- S&P 500 Current Quarter EPS Growth Rate YoY(2 of 500 reporting) +13.1% unch.
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 242.88 -.06: Growth Rate +11.5% -.1 percentage point, P/E 19.1 unch.
- S&P 500 Current Year Estimated Profit Margin 12.09% 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 293.0 +6.8: Growth Rate +37.4% +.1 percentage point, P/E 28.8 +.3
- Bloomberg US Financial Conditions Index .54 -9.0 basis points
- Bloomberg Euro-Zone Financial Conditions Index .42 +8.0 basis points
- US Yield Curve -43.0 basis points (2s/10s) +9.5 basis points
- US Atlanta Fed 4Q GDPNow Forecast +1.25% unch.
- US Recession Within 6 Months Probability(3M/18M Forward Yld Curve Spread) 53.9% -1.6 percentage points
- Cleveland Fed Inflation Nowcast Core PCE YoY +3.43% unch.: CPI YoY +3.38% unch.
- 10-Year TIPS Spread 2.17 -1.0 basis point
- Highest target rate probability for Jan. 31st FOMC meeting: 81.9%(-11.3 percentage points) chance of 5.25%-5.5%. Highest target rate probability for March 20th meeting: 62.8%(+23.1 percentage points) chance of 5.0%-5.25%.
Overseas Futures:
- Nikkei 225 Futures: Indicating -81 open in Japan
- China A50 Futures: Indicating +48 open in China
- DAX Futures: Indicating +115 open in Germany
Portfolio:
- Higher: On gains in my industrial/tech/transport/consumer discretionary sector longs
- Disclosed Trades: Covered some of my (IWM)/(QQQ) hedges and added consumer discretionary sector longs
- Market Exposure: Moved to 100% Net Long
No comments:
Post a Comment