Friday, April 28, 2023

Weekly Scoreboard*


S&P 500 4,158.42 +.8%

 

 

 

 

 

 

 

 

 

 

 

 

Weekly Market Wrap by Edward Jones.

Indices

  • DJIA 34,018.76 +.78%
  • NASDAQ 12,196.2 +1.07%
  • Russell 2000 1,767.24 -1.09%
  • NYSE FANG+ 6,100.16 +2.6% 
  • Roundhill Meme Stock ETF 6.05 -5.4%
  • Goldman 50 Most Shorted 137.73 -.31%
  • Wilshire 5000 41,4511.0 +.53%
  • Russell 1000 Growth 2,479.13 +.98%
  • Russell 1000 Value 1,521.63 +.28%
  • S&P 500 Consumer Staples 805.5 +1.1%
  • MSCI Cyclicals-Defensives Spread 1,091.26 +1.17%
  • NYSE Technology 3,082.61 +.33%
  • Transports 14,021.2 -2.3%
  • Utilities 959.55 -.95%
  • Bloomberg European Bank/Financial Services 79.5 -2.5%
  • MSCI Emerging Markets 39.17 +.29%
  • HFRX Equity Hedge 1,460.59 -.19%
  • HFRX Equity Market Neutral 923.36 +.06%
Sentiment/Internals
  • NYSE Cumulative A/D Line 455,465 -.39%
  • Nasdaq/NYSE Volume Ratio 8.8 -4.3%
  • Bloomberg New Highs-Lows Index -181 -159
  • Crude Oil Commercial Bullish % Net Position -28.1 -5.2%
  • CFTC Oil Net Speculative Position 244,575 +3.8%
  • CFTC Oil Total Open Interest 1,913,192 +2.0%
  • Total Put/Call .95 +3.3%
  • OEX Put/Call .94 -40.2%
  • ISE Sentiment 103.0 -4.0 points
  • NYSE Arms 1.05 +7.5%
  • Bloomberg Global Risk-On/Risk-Off Index 55.5 -3.5%
  • Bloomberg US Financial Conditions Index .05 -7.0 basis points
  • Bloomberg European Financial Conditions Index -4.49 -21.0 basis points
  • Volatility(VIX) 16.0 -4.1%
  • DJIA Intraday % Swing 1.05% +110.0%
  • CBOE S&P 500 Implied Correlation Index 33.2 +.6%
  • G7 Currency Volatility (VXY) 8.64 -1.9%
  • Emerging Markets Currency Volatility (EM-VXY) 9.85 -1.1%
  • Smart Money Flow Index 13,144.83 -2.9%
  • NAAIM Exposure Index  50.8 -27.5
  • ICI Money Mkt Mutual Fund Assets $5.263 Trillion +1.0%
  • ICI Domestic Equity Long-Term Mutual Fund/ETFs Weekly Flows +$1.983 Million
  • AAII % Bulls 24.1 -11.4%
  • AAII % Bears 38.5 +9.7%
Futures Spot Prices
  • CRB Index 265.22 -2.1%
  • Crude Oil 76.64/bbl. -2.1%
  • Reformulated Gasoline 257.30 -1.7%
  • Natural Gas 2.40 +7.3%
  • Dutch TTF Nat Gas(European benchmark) 38.5 euros/megawatt-hour -5.7%
  • Heating Oil 237.4 -5.0% 
  • Newcastle Coal 185.9 (1,000/metric ton) unch.
  • Gold 1,989.69 +.37%
  • Silver 25.03 -.53%
  • S&P GSCI Industrial Metals Index 434.39 -2.8%
  • Copper 387.30 -3.0%
  • US No. 1 Heavy Melt Scrap Steel 425.0 USD/Metric Tonne +.24%
  • China Iron Ore Spot 104.6 USD/Metric Tonne +.5%
  • Lumber  355.0 -9.2%
  • UBS-Bloomberg Agriculture 1,568.95 -.32%
  • US Gulf NOLA Potash Spot 390.0 USD/Short Ton +4.0%
Economy
  • Atlanta Fed GDPNow 2Q Forecast +1.66% n/a
  • NY Fed Real-Time Weekly Economic Index 1.13 +43.0%
  • US Economic Policy Uncertainty Index 131.3 +12.7%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 226.73 +.80:  Growth Rate +1.9% +.3 percentage point, P/E 18.2 -.1 
  • S&P 500 Current Year Estimated Profit Margin 12.29% +2.0 basis points
  • Citi US Economic Surprise Index 22.0 -10.1 points
  • Citi Eurozone Economic Surprise Index 15.2 -17.6 points
  • Citi Emerging Markets Economic Surprise Index 35.6 +3.8 points
  • Fed Fund Futures imply 0.0%(unch.) chance of -25.0 basis point cut to 4.5-4.75%, 16.9%(+6.0 percentage points) chance of no change, 83.1%(-6.0 percentage points) chance of +25.0 basis point hike to 5.0-5.25% on 5/3
  • US Dollar Index 101.60 -.15%
  • MSCI Emerging Markets Currency Index 1,687.32 -.13%
  • Bitcoin/USD 29,174.4 +6.3%
  • Euro/Yen Carry Return Index 157.11 +1.95%
