Friday, June 09, 2023

Weekly Scoreboard*


S&P 500 4,300.9 +.56%

 

 

 

 

 

 

 

 

 

 

 

 

Weekly Market Wrap by Edward Jones.

Indices

  • DJIA 33,905.8 +.43%
  • NASDAQ 13,278.0 +.3%
  • Russell 2000 1,864.26 +1.94%
  • NYSE FANG+ 7,454.2 +1.4% 
  • Roundhill Meme Stock ETF 34.4 +6.4%
  • Goldman 50 Most Shorted 147.3 +1.6%
  • Wilshire 5000 42,985.2 +.6%
  • Russell 1000 Growth 2,660.54 +.11%
  • Russell 1000 Value 1,515.37 +1.1%
  • S&P 500 Consumer Staples 764.3 -.35%
  • MSCI Cyclicals-Defensives Spread 1,217.05 -.13%
  • NYSE Technology 3,534.7 +1.1%
  • Transports 14,250.5 +.68%
  • Utilities 916.3 +1.8%
  • Bloomberg European Bank/Financial Services 81.0 +.62%
  • MSCI Emerging Markets 39.88 +.77%
  • HFRX Equity Hedge 1,484.5 +.27%
  • HFRX Equity Market Neutral 924.96 -.13%
Sentiment/Internals
  • NYSE Cumulative A/D Line 457,026 +1.1%
  • Nasdaq/NYSE Volume Ratio 8.3 -3.4%
  • Bloomberg New Highs-Lows Index 184 +242
  • Crude Oil Commercial Bullish % Net Position -20.6 +12.6%
  • CFTC Oil Net Speculative Position 162,591 -15.8%
  • CFTC Oil Total Open Interest 1,920,740 +3.94%
  • Total Put/Call .84 +4.1%
  • OEX Put/Call 1.75 -18.7%
  • ISE Sentiment 116.0 -10.0 points
  • NYSE Arms .81 +2.6%
  • Bloomberg Global Risk-On/Risk-Off Index 60.6 +4.8%
  • Bloomberg US Financial Conditions Index .13 -6.0 basis points
  • Bloomberg European Financial Conditions Index -4.13 +50.0 basis points
  • Volatility(VIX) 13.9 -5.7%
  • DJIA Intraday % Swing .55% -25.7%
  • CBOE S&P 500 Implied Correlation Index 20.0 -8.9%
  • G7 Currency Volatility (VXY) 7.5 -5.6%
  • Emerging Markets Currency Volatility (EM-VXY) 9.50 -1.1%
  • Smart Money Flow Index 13,601.9 +2.89%
  • NAAIM Exposure Index  90.1 +36.2
  • ICI Money Mkt Mutual Fund Assets $5.457 Trillion +.68%
  • ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows -$9.780 Million
  • AAII % Bulls 44.5 +52.9%
  • AAII % Bears 24.3 -34.0%
Futures Spot Prices
  • CRB Index 262.32 +1.0%
  • Crude Oil 70.30/bbl. -1.8%
  • Reformulated Gasoline 259.5 +4.1%
  • Natural Gas 2.26 +3.7%
  • Dutch TTF Nat Gas(European benchmark) 32.0 euros/megawatt-hour +36.2%
  • Heating Oil 236.4 +.29% 
  • Newcastle Coal 144.5 (1,000/metric ton) +4.7%
  • Gold 1,961.58 +.75%
  • Silver 24.27 +3.0%
  • S&P GSCI Industrial Metals Index 415.7 +.65%
  • Copper 377.5 +1.3%
  • US No. 1 Heavy Melt Scrap Steel 388.0 USD/Metric Tonne +1.0%
  • China Iron Ore Spot 109.9 USD/Metric Tonne +5.0%
  • CME Lumber  509.5 +6.6%
  • UBS-Bloomberg Agriculture 1,548.24 +1.3%
  • US Gulf NOLA Potash Spot 390.0 USD/Short Ton -1.3%
Economy
  • Atlanta Fed GDPNow 2Q Forecast +2.2% +24.0 basis points
  • NY Fed Real-Time Weekly Economic Index .96 +9.1%
  • US Economic Policy Uncertainty Index 47.6 -25.9%
  • S&P 500 Current Quarter EPS Growth Rate YoY(498 of 500 reporting) -2.7% +.3 percentage point
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 230.37 +.57:  Growth Rate +3.0% +.2 percentage point, P/E 18.6 +.4 
  • S&P 500 Current Year Estimated Profit Margin 12.23% -2.0 basis points
  • NYSE FANG+ Current Quarter EPS Growth Rate YoY(10 of 10 reporting) -2.7% unch.
  • NYSE FANG+ Blended Forward 12 Months Mean EPS Estimate 207.2 +1.58: Growth Rate +36.2% +1.1 percentage points, P/E 35.6 +.7
  • Citi US Economic Surprise Index 20.8 -13.1 points
  • Citi Eurozone Economic Surprise Index -91.9 -19.4 points
  • Citi Emerging Markets Economic Surprise Index 10.2 -10.2 points
  • Fed Fund Futures imply 0.0%(-0.0 percentage points) chance of -25.0 basis point cut to 4.75-5.0%, 72.4%(-2.3 percentage points) chance of no change, 27.6%(+2.3 percentage points) chance of +25.0 basis point hike to 5.25-5.50% on 6/14
