Die Woche in Zahlen: KW 19 / 2014

17.24 Uhr

Aktienindizes:

  • S&P 500 1,878.48 -.14%
  • DJIA 16,583.34 +.43%
  • NASDAQ 4,071.87 -1.26%
  • Russell 2000 1,107.22 -1.91%
  • S&P 500 High Beta 30.87 -1.09%
  • Wilshire 5000 19,621.0 -.39%
  • Russell 1000 Growth 868.29 -.19%
  • Russell 1000 Value 953.58 -.28%
  • S&P 500 Consumer Staples 456.84 +.82%
  • Morgan Stanley Cyclical 1,517.42 -.39%
  • Morgan Stanley Technology 894.19 -1.03%
  • Transports 7,719.30 +.27%
  • Utilities 539.55 -.78%
  • Bloomberg European Bank/Financial Services 108.96 -.95%
  • MSCI Emerging Markets 41.68 +.58%
  • HFRX Equity Hedge 1,157.18 -.51%
  • HFRX Equity Market Neutral 969.61 -.76%

Sentiment/Marktstruktur:

  • NYSE Cumulative A/D Line 217,322 -.15%
  • Bloomberg New Highs-Lows Index 105 -69
  • Bloomberg Crude Oil % Bulls 45.95 +19.47%
  • CFTC Oil Net Speculative Position 383,093 -4.78%
  • CFTC Oil Total Open Interest 1,638,412 -.79%
  • Total Put/Call .94 -2.08%
  • OEX Put/Call 1.73 +143.66%
  • ISE Sentiment 96.0 -15.04%
  • NYSE Arms 1.42 +65.12%
  • Volatility(VIX) 12.92 +.08%
  • S&P 500 Implied Correlation 56.53 -1.05%
  • G7 Currency Volatility (VXY) 6.11 -.49%
  • Emerging Markets Currency Volatility (EM-VXY) 7.33 -5.54%
  • Smart Money Flow Index 11,022.69 +.23%
  • ICI Money Mkt Mutual Fund Assets $2.591 Trillion +.64%
  • ICI US Equity Weekly Net New Cash Flow -$3.963 Billion
  • AAII % Bulls 28.3 -4.8%
  • AAII % Bears 28.7 -2.7%

Rohstoffe:

  • CRB Index 304.57 -.84%
  • Crude Oil 99.99 unch.
  • Reformulated Gasoline 289.60 -1.78%
  • Natural Gas 4.53 -3.29%
  • Heating Oil 290.68 -.66%
  • Gold 1,287.60 -.98%
  • Bloomberg Base Metals Index 191.52 +1.53%
  • Copper 308.30 +.59%
  • US No. 1 Heavy Melt Scrap Steel 375.0 USD/Ton unch.
  • China Iron Ore Spot 102.70 USD/Ton -3.11%
  • Lumber 343.0 +.70%
  • UBS-Bloomberg Agriculture 1,544.84 -.08%

Konjunktur/Zinsen/Credit Spreads:

  • ECRI Weekly Leading Economic Index Growth Rate 4.5% +30 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2925 -.92%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 123.14 +.28%
  • Citi US Economic Surprise Index -9.10 +9.8 point
  • Citi Emerging Markets Economic Surprise Index -25.40 +1.2 points
  • Fed Fund Futures imply 38.0% chance of no change, 62.0% chance of 25 basis point cut on 6/18
  • US Dollar Index 79.87 +.45%
  • Euro/Yen Carry Return Index 146.21 -1.16%
  • Yield Curve 224.0 +8 basis points
  • 10-Year US Treasury Yield 2.62% +4 basis points
  • Federal Reserve’s Balance Sheet $4.260 Trillion +.17%
  • U.S. Sovereign Debt Credit Default Swap 16.75 -3.36%
  • Illinois Municipal Debt Credit Default Swap 143.0 +3.37%
  • Western Europe Sovereign Debt Credit Default Swap Index 32.41 -4.97%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 84.55 -3.35%
  • Emerging Markets Sovereign Debt CDS Index 230.78 -8.13%
  • Israel Sovereign Debt Credit Default Swap 88.50 +2.38%
  • Russia Sovereign Debt Credit Default Swap 265.83 -2.66%
  • China Blended Corporate Spread Index 359.77 +1.82%
  • 10-Year TIPS Spread 2.18% -1.0 basis point
  • TED Spread 20.25 -.5 basis point
  • 2-Year Swap Spread 13.75 +1.25 basis points
  • 3-Month EUR/USD Cross-Currency Basis Swap -4.25 -.75 basis point
  • N. America Investment Grade Credit Default Swap Index 64.25 +.36%
  • European Financial Sector Credit Default Swap Index 74.65 -4.50%
  • Emerging Markets Credit Default Swap Index 269.32 -4.17%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 84.0 unch.
  • M1 Money Supply $2.777 Trillion -.38%
  • Commercial Paper Outstanding 1,042.30 +1.0%
  • 4-Week Moving Average of Jobless Claims 324,750 +4,750
  • Continuing Claims Unemployment Rate 2.0% -10 basis points
  • Average 30-Year Mortgage Rate 4.21% -8 basis points
  • Weekly Mortgage Applications 350.90 +5.31%
  • Bloomberg Consumer Comfort 37.1 -.8 point
  • Weekly Retail Sales +3.60% +20 basis points
  • Nationwide Gas $3.66/gallon -.02/gallon
  • Baltic Dry Index 1008.0 +1.51%
  • China (Export) Containerized Freight Index 1,086.19 +1.87%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 25.0 -9.09%
  • Rail Freight Carloads 264,228 +1.19%

Top Sektoren:

  • HMOs +5.3%
  • Telecom +1.8%
  • Medical Equipment +1.4%
  • REITs +1.1%
  • Foods +1.0%

Flop Sektoren:

  • Computer Hardware -3.5%
  • Social Media -3.7%
  • Disk Drives -6.1%
  • Alt Energy -7.0%
  • Gaming -7.7%
Posted on: 10. Mai 2014, by : David Pieper