  • Yield Curve(2s/10s) -60.75 -.25 basis point
  • 10-Year US Treasury Yield 3.44% -12.0 basis points
  • Federal Reserve's Balance Sheet $8.526 Trillion -.36% 
  • Federal Reserve's Discount Window Usage $71.043 Billion +1.6%
  • U.S. Sovereign Debt Credit Default Swap 70.3 +29.4%
  • Illinois Municipal Debt Credit Default Swap 172.89 +.52%
  • Italian/German 10Y Yld Spread 187.0 unch.
  • UK Sovereign Debt Credit Default Swap 24.8 -10.5%
  • China Sovereign Debt Credit Default Swap 72.62 +1.4%
  • Brazil Sovereign Debt Credit Default Swap 222.59 -3.1%
  • Israel Sovereign Debt Credit Default Swap 61.5 -.22%
  • South Korea Sovereign Debt Credit Default Swap 44.3 -2.7%
  • China Corp. High-Yield Bond USD ETF(KHYB) 26.7 -.32%
  • Atlanta Fed Low Skill Wage Growth Tracker YoY +6.5% unch.
  • Zillow US All Homes Rent Index YoY +6.0% unch.
  • US Urban Consumers Food CPI YoY +8.5% unch.
  • CPI Core Services Ex-Rents YoY 6.2% unch.
  • Cleveland Fed Inflation Nowcast Core PCE YoY +4.66% +8.0 basis points: CPI YoY +5.19% +2.0 basis points
  • 10-Year TIPS Spread 2.22% -6.0 basis points
  • TED Spread 22.5 +2.5 basis points
  • 2-Year Swap Spread 29.25 +1.5 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -18.75 -.25 basis point
  • N. America Investment Grade Credit Default Swap Index 75.71 -1.4%
  • America Energy Sector High-Yield Credit Default Swap Index 248.0 +6.1
  • Bloomberg TRACE # Distressed Bonds Traded 400.0 -23
  • European Financial Sector Credit Default Swap Index 98.72 +2.4%
  • Deutsche Bank Subordinated 5Y Credit Default Swap 366.05 +7.0%
  • Emerging Markets Credit Default Swap Index 239.64 -1.06%
  • MBS 5/10 Treasury Spread 167.0 +2.0 basis points
  • Bloomberg CMBS Investment Grade Bbb Average OAS 696.0 +6.0 basis points
  • Avg. Auto ABS OAS .94 unch.
  • M2 Money Supply YoY % Change -4.1% -170.0 basis points
  • Commercial Paper Outstanding 1,148.2 -1.1%
  • 4-Week Moving Average of Jobless Claims 236,000 -1.7%
  • Continuing Claims Unemployment Rate 1.3% unch.
  • Kastle Back-to-Work Barometer(entries in secured buildings) 49.6 +7.1%
  • Average 30-Year Fixed Home Mortgage Rate 6.90% +2.0 basis points
  • Weekly Mortgage Applications 216,900 +3.7%
  • Weekly Retail Sales +1.5% +20.0 basis points
  • OpenTable US Seated Diners % Change YoY -3.0% +5.0 percentage points
  • Box Office Weekly Gross $185.5M -26.6%
  • Nationwide Gas $3.63/gallon -.00/gallon
  • Baltic Dry Index 1,581 +5.1%
  • China (Export) Containerized Freight Index 964.49 +3.2%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 37.5 -21.1%
  • Truckstop.com Market Demand Index 43.7 +5.1%
  • Rail Freight Carloads 239,873 +2.5%
  • TSA Total Traveler Throughput 2,517,253 +22.4%
Best Performing Style
  • Large-Cap Growth +1.0%
Worst Performing Style
  • Small-Cap Growth -1.4%
Leading Sectors
  • Restaurants +3.4%
  • Software +2.6%
  • Foods +2.5%
  • Homebuilders +2.0%
  • Construction +2.0%
Lagging Sectors
  • Steel -2.2%
  • Road & Rail -2.2%
  • Shipping -2.7%
  • Alt Energy -2.7%
  • Cyber Security -4.7%
Weekly High-Volume Stock Gainers (27)
  • COUR, SKYW, BZH, SAIA, TBBK, NYCB, AX, KN, ALSN,  SKT, MHK, CHTR, RMD, PMT, MGI, RCL, EMN, SKX, USB, AAL, MDLZ, HELE, BIIB, LTH, CL, INTC and CC
Weekly High-Volume Stock Losers (27)
  • ZS, ELME, CLS, NVT, AMZN, SPWR, TUMUS, HRT, FHI, PFSI, IOT, CFLT, COLM, LAZ, KMPR, DOCN, SONY, HUBG, PBR, ASND, FSLR, RNA, ACCD, AYX, PINS, UVE and NET
ETFs
Stocks
*5-Day Change

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