  • US Dollar Index 103.5 .49%
  • MSCI Emerging Markets Currency Index 1,683.23 -.12%
  • Bitcoin/USD 26,455.1 -2.9%
  • Euro/Yen Carry Return Index 157.4 +.08%
  • Yield Curve(2s/10s) -85.0 -8.5 basis points
  • 10-Year US Treasury Yield 3.74% +4.0 basis points
  • Federal Reserve's Balance Sheet $8.353 Trillion +.04% 
  • Federal Reserve's Discount Window Usage $3.056 Billion -17.4%
  • U.S. Sovereign Debt Credit Default Swap 33.0 -6.1%
  • Illinois Municipal Debt Credit Default Swap 173.35 +1.3%
  • Italian/German 10Y Yld Spread 174.0 -2.0 basis points
  • UK Sovereign Debt Credit Default Swap 25.3 -4.0%
  • China Sovereign Debt Credit Default Swap 61.8 -3.5%
  • Brazil Sovereign Debt Credit Default Swap 195.27 -4.6%
  • Israel Sovereign Debt Credit Default Swap 60.3 -6.3%
  • South Korea Sovereign Debt Credit Default Swap 36.6 -.92%
  • China Corp. High-Yield Bond USD ETF(KHYB) 26.2 +1.1%
  • Atlanta Fed Low Skill Wage Growth Tracker YoY +6.4% +.1 percentage point
  • Zillow US All Homes Rent Index YoY +5.3% unch.
  • US Urban Consumers Food CPI YoY +7.6% unch.
  • CPI Core Services Ex-Shelter YoY +5.2% unch.
  • Cleveland Fed Inflation Nowcast Core PCE YoY +4.71% unch.: CPI YoY +4.13% +1.0 basis point
  • 10-Year TIPS Spread 2.21% +1.0 basis point
  • TED Spread 31.0 +16.25 basis points
  • 2-Year Swap Spread 19.75 +1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -22.75 -1.0 basis point
  • N. America Investment Grade Credit Default Swap Index 70.3 -2.5%
  • America Energy Sector High-Yield Credit Default Swap Index 225.0 -1.7
  • Bloomberg TRACE # Distressed Bonds Traded 425.0 -1.0
  • European Financial Sector Credit Default Swap Index 87.5 -1.0%
  • Deutsche Bank Subordinated 5Y Credit Default Swap 324.8 +.8%
  • Emerging Markets Credit Default Swap Index 219.5 -5.3%
  • MBS 5/10 Treasury Spread 165.0 -9.0 basis points
  • Bloomberg CMBS Investment Grade Bbb Average OAS 730.0 +7.0 basis points
  • Avg. Auto ABS OAS .86 -4.0 basis points
  • M2 Money Supply YoY % Change -4.6% unch.
  • Commercial Paper Outstanding 1,110.7 -.1%
  • 4-Week Moving Average of Jobless Claims 237,250 +3.3%
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Kastle Back-to-Work Barometer(entries in secured buildings) 47.6 -2.8%
  • Average 30-Year Fixed Home Mortgage Rate 7.05% +6.0 basis points
  • Weekly Mortgage Applications 194,700 -1.4%
  • Weekly Retail Sales +.6% -80.0 basis points
  • OpenTable US Seated Diners % Change YoY -4.0% -1.0 percentage point
  • Box Office Weekly Gross $12.3M -48.5%
  • Nationwide Gas $3.58/gallon +.02/gallon
  • Baltic Dry Index 1,215 -12.2%
  • China (Export) Containerized Freight Index 1,040 +13.2%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.5 +8.3%
  • Truckstop.com Market Demand Index 49.6 -.3%
  • Rail Freight Carloads 220,312 -10.3%
  • TSA Total Traveler Throughput 2,628,367 +18.3%
Best Performing Style
  • Small-Cap Value +2.0%
Worst Performing Style
  • Large-Cap Growth +.2%
Leading Sectors
  • Airlines +5.5%
  • Retail +3.3%
  • Homebuilding +3.2%
  • Regional Banks +2.6%
  • Steel +2.5%
Lagging Sectors
  • Foods -1.0%
  • Internet -1.0%
  • Education -1.2%
  • Restaurants -1.2%
  • Networking -1.9%
Weekly High-Volume Stock Gainers (30)
  • BRZE, AMPX, TRUP, TH, MRNS, IMGN, ANGO, ONON, DQ, XPOF, ETSY, TSLA, MTCH, IOT, CLFD, MX, PBR, FRO, PROK, PBR/A, ASAI, FUTU, ADBE, OPRA, GLW, NFLX, EQNR, SYM, CSAN, RUM, EXPI, AEHR, LSPD, AMD and SGH
Weekly High-Volume Stock Losers (11)
  • BLBD, FMC, DOCU, RPRX, PRME, NVCR, PATH, MTN, SMTC, SMG and FGEN
ETFs
Stocks
*5-Day Change

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