Friday, May 06, 2022

Weekly Scoreboard*


S&P 500 4,093.50 -.7%























 

Weekly Market Wrap by Edward Jones.

Indices

  • DJIA 32,578.71 -1.1%
  • NASDAQ 12,034.17 -2.1%
  • Russell 2000 1,827.44 -1.6%
  • S&P 500 High Beta 66.88 -.22%
  • Goldman 50 Most Shorted 199.78 -3.4%
  • Wilshire 5000 41,064.60 -1.3%
  • Russell 1000 Growth 2,394.33 -1.96%
  • Russell 1000 Value 1,538.23 -.03%
  • S&P 500 Consumer Staples 793.21 -2.2%
  • MSCI Cyclicals-Defensives Spread 1,178.44 -.53%
  • NYSE Technology 3,023.18 -2.4%
  • Transports 14,784.35 -.32%
  • Utilities 1,000.11 -.4%
  • Bloomberg European Bank/Financial Services 69.65 -3.2%
  • MSCI Emerging Markets 40.93 -3.6%
  • HFRX Equity Hedge 1,467.14 +.19%
  • HFRX Equity Market Neutral 931.49 -.09%
Sentiment/Internals
  • NYSE Cumulative A/D Line 452,377 -.62%
  • Bloomberg New Highs-Lows Index -1,502 +53
  • Crude Oil Commercial Bullish % Net Position -36.1 -4.0%
  • CFTC Oil Net Speculative Position 316,063 +2.7%
  • CFTC Oil Total Open Interest 1,733,586 -.39%
  • Total Put/Call 1.09 -17.6%
  • OEX Put/Call 1.37 +5.3%
  • ISE Sentiment 100.0 +12.0 points
  • NYSE Arms 1.04 -46.6
  • Bloomberg Global Risk-On/Risk-Off Index 4,163.0 +143.0 points
  • Bloomberg Financial Conditions Index + Bubbles 2.45 -10.5%
  • Volatility(VIX) 31.75 -5.2%
  • CBOE S&P 500 Implied Correlation Index 51.51 -1.4%
  • G7 Currency Volatility (VXY) 10.6 +5.5%
  • Emerging Markets Currency Volatility (EM-VXY) 12.36 +2.49%
  • Smart Money Flow Index 13,753.71 -1.36%
  • ICI Money Mkt Mutual Fund Assets $4.512 Trillion +.05%
  • ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows -2.118 Million
  • AAII % Bulls 26.9 +64.0%
  • AAII % Bears 52.9 -10.9%
Futures Spot Prices
  • CRB Index 313.87 +1.8%
  • Crude Oil 110.22 +5.4%
  • Reformulated Gasoline 377.49 +9.6%
  • Natural Gas 8.0 +11.0%
  • Heating Oil 399.25 -10.6% 
  • Newcastle Coal 358.0 (1,000/metric ton) +19.7%
  • Gold 1,882.85 -.76%
  • Silver 22.34 -1.96%
  • S&P GSCI Industrial Metals Index 521.26 -3.8%
  • Copper 424.90 -3.1%
  • US No. 1 Heavy Melt Scrap Steel 535.0 USD/Metric Tonne -13.9%
  • China Iron Ore Spot 136.15 USD/Metric Tonne -6.1%
  • Lumber  843.50 -19.9%
  • UBS-Bloomberg Agriculture 1,627.13 -1.8%
  • US Gulf NOLA Potash Spot 815.0 USD/Short Ton -.61%
Economy
  • Atlanta Fed GDPNow Forecast +2.0% -.2 percentage point
  • ECRI Weekly Leading Economic Index Growth Rate +4.0% -.6 percentage point
  • Bloomberg US Recession Probability Next 12 Months 25.0% unch.
  • NY Fed Real-Time Weekly Economic Index 4.3 +.2%
  • US Economic Policy Uncertainty Index 107.9 -62.9%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 236.75 +.06%
  • Citi US Economic Surprise Index 20.3 -19.1 points
  • Citi Eurozone Economic Surprise Index 27.9 -15.2 points
  • Citi Emerging Markets Economic Surprise Index 41.0 -7.3 points
  • Fed Fund Futures imply 21.4%(n/a) chance of +0.0-25.0 basis point hike, 78.6%(unch.) chance of +25.0-50.0 basis point rate hike on 6/15
  • US Dollar Index 103.64 +.37%
  • MSCI Emerging Markets Currency Index 1,690.49 -.28%
  • Bitcoin/USD 35,966.0 -6.2%
  • Euro/Yen Carry Return Index 141.73 +.71%
  • Yield Curve(2s/10s) 42.5 +23.5 basis points
