Friday, February 17, 2023

Weekly Scoreboard*


S&P 500 4,075.76 -.31%

 

 

 

 

 

 

 

 

 

 

 

 

Weekly Market Wrap by Edward Jones.

Indices

  • DJIA 33,800.3 -.16%
  • NASDAQ 11,778.3 +.52%
  • Russell 2000 1,946.85 +1.4%
  • S&P 500 High Beta 73.2 -.12
  • Roundhill Meme Stock ETF 6.62 +6.6%
  • Goldman 50 Most Shorted 154.8 +3.1%
  • Wilshire 5000 41,211.4 -.04%
  • Russell 1000 Growth 2,366.34 +.08%
  • Russell 1000 Value 1,558.10 -.34%
  • S&P 500 Consumer Staples 768.90 +.84%
  • MSCI Cyclicals-Defensives Spread 1,131.5 +2.0%
  • NYSE Technology 3,007.46 +.2%
  • Transports 15,128.9 +.53%
  • Utilities 956.45 +1.11%
  • Bloomberg European Bank/Financial Services 89.1 +1.7%
  • MSCI Emerging Markets 39.60 -1.5%
  • HFRX Equity Hedge 1,471.4 -.03%
  • HFRX Equity Market Neutral 920.6 +.12%
Sentiment/Internals
  • NYSE Cumulative A/D Line 458,429 +.07%
  • Bloomberg New Highs-Lows Index 84 -17
  • Crude Oil Commercial Bullish % Net Position -30.8 n/a
  • CFTC Oil Net Speculative Position 249,799 n/a
  • CFTC Oil Total Open Interest 1,660,450 n/a
  • Total Put/Call 1.10 +7.8%
  • OEX Put/Call 1.60 +19.4%
  • ISE Sentiment 102.0 -19.0 points
  • NYSE Arms 1.14 +47.5
  • Bloomberg Global Risk-On/Risk-Off Index 61.6 +2.0%
  • Bloomberg US Financial Conditions Index 32.0 -10.0 basis points
  • Volatility(VIX) 20.1 -.93%
  • DJIA Intraday % Swing .83% -4.6%
  • CBOE S&P 500 Implied Correlation Index 35.0 -1.7%
  • G7 Currency Volatility (VXY) 10.2 -3.2%
  • Emerging Markets Currency Volatility (EM-VXY) 10.8 +2.1%
  • Smart Money Flow Index 14,223.8 +1.0%
  • NAAIM Exposure Index  81.4 -4.0
  • ICI Money Mkt Mutual Fund Assets $4.815 Trillion +.21%
  • ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows -$2.162 Million
  • AAII % Bulls 34.1 -9.1%
  • AAII % Bears 28.8 +15.2%
Futures Spot Prices
  • CRB Index 270.25 -.89%
  • Crude Oil 76.40/bbl. -4.3%
  • Reformulated Gasoline 240.39 -4.0%
  • Natural Gas 2.29 -12.5%
  • Dutch TTF Nat Gas(European benchmark) 49.0 euros/megawatt-hour -9.9%
  • Heating Oil 271.0 -5.7% 
  • Newcastle Coal 180.0 (1,000/metric ton) -12.6%
  • Gold 1,842.7 -1.2%
  • Silver 21.77 -1.1%
  • S&P GSCI Industrial Metals Index 457.3 -.57%
  • Copper 412.15 +2.5%
  • US No. 1 Heavy Melt Scrap Steel 415.0 USD/Metric Tonne -3.04%
  • China Iron Ore Spot 126.50 USD/Metric Tonne +5.3%
  • Lumber  381.50 -9.9%
  • UBS-Bloomberg Agriculture 1,574.22 +.06%
  • US Gulf NOLA Potash Spot 377.5 USD/Short Ton -1.6%
Economy
  • Atlanta Fed GDPNow 1Q Forecast +2.50% +34.0 basis points
  • ECRI Weekly Leading Economic Index Growth Rate -1.9% n/a
  • Bloomberg US Recession Probability Next 12 Months 65.0% unch.
  • NY Fed Real-Time Weekly Economic Index .93 -12.3%
  • US Economic Policy Uncertainty Index 257.8 +112.3%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 224.02 +.07:  Growth Rate +.2% -.1 percentage point, P/E 18.3 +.1
  • S&P 500 Current Year Estimated Profit Margin 12.42% +49.0 basis points
  • Citi US Economic Surprise Index 29.0 +4.9 points
  • Citi Eurozone Economic Surprise Index 79.4 -13.0 points
  • Citi Emerging Markets Economic Surprise Index 3.8 -2.3 points
  • Fed Fund Futures imply 0.0%(-0.0 percentage points) chance of no change, 81.9%(-8.9 percentage points) chance of +25.0 basis point hike to 4.75-5.0% and 18.1%(+8.9 percentage points) chance of +50.0 basis point hike to 5.0-5.25% on 3/22
  • US Dollar Index 103.91 +.33%
  • MSCI Emerging Markets Currency Index 1,679.05 -.51%
