 |
| S&P 500 4,392.59 -2.4% |
Weekly Market Wrap by Edward Jones.
Indices
- DJIA 34,451.23 -.38%
- NASDAQ 13,351.08 -3.9%
- Russell 2000 2,004.98 -.24%
- S&P 500 High Beta 71.5 -2.6%
- Goldman 50 Most Shorted 242.03 -1.0%
- Wilshire 5000 44,429.29 -2.1%
- Russell 1000 Growth 2,635.08 -3.9%
- Russell 1000 Value 1,627.87 -.51%
- S&P 500 Consumer Staples 824.51 +.55%
- MSCI Cyclicals-Defensives Spread 1,180.06 -.78%
- NYSE Technology 3,341.65 -4.8%
- Transports 14,844.14 +1.64%
- Utilities 1,061.63 -.6%
- Bloomberg European Bank/Financial Services 73.51 +2.4%
- MSCI Emerging Markets 45.0 -1.7%
- HFRX Equity Hedge 1,482.32 -.57%
- HFRX Equity Market Neutral 923.87 +.15%
Sentiment/Internals
- NYSE Cumulative A/D Line 463,952 -.69%
- Bloomberg New Highs-Lows Index 520 -549
- Crude Oil Commercial Bullish % Net Position -35.5 unch.
- CFTC Oil Net Speculative Position 308,594 -3.2%
- CFTC Oil Total Open Interest 1,823,366 +1.5%
- Total Put/Call .95 -11.0%
- OEX Put/Call 1.65 -14.5%
- ISE Sentiment 99.0 -22.0 points
- NYSE Arms .97 +70.2%
- Bloomberg Global Risk-On/Risk-Off Index 4,622.0 +111.0 points
- Bloomberg Financial Conditions Index + Bubbles 3.60 +4.8%
- Volatility(VIX) 22.2 +1.7%
- CBOE S&P 500 Implied Correlation Index 41.3 +8.9%
- G7 Currency Volatility (VXY) 8.23 +.48%
- Emerging Markets Currency Volatility (EM-VXY) 10.9 -1.8%
- Smart Money Flow Index 14,605.60 +1.2%
- ICI Money Mkt Mutual Fund Assets $4.560 Trillion n/a
- ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows +n/a Million
- AAII % Bulls 15.8 -36.0%
- AAII % Bears 48.4 +16.9%
Futures Spot Prices
- CRB Index 311.92 +4.6%
- Crude Oil 106.02 +7.2%
- Reformulated Gasoline 336.53 +7.7%
- Natural Gas 7.31 +11.6%
- Heating Oil 386.66 +15.7%
- Newcastle Coal 322.4 (1,000/metric ton) +7.6%
- Gold 1,972.54 +1.9%
- Silver 25.6 +3.4%
- S&P GSCI Industrial Metals Index 573.74 -1.1%
- Copper 471.55 -.05%
- US No. 1 Heavy Melt Scrap Steel 636.0 USD/Metric Tonne +.2%
- China Iron Ore Spot 156.65 USD/Metric Tonne +3.4
%
- Lumber 895.0 -.86%
- UBS-Bloomberg Agriculture 1,658.77 +3.2%
- US Gulf NOLA Potash Spot 830.0 USD/Short Ton unch.
Economy
- Atlanta Fed GDPNow Forecast +1.1% unch.
- ECRI Weekly Leading Economic Index Growth Rate +4.3% +.9 percentage points
- Bloomberg US Recession Probability Next 12 Months 25.0% unch.
