture 1,482.38 -2.8%
  • US Gulf NOLA Potash Spot 680.0 USD/Short Ton -2.2%
Economy
  • Atlanta Fed GDPNow Forecast +1.6% -.9 percentage point
  • ECRI Weekly Leading Economic Index Growth Rate -13.5% -.1 percentage point
  • Bloomberg US Recession Probability Next 12 Months 50.0% unch.
  • NY Fed Real-Time Weekly Economic Index 3.0 -10.8%
  • US Economic Policy Uncertainty Index 95.8 -13.5%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 236.64 +.25:  Growth Rate +15.6% +.2 percentage point, P/E 17.9 -.1 point
  • Citi US Economic Surprise Index -16.4 +8.8 points
  • Citi Eurozone Economic Surprise Index -51.4 -3.6 points
  • Citi Emerging Markets Economic Surprise Index 30.4 -6.9 points
  • Fed Fund Futures imply 0.0%(unch.) chance of +25.0 basis point rate hike, 54.5%(-1.0 percentage point) chance of +50.0 basis point hike, 45.5%(+1.0 percentage point) chance of +75.0 basis point hike on 9/21
  • US Dollar Index 108.05 +2.3%
  • MSCI Emerging Markets Currency Index 1,655.66 -.74%
  • Bitcoin/USD 21,439.0 -12.0%
  • Euro/Yen Carry Return Index 141.38 +.53%
  • Yield Curve(2s/10s) -28.25 +11.25 basis points
  • 10-Year US Treasury Yield 2.98% +12.0 basis points
  • Federal Reserve's Balance Sheet $8.814 Trillion -.33%
  • U.S. Sovereign Debt Credit Default Swap 20.98 +5.1%
  • Illinois Municipal Debt Credit Default Swap 200.69 -.02%
  • Italian/German 10Y Yld Spread 222.0 +13.0 basis points
  • China Sovereign Debt Credit Default Swap 70.92 -2.6%
  • Brazil Sovereign Debt Credit Default Swap 263.98 +8.5%
  • Israel Sovereign Debt Credit Default Swap 40.50 -2.4%
  • South Korea Sovereign Debt Credit Default Swap 35.23 +3.6%
  • Ukraine Sovereign Debt Credit Default Swap 10,047.64 n/a
  • China Corp. High-Yield Bond USD ETF(KHYB) 26.7 +1.1%
  • 1-Year TIPS Spread 2.72% -36.0 basis points
  • 10-Year TIPS Spread 2.56% +8.0 basis points
  • TED Spread 34.0 -3.25 basis points
  • 2-Year Swap Spread 34.5 +4.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -16.5 +2.0 basis points
  • N. America Investment Grade Credit Default Swap Index 80.50 +8.6%
  • America Energy Sector High-Yield Credit Default Swap Index 352.0 +2.8
  • Bloomberg TRACE # Distressed Bonds Traded 331.0 -3.0
  • European Financial Sector Credit Default Swap Index 110.23 +10.6%
  • Emerging Markets Credit Default Swap Index 323.19 +16.3%
  • MBS 5/10 Treasury Spread 133.0 +19.0 basis points
  • iShares CMBS ETF 48.08 -.17%
  • Avg. Auto ABS OAS .92 -7.0 basis points
  • M2 Money Supply YoY % Change 5.9 unch.
  • Commercial Paper Outstanding 1,189.90 +1.1%
  • 4-Week Moving Average of Jobless Claims 246,750 -1.1%
  • Continuing Claims Unemployment Rate 1.0% unch.
  • Kastle Back-to-Work Barometer(entries in secured buildings) 43.20 -1.01% 
  • Average 30-Year Fixed Home Mortgage Rate 5.66% +12.0 basis points
  • Weekly Mortgage Applications 273,300 -2.3%
  • Weekly Retail Sales +11.6% +1.2 percentage points
  • OpenTable US Seated Diners % Change from 2019 +2.1% +4.7 percentage points
  • Box Office Weekly Gross $136.9M -9.5%
  • Nationwide Gas $3.92/gallon -.06/gallon
  • Baltic Dry Index 1,320 -10.6%
  • China (Export) Containerized Freight Index 2,993.67 -2.6%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.50+30.8%
  • Truckstop.com Market Demand Index 55.52 -12.0%
  • Rail Freight Carloads 264,924 -.39%
  • TSA Total Traveler Throughput 2,320,085 +13.3%
  • US Covid-19:  203 infections/100K people(last 7 days total). 11.7%(-1.2 percentage points) of peak on 1/14/22(1,740) -21/100K people from prior report
  • US Covid-19:  New patient hospital admissions per 100K -73.6%(-1.5 percentage points) from peak 7-day avg. of 1/9/22-1/15/22
Best Performing Style
  • Large-Cap Value -1.3%
Worst Performing Style
  •  Small-Cap Growth -3.3%
Leading Sectors
  • Utilities +1.5%
  • Foods +1.2%
  • Computer Services +.5%
  • Energy +.4%
  • Insurance +.1%
Lagging Sectors
  • Homebuilders -5.2%
  • Social Media -5.6%
  • Airlines -5.6%
  • Gambling -5.8%
  • Alt Energy -11.2%
Weekly High-Volume Stock Gainers (3)
  • FL, ORI and CQP
Weekly High-Volume Stock Losers (41)
  • HIW, ENFN, STAA, CARG, FRPT, RAMP, KSS, TASK, CELH, INFA, BE, PBT, ITRI, KAR, AAL, EXAS, SKYW, TWLO, AMC, EPR, APP, FSLY, SMG, RVLV, XMTR, TREE, ETSY, ENVX, OSTK, CHPT, LMND, BYND, COIN, MSTR, BMBL, SYM, RDFN, TPIC, ASAN, MARA and AFRM
ETFs
Stocks
*5-Day Change

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