Friday, March 13, 2020

Weekly Scoreboard*

S&P 500 2,711.02 -8.8%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 23,185.62 -10.4%
  • NASDAQ 7,874.87 -8.2%
  • Russell 2000 1,210.14 -16.5%
  • S&P 500 High Beta 31.76 -16.4%
  • Goldman 50 Most Shorted 100.29 -13.6%
  • Wilshire 5000 27,288.33 -9.87%
  • Russell 1000 Growth 1,572.33 -7.45%
  • Russell 1000 Value 1,046.62 -11.6%
  • S&P 500 Consumer Staples 582.16 -7.93%
  • MSCI Cyclicals-Defensives Spread 1,101.56 -.7%
  • NYSE Technology 1,952.27 -8.81%
  • Transports 7,939.40 -11.35%
  • Utilities 762.60 -15.43%
  • Bloomberg European Bank/Financial Services 48.97 -20.8%
  • MSCI Emerging Markets 36.74 -1.98%
  • HFRX Equity Hedge 1,152.01 -4.2%
  • HFRX Equity Market Neutral 905.18 -1.64%
Sentiment/Internals
  • NYSE Cumulative A/D Line 382,633 -1.72%
  • Bloomberg New Highs-Lows Index -6,720 -5,727
  • Bloomberg Crude Oil Net % Bulls 23.3 unch.
  • CFTC Oil Net Speculative Position 388,369 -9.99%
  • CFTC Oil Total Open Interest 2,196,089 +.75%
  • Total Put/Call 1.26 +5.88%
  • OEX Put/Call 1.17 +15.31%
  • ISE Sentiment 72.0 -4
  • NYSE Arms .38 -68.1%
  • Volatility(VIX) 57.83 +37.9%
  • S&P 500 Implied Correlation 83.15 +48.1%
  • G7 Currency Volatility (VXY) 11.70 +38.63%
  • Emerging Markets Currency Volatility (EM-VXY) 12.45 +44.77%
  • Smart Money Flow Index 13,668.65 -6.72%
  • ICI Money Mkt Mutual Fund Assets $3.777 Trillion +2.55%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$13.794 Billion
  • AAII % Bulls 29.7 -23.2%
  • AAII % Bears 51.3 +29.4%
Futures Spot Prices
  • CRB Index 140.84 -9.63%
  • Crude Oil 31.73 -23.7%
  • Reformulated Gasoline 89.92 -35.4%
  • Natural Gas 1.87 +7.97%
  • Heating Oil 113.74 -18.27%
  • Gold 1,516.70 -9.41%
  • Bloomberg Base Metals Index 160.0 -1.8%
  • Copper 246.40 -3.52%
  • US No. 1 Heavy Melt Scrap Steel 267.0 USD/Metric Tonne -3.96%
  • China Iron Ore Spot 88.95 USD/Metric Tonne +4.71%
  • Lumber 343.0 -10.6%
  • UBS-Bloomberg Agriculture 809.26 -4.83%
Economy
  • Atlanta Fed GDPNow Forecast +3.05% unch.
  • ECRI Weekly Leading Economic Index Growth Rate -.5% -170.0 basis points
  • Bloomberg US Recession Probability Next 12 Months 40.0% +15.0 percentage points
  • Philly Fed ADS Real-Time Business Conditions Index .0311 +7.2%
  • US Economic Policy Uncertainty Index 189.40 +55.2%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 176.39 -.97%
  • Citi US Economic Surprise Index 73.8 +4.9 points
  • Citi Eurozone Economic Surprise Index 14.2 +6.0 points
  • Citi Emerging Markets Economic Surprise Index -19.40 +1.5 points
  • Fed Fund Futures imply 0.0% chance of no change, 67.9% chance of 100.0 basis point rate cut on 3/18
  • US Dollar Index 98.75 +2.75%
  • MSCI Emerging Markets Currency Index 1,597.38 -1.83%
  • Bitcoin/USD 5,114.18 -44.0%
  • Euro/Yen Carry Return Index 124.29 +.71%
  • Yield Curve 33.0 unch.
  • 10-Year US Treasury Yield .93% +18.0 basis points
  • Federal Reserve's Balance Sheet $4.272 Trillion +1.67%
  • U.S. Sovereign Debt Credit Default Swap 18.46 +9.62%
  • Illinois Municipal Debt Credit Default Swap 166.35 +8.76%
  • Italian/German 10Y Yld Spread 233.0 -54.75 basis points
  • China Sovereign Debt Credit Default Swap 73.74 +41.5%
  • Brazil Sovereign Debt Credit Default Swap 280.21 +95.4%
  • Israel Sovereign Debt Credit Default Swap 62.02 +24.5%
  • South Korea Sovereign Debt Credit Default Swap 46.52 +25.0%
  • Russia Sovereign Debt Credit Default Swap 228.56 +108.3%
  • iBoxx Offshore RMB China Corporate High Yield Index 171.38 -.19%
  • 10-Year TIPS Spread .90% -41.0 basis point
  • TED Spread 47.75 -8.0 basis points
  • 2-Year Swap Spread 3.75 -8.0 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -63.5 -50.25 basis points
  • N. America Investment Grade Credit Default Swap Index 115.64 +47.6%
  • America Energy Sector High-Yield Credit Default Swap Index 1,418.0 +69.4%
  • European Financial Sector Credit Default Swap Index 128.40 +39.7%
  • Emerging Markets Credit Default Swap Index 357.88 +35.2%
  • CMBS AAA Super Senior 10-Year Treasury Spread to Swaps 180.0 unch.
  • M1 Money Supply $4.046 Trillion +1.45%
  • Commercial Paper Outstanding 1,128.90 +.50%
  • 4-Week Moving Average of Jobless Claims 214,000 +1,000
  • Continuing Claims Unemployment Rate 1.2% unch.
  • Average 30-Year Mortgage Rate 3.36% +7.0 basis points
  • Weekly Mortgage Applications 1,172.10 +55.4%
  • Bloomberg Consumer Comfort 62.7 -.3 point
  • Weekly Retail Sales +6.0% +60.0 basis points
  • Nationwide Gas $2.40/gallon -.06/gallon
  • Baltic Dry Index 633.0 +2.44%
  • China (Export) Containerized Freight Index 898.44 -3.78%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 160.0+133.3%
  • Rail Freight Carloads 232,561 -4.34%
Best Performing Style
  • Large-Cap Growth -12.7%
Worst Performing Style
  • Small-Cap Value -20.7%
Leading Sectors
  • Shipping -4.0%
  • Drugs -9.9%
  • Software -11.0%
  • Video Gaming -12.0%
  • Healthcare Providers -12.5%
Lagging Sectors
  • Airlines -24.8% 
  • Homebuilding -29.2%
  • Gold & Silver -30.4%
  • Energy -32.5%
  • Oil Service -41.5%
Weekly High-Volume Stock Gainers (5)
  • DSSI, COG, PINC, INSW and FCN
Weekly High-Volume Stock Losers (28)
  • VIRT, SRG, MPLX, PENN, USFD, KREF, AVGO, ZBH, AXNX, MGM, GMED, MHK, QTWO, SEAS, LGND, DKS, OMER, JBLU, INSP, ESPR, JBLU, PFSI, ESPR, GLPI, PEN, AIR, RWT, WORK and PLAY
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