  • Bitcoin/USD 24,378.0 +11.7%
  • Euro/Yen Carry Return Index 148.98 +2.24%
  • Yield Curve(2s/10s) -80.0 -2.75 basis points
  • 10-Year US Treasury Yield 3.83% +9.0 basis points
  • Federal Reserve's Balance Sheet $8.349 Trillion -.6%
  • U.S. Sovereign Debt Credit Default Swap 33.54 -1.3%
  • Illinois Municipal Debt Credit Default Swap 160.83 +1.1%
  • Italian/German 10Y Yld Spread 186.0 +1.0 basis point
  • UK Sovereign Debt Credit Default Swap 22.9 +1.4%
  • China Sovereign Debt Credit Default Swap 64.52 +7.0%
  • Brazil Sovereign Debt Credit Default Swap 230.55 -1.7%
  • Israel Sovereign Debt Credit Default Swap 51.69 +1.5%
  • South Korea Sovereign Debt Credit Default Swap 43.1 +5.6%
  • China Corp. High-Yield Bond USD ETF(KHYB) 27.5 -.18%
  • Atlanta Fed Low Skill Wage Growth Tracker YoY +6.6% unch.
  • Zillow US All Homes Rent Index YoY +6.9% -80.0 basis points
  • US Urban Consumers Food CPI YoY +10.1% -40.0 basis points
  • CPI Core Services Ex-Rents YoY 6.22% +3.0 basis points
  • Cleveland Fed Inflation Nowcast Core PCE YoY +4.30% unch.: CPI YoY +6.24% -24.0 basis points
  • 10-Year TIPS Spread 2.37% +2.0 basis points
  • TED Spread 11.25 -7.0 basis points 
  • 2-Year Swap Spread 32.0 +4.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -7.75 +1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 74.01 +2.5%
  • America Energy Sector High-Yield Credit Default Swap Index 242.0 -1.1
  • Bloomberg TRACE # Distressed Bonds Traded 322.0 +9.0
  • European Financial Sector Credit Default Swap Index 85.4 -1.6%
  • Credit Suisse Subordinated 5Y Credit Default Swap 386.01 +4.0%
  • Emerging Markets Credit Default Swap Index 238.24 +1.3%
  • MBS 5/10 Treasury Spread 147.0 +5.0 basis points
  • Aggregate US CMBS Average OAS 1.00 -2.0 basis points
  • Avg. Auto ABS OAS .60 -6.0 basis points
  • M2 Money Supply YoY % Change -1.3% unch.
  • Commercial Paper Outstanding 1,255.7 -.4%
  • 4-Week Moving Average of Jobless Claims 189,500 +.27%
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Kastle Back-to-Work Barometer(entries in secured buildings) 48.6 +6.6%
  • Average 30-Year Fixed Home Mortgage Rate 6.79% +18.0 basis points
  • Weekly Mortgage Applications 230,400 -7.7%
  • Weekly Retail Sales +4.6% +30.0 basis points
  • OpenTable US Seated Diners % Change from 2019 -2.4% +10.5 percentage points
  • Box Office Weekly Gross $101.8M +7.1%
  • Nationwide Gas $3.42/gallon -.01/gallon
  • Baltic Dry Index 530.0 -12.0%
  • China (Export) Containerized Freight Index 1,094.0 -3.5%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 42.5 +13.3%
  • Truckstop.com Market Demand Index 44.6 +.7%
  • Rail Freight Carloads 240,590 +3.3%
  • TSA Total Traveler Throughput 2,327,313 +28.7%
Best Performing Style
  • Small-Cap Growth +1.2%
Worst Performing Style
  • Large-Cap Value -.6%
Leading Sectors
  • Retail +3.0%
  • Education +2.9%
  • Telecom +2.5%
  • Steel +2.2%
  • Gambling +1.8%
Lagging Sectors
  • Homebuilding -2.2%
  • Social Media -3.2%
  • Gold & Silver -5.2%
  • Oil Service -6.3%
  • Energy -7.1%
Weekly High-Volume Stock Gainers (21)
  • AMCX, ISEE, USM, DKNG, RETA, MD, AN, BFAM, HUBS, EBS, IRDM, INDI, TERN, DE, HCSG, HTGC, TVTX, ATR, HCC, BOWL and COLD
Weekly High-Volume Stock Losers (25)
  • DHI, MEOH, PTEN, EPAM, VICR, CHRD, AL, PXD, CHWY, DVN, ACLS, TOST, CPE, AEM, UFPI, SQM, ALB, DBX, CGNX, DH, PLL, CPS and XP
ETFs
Stocks
*5-Day Change

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