- S&P 500 Current Quarter EPS Growth Rate YoY(17 of 500 reporting) +13.5% unch.
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 243.14 +.07: Growth Rate +11.7% +.1 percentage point, P/E 19.7 unch.
- S&P 500 Current Year Estimated Profit Margin 12.04% unch.
- NYSE FANG+ Current Quarter EPS Growth Rate YoY(0 of 10 reporting) +0.0% -0.0 percentage points
- NYSE FANG+ Blended Forward 12 Months Mean EPS Estimate 288.93 +.16: Growth Rate +35.5% +.1 percentage point, P/E 30.4 -.1
- Bloomberg US Financial Conditions Index n/a
- Bloomberg Euro-Zone Financial Conditions Index .36 +12.0 basis points
- US Yield Curve -40.0 basis points (2s/10s) +3.25 basis points
- US Atlanta Fed 4Q GDPNow Forecast +2.26% unch.
- US Recession Within 6 Months Probability(3M/18M Forward Yld Curve Spread) 67.8% -1.4 percentage points
- Cleveland Fed Inflation Nowcast Core PCE YoY +3.02% unch.: CPI YoY +3.32% unch.
- 10-Year TIPS Spread 2.18 +1.0 basis point
- Highest target rate probability for March 20th FOMC meeting: 74.2%(+1.4 percentage points) chance of 5.0%-5.25%. Highest target rate probability for May 1st meeting: 72.8%(+2.2 percentage points) chance of 4.75%-5.0%.
Overseas Futures:
- Nikkei 225 Futures: Indicating -179 open in Japan
- China A50 Futures: Indicating +14 open in China
- DAX Futures: Indicating +150 open in Germany
Portfolio:
- Slightly Lower: On losses in my tech/consumer discretionary/transport sector longs
- Disclosed Trades: Added to my (IWM)/(QQQ) hedges
- Market Exposure: Moved to 50% Net Long
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