  • 10-Year US Treasury Yield 3.11% +22.0 basis points
  • Federal Reserve's Balance Sheet $8.903 Trillion +.02%
  • U.S. Sovereign Debt Credit Default Swap 17.6 +.4%
  • Illinois Municipal Debt Credit Default Swap 138.32 -.03%
  • Italian/German 10Y Yld Spread 200.0 +16.0 basis points
  • China Sovereign Debt Credit Default Swap 83.82 +7.6%
  • Brazil Sovereign Debt Credit Default Swap 236.43 +2.96%
  • Israel Sovereign Debt Credit Default Swap 40.81 +3.3%
  • South Korea Sovereign Debt Credit Default Swap 42.66 +6.8%
  • Russia Sovereign Debt Credit Default Swap 4,730.62 +27.6%
  • China Corp. High-Yield Bond USD ETF(KHYB) 29.18 -.38%
  • 10-Year TIPS Spread 2.88% -12.0 basis points
  • TED Spread 55.5 +9.5 basis points
  • 2-Year Swap Spread 32.75 -.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -18.75 +3.0 basis points
  • N. America Investment Grade Credit Default Swap Index 85.55 +2.9%
  • America Energy Sector High-Yield Credit Default Swap Index 356.0 +.02%
  • European Financial Sector Credit Default Swap Index 105.94 +4.5%
  • Emerging Markets Credit Default Swap Index 292.14 +3.3%
  • MBS 5/10 Treasury Spread 121.0 -2.0 basis points
  • Markit CMBX BBB-6 75.6 unch.
  • M2 Money Supply YoY % Change 9.9 unch.
  • Commercial Paper Outstanding 1,103.40 -.1%
  • 4-Week Moving Average of Jobless Claims 188,000 +4.4%
  • Continuing Claims Unemployment Rate 1.0% unch.
  • Kastle Back-to-Work Barometer(entries in secured buildings) 43.4 +7.2% 
  • Average 30-Year Fixed Home Mortgage Rate 5.42% unch.
  • Weekly Mortgage Applications 351,800 +2.5%
  • Weekly Retail Sales +14.1% +.4 percentage point
  • OpenTable US Seated Diners % Change from 2019 -5.9% -6.9 percentage points
  • Box Office Weekly Gross $120.5M -16.6%
  • Nationwide Gas $4.28/gallon +.16/gallon
  • Baltic Dry Index 2,644 +10.0%
  • China (Export) Containerized Freight Index 3,096.85 -.4%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 -16.7%
  • Truckstop.com Market Demand Index 111.91 +.5%
  • Rail Freight Carloads 273,727 +1.8%
  • TSA Total Traveler Throughput 2,234,701 +19.0%
  • US Covid-19:  142 infections/100K people(last 7 days total). 8.0%(+1.0 percentage point) of peak on 1/14/22  +27/100K people from prior week
  • US Covid-19:  New patient hospital admissions per 100K -89.7%(+1.5 percentage points) from peak 7-day avg. of 1/9/22-1/15/22
Best Performing Style
  •  Large-Cap Value unch.
Worst Performing Style
  •  Mid-Cap Growth -4.0%
Leading Sectors
  • Energy +9.2%
  • Disk Drives +6.4%
  • Oil Service +4.1%
  • Shipping +2.6%
  • Homebuilding +1.8%
Lagging Sectors
  • Gambling -5.6%
  • Digital Health -5.7%
  • Airlines -6.4%
  • Steel -7.7%
  • Cyber Security -8.3%
Weekly High-Volume Stock Gainers (14)
  • FNKO, GDYN, UNM, FRGE, VITL, NRG, NOG, KD, VST, MTZ, CWH, PXD and CRSR
Weekly High-Volume Stock Losers (58)
  • U, HAIN, SWTX, TMCI, CROX, PETS, TUP, ETSY, MDB, SPR, FRPT, BHVN, WSM, TFSL, HCC, MSTR, LEU, TNDM, BLL, RPD, INSP, ECOM, AXNX, TWLO, LYFT, CVNA, SG, ENV, NVRO, GBT, CRWD, COIN, CDLX, TTD, CGNX, BGS, DH, LUNG, TDC, FTDR, IHRT, RLAY, NWS, NWSA, RARE, HCP, CFLT, PACK, DISH, NET, ILMN, BILL, BE, GH, UAA and JYNT
ETFs
Stocks
*5-Day Change


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