- NY Fed Real-Time Weekly Economic Index 4.4 -6.4%
- US Economic Policy Uncertainty Index 96.06 -25.9%
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 234.35 +.13%
- Citi US Economic Surprise Index 55.6 -1.3 points
- Citi Eurozone Economic Surprise Index 30.7 -.3 point
- Citi Emerging Markets Economic Surprise Index 31.8 +4.2 points
- Fed Fund Futures imply 9.0%(-10.0 percentage points) chance of +0.0-25.0 basis point hike, 91.0%(+10.0 percentage points) chance of +25.0-50.0 basis point rate hike on 5/4
- US Dollar Index 100.32 +.74%
- MSCI Emerging Markets Currency Index 1,736.54 -.05%
- Bitcoin/USD 39,785 -5.8%
- Euro/Yen Carry Return Index 140.60 +1.1%
- Yield Curve(2s/10s) 37.0 +16.5 basis points
- 10-Year US Treasury Yield 2.83% +12.0 basis points
- Federal Reserve's Balance Sheet $8.901 Trillion n/a
- U.S. Sovereign Debt Credit Default Swap 16.25 -5.4%
- Illinois Municipal Debt Credit Default Swap 138.41 +4.0%
- Italian/German 10Y Yld Spread 164.0 -5.0 basis points
- China Sovereign Debt Credit Default Swap 66.80 +6.0%
- Brazil Sovereign Debt Credit Default Swap 218.48 +3.1%
- Israel Sovereign Debt Credit Default Swap 39.59 +2.8%
- South Korea Sovereign Debt Credit Default Swap 31.92 +7.0%
- Russia Sovereign Debt Credit Default Swap 10,755.51 -7.6%
- China Corp. High-Yield Bond USD ETF(KHYB) 29.5 -.74%
- 10-Year TIPS Spread 2.91% +3.0 basis points
- TED Spread 28.5 -3.0 basis points
- 2-Year Swap Spread 25.75 +.75 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -22.25 +.75 basis point
- N. America Investment Grade Credit Default Swap Index 72.62 +6.4%
- America Energy Sector High-Yield Credit Default Swap Index 332.0 +1.85%
- European Financial Sector Credit Default Swap Index 88.13 +.96%
- Emerging Markets Credit Default Swap Index 257.82 +9.0%
- MBS 5/10 Treasury Spread 116.0 +2.0 basis points
- Markit CMBX BBB-6 75.8 -.2%
- M2 Money Supply YoY % Change 11.0 unch.
- Commercial Paper Outstanding 1,066.8 n/a
- 4-Week Moving Average of Jobless Claims 172,250 +1.2%
- Continuing Claims Unemployment Rate 1.1% unch.
- Kastle Back-to-Work Barometer(entries in secured buildings) 43.1 +2.7%
- Average 30-Year Fixed Home Mortgage Rate 5.06% +2.0 basis points
- Weekly Mortgage Applications 393,500 -1.3%
- Weekly Retail Sales +13.4% +.3 percentage point
- OpenTable US Seated Diners % Change from 2019 -4.7% -.7 percentage point
- Box Office Weekly Gross $96.6M -7.7%
- Nationwide Gas $4.07/gallon -.07/gallon
- Baltic Dry Index 2,068 +.34%
- China (Export) Containerized Freight Index 3,117.7 -2.7%
- Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 32.5 +30.0%
- Truckstop.com Market Demand Index 104.40 -19.1%
- Rail Freight Carloads 271,884 +.61%
- TSA Total Traveler Throughput 2,040,285 -12.0%
- US Covid-19: 74 infections/100K people(last 7 days total). 4.0%(unch.) of peak on 1/14/22 +10/100K people from prior week
- US Covid-19: New patient hospital admissions per 100K -93.2%(+.3 percentage point) from peak 7-day avg. of 1/9/22-1/15/22
Best Performing Style
- Small-Cap Value +1.0%
Worst Performing Style
- Large-Cap Growth -3.1%
Leading Sectors
- Oil Service +6.4%
- Airlines +5.4%
- Shipping +4.5%
- Agriculture +4.2%
- Gold & Silver +4.1%
Lagging Sectors
- Video Gaming -3.9%
- Robotics -3.9%
- Semis -4.1%
- Software -4.7%
- Alt Energy -5.4%
Weekly High-Volume Stock Gainers (6)
- CXW, GNK, ROCC, ARIS, TPTX and RPRX
Weekly High-Volume Stock Losers (18)
- BAC, SNPS, IIVI, BBBY, DUOL, SAIA, MAX, XPO, FAST, LASR, VITL, IIPR, STT, GXO, BCRX, CLM, CSTL and CRF
ETFs
Stocks
*5-Day Change
No comments:
Post a Comment