Die Woche in Zahlen KW 28/2013

15:57 Uhr

Aktienindizes:

  • S&P 500 1,680.19 +2.96%
  • DJIA 15,464.30 +2.17%
  • NASDAQ 3,600.08 +3.47%
  • Russell 2000 1,036.52 +3.10%
  • S&P 500 High Beta 26.17 +2.79%
  • Value Line Geometric(broad market) 441.88 +3.23%
  • Russell 1000 Growth 766.34 +3.07%
  • Russell 1000 Value 856.52 +2.90%
  • Morgan Stanley Consumer 1,034.15 +3.73%
  • Morgan Stanley Cyclical 1,244.81 +3.52%
  • Morgan Stanley Technology 787.02 +3.95%
  • Transports 6,436.93 +2.34%
  • Utilities 498.03 +4.42%
  • Bloomberg European Bank/Financial Services 92.83 +1.99%
  • MSCI Emerging Markets 39.0 +3.30%
  • HFRX Equity Hedge 1,116.61 +1.14%
  • HFRX Equity Market Neutral 936.49 -.23%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 191,194 +2.37%
  • Bloomberg New Highs-Lows Index 893 +889
  • Bloomberg Crude Oil % Bulls 50.0 +50.02%
  • CFTC Oil Net Speculative Position 305,392 +5.45%
  • CFTC Oil Total Open Interest 1,818,204 +2.73%
  • Total Put/Call .89 -5.32%
  • OEX Put/Call .78 -55.68%
  • ISE Sentiment 72.0 -25.77%
  • NYSE Arms .80 +23.07%
  • Volatility(VIX) 13.84 -7.05%
  • S&P 500 Implied Correlation 52.76 +.06%
  • G7 Currency Volatility (VXY) 10.80 -1.55%
  • Emerging Markets Currency Volatility (EM-VXY) 10.26 -6.13%
  • Smart Money Flow Index 11,491.87 +.67%
  • Money Mkt Mutual Fund Assets $2.620 Trillion +.92%
  • AAII % Bulls 48.9 +16.5%
  • AAII % Bears 18.3 -23.2%

Rohstoffe:

  • CRB Index 286.66 +2.12%
  • Crude Oil 105.9 +2.24%
  • Reformulated Gasoline 311.75 +7.50%
  • Natural Gas 3.64 +.66%
  • Heating Oil 302.94 +1.16%
  • Gold 1,277.60 +4.52%
  • Bloomberg Base Metals Index 184.86 +1.59%
  • Copper 315.50 +2.65%
  • US No. 1 Heavy Melt Scrap Steel 324.33 USD/Ton -3.76%
  • China Iron Ore Spot 126.80 USD/Ton +3.43%
  • Lumber 316.0 +2.43%
  • UBS-Bloomberg Agriculture 1,431.75 +1.31%

Konjunktur/Zinsen/Credits:

  • ECRI Weekly Leading Economic Index Growth Rate 4.6% -70 basis points
  • Philly Fed ADS Real-Time Business Conditions Index -.1217 -.91%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 117.35 +.37%
  • Citi US Economic Surprise Index -11.70 +2.3 points
  • Citi Emerging Markets Economic Surprise Index -37.70 -3.4 points
  • Fed Fund Futures imply 42.0% chance of no change, 58.0% chance of 25 basis point cut on 7/31
  • US Dollar Index 82.99 -1.73%
  • Euro/Yen Carry Return Index 135.15 -.15%
  • Yield Curve 224.0 -10 basis points
  • 10-Year US Treasury Yield 2.58% -16 basis points
  • Federal Reserve’s Balance Sheet $3.462 Trillion +.34%
  • U.S. Sovereign Debt Credit Default Swap 26.34 -7.79%
  • Illinois Municipal Debt Credit Default Swap 182.0 +8.98%
  • Western Europe Sovereign Debt Credit Default Swap Index 96.0 unch.
  • Emerging Markets Sovereign Debt CDS Index 237.0 -4.49%
  • Israel Sovereign Debt Credit Default Swap 115.0 -4.56%
  • Egypt Sovereign Debt Credit Default Swap 655.39 -15.3%
  • China Blended Corporate Spread Index 385.0 -23 basis points
  • 10-Year TIPS Spread 2.05% -2 basis points
  • TED Spread 23.75 +.5 basis point
  • 2-Year Swap Spread 17.5 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -11.0 unch.
  • N. America Investment Grade Credit Default Swap Index 78.84 -8.44%
  • European Financial Sector Credit Default Swap Index 158.68 -4.07%
  • Emerging Markets Credit Default Swap Index 319.48 -7.83%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 130.0 unch.
  • M1 Money Supply $2.537 Trillion +1.11%
  • Commercial Paper Outstanding 990.50 -4.40%
  • 4-Week Moving Average of Jobless Claims 351,800 +6,300
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 4.51% +22 basis points
  • Weekly Mortgage Applications 533.30 -4.0%
  • Bloomberg Consumer Comfort -27.3 +.2 point
  • Weekly Retail Sales +3.0% +20 basis points
  • Nationwide Gas $3.55/gallon +.07/gallon
  • Baltic Dry Index 1,149 +4.55%
  • China (Export) Containerized Freight Index 1,034.91 n/a
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 27.50 +10.0%
  • Rail Freight Carloads 205,597 -17.65%

 

Top Sektoren:

  • Homebuilders +7.8%
  • Coal +6.3%
  • Biotech +6.1%
  • Internet +4.8%
  • Utilities +4.4%

Flop Sektoren:

  • Oil Tankers +1,6%
  • Restaurants +1.4%
  • Medical Equipment +1.3%
  • Banks +.9%
  • Computer Services +.6%

 

Dieser Beitrag spiegelt lediglich die Meinung des Autors wider. Er stellt in keiner Weise eine Anlageberatung oder Handelsaufforderung dar. Eine Haftung für Aktivitäten, die aus diesem Beitrag abgeleitet werden, wird in keinem Fall übernommen!

Posted on: 13. Juli 2013, by : David Pieper