Die Woche in Zahlen: KW 18 / 2014

10.05 Uhr

Die US-Aktienmärkte notierten unweit ihrer Rekordhochs, trauen sich aber noch nicht so recht, diese hinter sich zu lassen. Was weiterhin nicht ins Bild passt, ist die seit Anfang März zu beobachtende Schwäche des zyklischen Konsumsektors gegenüber dem defensiven Pendant – ein einfacher Indikator, der bei steigenden Gesamtmärkten eigentlich mit nach oben ziehen und damit den gesunden Marktzustand bestätigen sollte. Tut er aber nicht…

Zyklischer vs. Defensiver Konsum vs. S&P 500:

zykliker_030514

Aktienindizes:

  • § S&P 500 1,881.14 +.95%
  • § DJIA 16,512.80 +.93%
  • § NASDAQ 4,123.89 +1.19%
  • § Russell 2000 1,128.80 +.51%
  • § S&P 500 High Beta 31.21 +1.36%
  • § Wilshire 5000 19,698.40 +.97%
  • § Russell 1000 Growth 869.92 +1.26%
  • § Russell 1000 Value 956.27 +.78%
  • § S&P 500 Consumer Staples 453.11 +.86%
  • § Morgan Stanley Cyclical 1,523.36 +.56%
  • § Morgan Stanley Technology 903.51 +1.19%
  • § Transports 7,698.84 +1.49%
  • § Utilities 543.81 -1.42%
  • § Bloomberg European Bank/Financial Services 110.01 +1.51%
  • § MSCI Emerging Markets 41.44 +1.06%
  • § HFRX Equity Hedge 1,163.14 -.47%
  • § HFRX Equity Market Neutral 977.05 -.03%

Sentiment/Marktstruktur:

  • § NYSE Cumulative A/D Line 217,645 +.52%
  • § Bloomberg New Highs-Lows Index 174 -3
  • § Bloomberg Crude Oil % Bulls 38.46 +84.64%
  • § CFTC Oil Net Speculative Position 402,237 -1.90%
  • § CFTC Oil Total Open Interest 1,651,521 +1.96%
  • § Total Put/Call .96 -15.04%
  • § OEX Put/Call .71 -78.55%
  • § ISE Sentiment 113.0 +39.51%
  • § NYSE Arms .86 -43.79%
  • § Volatility(VIX) 12.91 -8.18%
  • § S&P 500 Implied Correlation 57.13 -2.16%
  • § G7 Currency Volatility (VXY) 6.14 -.81%
  • § Emerging Markets Currency Volatility (EM-VXY) 7.76 -7.51%
  • § Smart Money Flow Index 10,997.61 +.21%
  • § ICI Money Mkt Mutual Fund Assets $2.574 Trillion -.39%
  • § ICI US Equity Weekly Net New Cash Flow +$1.392 Billion
  • § AAII % Bulls 29.8 -13.7%
  • § AAII % Bears 29.5 +13.2%

Rohstoffe:

  • § CRB Index 307.14 -1.14%
  • § Crude Oil 99.76 -.92%
  • § Reformulated Gasoline 294.45 -2.59%
  • § Natural Gas 4.67 +.78%
  • § Heating Oil 292.23 -2.26%
  • § Gold 1,302.90 -.05%
  • § Bloomberg Base Metals Index 188.63 -2.48%
  • § Copper 307.0 -1.65%
  • § US No. 1 Heavy Melt Scrap Steel 375.0 USD/Ton unch.
  • § China Iron Ore Spot 106.0 USD/Ton -4.51%
  • § Lumber 341.50 +1.76%
  • § UBS-Bloomberg Agriculture 1,547.72 -1.31%

Konjunktur/Zinsen/Credit Spreads:

  • § ECRI Weekly Leading Economic Index Growth Rate 4.2% +10 basis points
  • § Philly Fed ADS Real-Time Business Conditions Index .0885 -12.89%
  • § S&P 500 Blended Forward 12 Months Mean EPS Estimate 122.80 +.36%
  • § Citi US Economic Surprise Index -18.90 +6.4 point
  • § Citi Emerging Markets Economic Surprise Index -26.60 -1.0 point
  • § Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 6/18
  • § US Dollar Index 79.52 -.31%
  • § Euro/Yen Carry Return Index 147.95 +.34%
  • § Yield Curve 216.0 -7 basis points
  • § 10-Year US Treasury Yield 2.58% -8 basis points
  • § Federal Reserve’s Balance Sheet $4.253 Trillion -.01%
  • § U.S. Sovereign Debt Credit Default Swap 17.33 +.70%
  • § Illinois Municipal Debt Credit Default Swap 138.0 -.28%
  • § Western Europe Sovereign Debt Credit Default Swap Index 34.11 -3.44%
  • § Asia Pacific Sovereign Debt Credit Default Swap Index 87.48 -2.46%
  • § Emerging Markets Sovereign Debt CDS Index 251.20 -2.26%
  • § Israel Sovereign Debt Credit Default Swap 86.44 -.64%
  • § Russia Sovereign Debt Credit Default Swap 273.10 -3.75%
  • § China Blended Corporate Spread Index 353.35 +.99%
  • § 10-Year TIPS Spread 2.19% -1.0 basis point
  • § TED Spread 20.75 -1.0 basis points
  • § 2-Year Swap Spread 12.5 +1.75 basis points
  • § 3-Month EUR/USD Cross-Currency Basis Swap -3.50 -2.5 basis point
  • § N. America Investment Grade Credit Default Swap Index 64.02 -4.36%
  • § European Financial Sector Credit Default Swap Index 78.16 -6.60%
  • § Emerging Markets Credit Default Swap Index 281.02 -4.03%
  • § CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 84.0 unch.
  • § M1 Money Supply $2.787 Trillion +.18%
  • § Commercial Paper Outstanding 1,031.60 -1.10%
  • § 4-Week Moving Average of Jobless Claims 320,000 +3,250
  • § Continuing Claims Unemployment Rate 2.1% +10 basis points
  • § Average 30-Year Mortgage Rate 4.29% -4 basis points
  • § Weekly Mortgage Applications 333.20 -5.88%
  • § Bloomberg Consumer Comfort 37.9 +.6 point
  • § Weekly Retail Sales +3.40% +20 basis points
  • § Nationwide Gas $3.68/gallon -.01/gallon
  • § Baltic Dry Index 1017.0 +5.17%
  • § China (Export) Containerized Freight Index 1,066.25 -.44%
  • § Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 unch.
  • § Rail Freight Carloads 264,228 +1.97%

Top Sektoren:

  • § Gaming +6.6%
  • § Telecom +4.0%
  • § Coal +3.8%
  • § Homebuilders +3.2%
  • § Airlines +2.5%

Flop Sektoren:

  • § Computer Hardware -.8%
  • § Hospitals -1.0%
  • § Utilities -1.4%
  • § Disk Drives -2.6%
  • § Alt Energy -2.8%
Posted on: 3. Mai 2014, by : David Pieper