Friday, May 01, 2020

Weekly Scoreboard*

S&P 500 2,830.71 -.21%
























The Weekly Wrap by Briefing.com.
 
Indices
  • DJIA 23,723.69 -.22%
  • NASDAQ 8,604.95 -.34%
  • Russell 2000 1,260.48 +2.22%
  • S&P 500 High Beta 33.09 +1.82%
  • Goldman 50 Most Shorted 112.73 -.8%
  • Wilshire 5000 28,539.10 +.11%
  • Russell 1000 Growth 1,691.86 -.10%
  • Russell 1000 Value 1,055.63 +.05%
  • S&P 500 Consumer Staples 590.51 -1.95%
  • MSCI Cyclicals-Defensives Spread 1,125.36 +2.84%
  • NYSE Technology 2,143.44 -2.15%
  • Transports 8,144.86 +.65%
  • Utilities 759.08 -4.51%
  • Bloomberg European Bank/Financial Services 48.39 +8.6%
  • MSCI Emerging Markets 36.31 +.3%
  • HFRX Equity Hedge 1,146.03 +.62%
  • HFRX Equity Market Neutral 871.37 +.85%
Sentiment/Internals
  • NYSE Cumulative A/D Line 392,561 +1.55%
  • Bloomberg New Highs-Lows Index 40.0 +40
  • Commercial Bullish % Net Position -43.06 -6.93%
  • CFTC Oil Net Speculative Position 587,180 +14.98%
  • CFTC Oil Total Open Interest 2,276,638 -3.28%
  • Total Put/Call 1.17 +16.8%
  • OEX Put/Call 1.17 -5.6%
  • ISE Sentiment 61.0 -11.0
  • NYSE Arms 1.54 +30.3%
  • Volatility(VIX) 37.57 +7.77%
  • S&P 500 Implied Correlation 76.70 +6.0%
  • G7 Currency Volatility (VXY) 9.01 -7.99%
  • Emerging Markets Currency Volatility (EM-VXY) 11.82 -3.11%
  • Smart Money Flow Index 16,205.86 +.65%
  • ICI Money Mkt Mutual Fund Assets $4.734 Trillion +1.77%
  • ICI Domestic Equity Mutual Fund/ETFs Weekly Flows -$1.522 Million
  • AAII % Bulls 30.6 +23.1%
  • AAII % Bears 44.0 -11.9%
Futures Spot Prices
  • CRB Index 117.63 +4.32%
  • Crude Oil 19.77 +12.98%
  • Reformulated Gasoline 76.59 +8.74%
  • Natural Gas 1.89 +10.4%
  • Heating Oil 80.33 +18.7%
  • Gold 1,709.50 -2.2%
  • Bloomberg Base Metals Index 145.58 -1.09%
  • Copper 230.95 -2.27%
  • US No. 1 Heavy Melt Scrap Steel 244.0 USD/Metric Tonne unch.
  • China Iron Ore Spot 79.06 USD/Metric Tonne -1.92%
  • Lumber 332.80 +3.9%
  • UBS-Bloomberg Agriculture 790.31 +2.7%
Economy
  • Atlanta Fed GDPNow Forecast -12.05% -12.31 percentage points
  • ECRI Weekly Leading Economic Index Growth Rate -38.8% +3.1 percentage points
  • Bloomberg US Recession Probability Next 12 Months 100.0% unch.
  • Philly Fed ADS Real-Time Business Conditions Index -3.94 +10.2%
  • US Economic Policy Uncertainty Index 477.82 -14.5%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 142.35 -1.14%
  • Citi US Economic Surprise Index -128.0 -26.2 points
  • Citi Eurozone Economic Surprise Index -267.0 -47.3 points
  • Citi Emerging Markets Economic Surprise Index 9.0 +9.2 points
  • Fed Fund Futures imply 100.0% chance of no change, 0.0% chance of rate cut on 4/29
  • US Dollar Index 99.07 -1.21%
  • MSCI Emerging Markets Currency Index 1,574.95 +1.25%
  • Bitcoin/USD 8,729.50 +15.7%
  • Euro/Yen Carry Return Index 121.60 +.75%
  • Yield Curve 43.0 +5.75 basis points
  • 10-Year US Treasury Yield .63% +4.0 basis points
  • Federal Reserve's Balance Sheet $6.616 Trillion +1.25%
  • U.S. Sovereign Debt Credit Default Swap 22.16 -2.85%
  • Illinois Municipal Debt Credit Default Swap 510.52 -.09%
  • Italian/German 10Y Yld Spread 235.0 +3.75 basis points
  • China Sovereign Debt Credit Default Swap 47.97 -4.79%
  • Brazil Sovereign Debt Credit Default Swap 318.08 -13.5%
  • Israel Sovereign Debt Credit Default Swap 76.23 +.32%
  • South Korea Sovereign Debt Credit Default Swap 34.45 -11.4%
  • Russia Sovereign Debt Credit Default Swap 173.83 -2.23%
  • iBoxx Offshore RMB China Corporate High Yield Index 163.64 -1.02%
  • 10-Year TIPS Spread 1.06% -5.0 basis points
  • TED Spread 45.75 -42.75 basis points
  • 2-Year Swap Spread 13.0 -3.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap 6.0 -15.0 basis points
  • N. America Investment Grade Credit Default Swap Index 89.67 -4.33%
  • America Energy Sector High-Yield Credit Default Swap Index 1,312.0 +50.1%
  • European Financial Sector Credit Default Swap Index 103.84 -4.4%
  • Emerging Markets Credit Default Swap Index 349.10 -4.72%
  • Bloomberg Barclays US Aggregate CMBS Avg. OAS 1.72 -1.71%
  • Markit CMBX BBB-6 68.0 +1.96%
  • M1 Money Supply $4.873 Trillion +2.82%
  • Commercial Paper Outstanding 1,093.10 +2.3%
  • 4-Week Moving Average of Jobless Claims 5,033,250 -753,250
  • Continuing Claims Unemployment Rate 12.4% +140.0 basis points
  • Average 30-Year Mortgage Rate 3.23% -10.0 basis points
  • Weekly Mortgage Applications 743,400 -3.27%
  • Bloomberg Consumer Comfort 39.5 -1.9 points
  • Weekly Retail Sales -5.70% -130.0 basis points
  • Nationwide Gas $1.78/gallon -.01/gallon
  • Baltic Dry Index 635.0 -4.51%
  • China (Export) Containerized Freight Index 851.10 -3.74%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 87.50 -20.5%
  • Rail Freight Carloads 222,013 +3.9%
Best Performing Style
  • Small-Cap Value +3.2%
Worst Performing Style
  • Large-Cap Value -.1%
Leading Sectors
  • Homebuilding +10.9%
  • Education +7.5%
  • Airlines +7.4%
  • Gaming +6.0%
  • I-Banking +4.9%
Lagging Sectors
  • Medical Equipment -3.4% 
  • Pharma -3.6%
  • Video Gaming -3.8%
  • Biotech -4.4%
  • Utilities -4.7%
Weekly High-Volume Stock Gainers (8)
  • ARCT, LOCO, ASGN, BAND, ASIX, FBHS, CALX and LPLA
Weekly High-Volume Stock Losers (7)
  • NEO, NTUS, CINF, LRCX, HRC, INSG and KPTI
Weekly Charts
ETFs
Stocks
*5-Day Change

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