- S&P 500 Current Quarter EPS Growth Rate YoY(29 of 500 reporting) +21.9% -16.1 percentage points
- S&P 500 Blended Forward 12 Months Mean EPS Estimate 251.57 +.01: Growth Rate +12.7% unch., P/E 20.7 +.2
- S&P 500 Current Year Estimated Profit Margin 12.86% unch.
- NYSE FANG+ Current Quarter EPS Growth Rate YoY(0 of 10 reporting) +n/a
- NYSE FANG+ Blended Forward 12 Months Mean EPS Estimate 313.02 -.09: Growth Rate +30.3% unch., P/E 32.8 +.4
- Bloomberg US Financial Conditions Index 1.15 +4.0 basis points
- Bloomberg Euro-Zone Financial Conditions Index 1.0 +5.0 basis points
- US Yield Curve -38.25 basis points (2s/10s) -.25 basis point
- US Atlanta Fed 1Q GDPNow Forecast +2.4% unch.
- US Recession Within 6 Months Probability(3M/18M Forward Yld Curve Spread) 43.5% +1.3 percentage points
- Cleveland Fed Inflation Nowcast Core PCE YoY +2.74% unch.: CPI YoY +3.43% unch.
- 10-Year TIPS Spread 2.40 unch.
- Highest target rate probability for June 12th FOMC meeting: 71.4%(-8.1 percentage points) chance of 5.25%-5.5%. Highest target rate probability for July 31st meeting: 45.4%(+4.4 percentage points) chance of 5.0%-5.25%.
Overseas Futures:
- Nikkei 225 Futures: Indicating -623 open in Japan
- China A50 Futures: Indicating -66 open in China
- DAX Futures: Indicating +145 open in Germany
Portfolio:
- Slightly Lower: On losses in my consumer discretionary/tech/transport/industrial sector longs
- Disclosed Trades: Added to my (IWM)/(QQQ) hedges, emerging market shorts and took profits in financial sector longs
- Market Exposure: Moved to Market Neutral
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