Kapitalmarktrückblick KW 02/2015

19.50 Uhr

Aktienindizes:

  • S&P 500 2,044.81 -.65%
  • DJIA 17,737.37 -.54%
  • NASDAQ 4,704.06 -.48%
  • Russell 2000 1,185.68 -1.10%
  • S&P 500 High Beta 33.32 -2.14%
  • Wilshire 5000 21,264.42 -.69%
  • Russell 1000 Growth 956.66 -.38%
  • Russell 1000 Value 1,019.47 -.91%
  • S&P 500 Consumer Staples 506.05 +1.65%
  • Solactive US Cyclical 138.88 -1.36%
  • Morgan Stanley Technology 1,002.10 -1.25%
  • Transports 8,858.15 -2.65%
  • Utilities 623.61 +.32%
  • Bloomberg European Bank/Financial Services 97.98 -5.75%
  • MSCI Emerging Markets 39.45 +.89%
  • HFRX Equity Hedge 1,172.49 -.80%
  • HFRX Equity Market Neutral 988.05 +.18%

Marktstruktur/Sentiment:

  • NYSE Cumulative A/D Line 230,974 -.10%
  • Bloomberg New Highs-Lows Index -60 +148
  • Bloomberg Crude Oil % Bulls 25.58 +2.32%
  • CFTC Oil Net Speculative Position 268,800 -1.35%
  • CFTC Oil Total Open Interest 1,505,101 +3.25%
  • Total Put/Call .96 -20.0%
  • OEX Put/Call .82 -64.81%
  • ISE Sentiment 76.0 +7.04%
  • NYSE Arms 1.46 +14.06%
  • Volatility(VIX) 17.55 -1.35%
  • S&P 500 Implied Correlation 65.61 -.32%
  • G7 Currency Volatility (VXY) 9.41 -4.18%
  • Emerging Markets Currency Volatility (EM-VXY) 10.34 -3.90%
  • Smart Money Flow Index 16,811.94 -1.60%
  • ICI Money Mkt Mutual Fund Assets $2.714 Trillion -.68%
  • ICI US Equity Weekly Net New Cash Flow -$1.487 Billion
  • AAII % Bulls 41.0 +1.6%
  • AAII % Bears 27.7 +2.3%

Rohstoffe:

  • CRB Index 225.57 -1.25%
  • Crude Oil 48.36 -8.43%
  • Reformulated Gasoline 132.32 -8.30%
  • Natural Gas 2.95 -.41%
  • Heating Oil 170.30 -5.48%
  • Gold 1,216.10 +2.21%
  • Bloomberg Base Metals Index 177.86 -1.27%
  • Copper 275.45 -2.11%
  • US No. 1 Heavy Melt Scrap Steel 308.33 USD/Ton unch.
  • China Iron Ore Spot 71.18 USD/Ton -.11%
  • Lumber 319.0 -2.44%
  • UBS-Bloomberg Agriculture 1,237.56 +2.48%

Konjunktur/Fundamentals:

  • ECRI Weekly Leading Economic Index Growth Rate -4.4% -50 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .5246 -7.25%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 125.34 -.32%
  • Citi US Economic Surprise Index 30.70 +2.4 points
  • Citi Eurozone Economic Surprise Index .8 -8.2 points
  • Citi Emerging Markets Economic Surprise Index -16.90 -5.0 points
  • Fed Fund Futures imply 48.0% chance of no change, 52.0% chance of 25 basis point cut on 1/28
  • US Dollar Index 91.92 +.84%
  • Euro/Yen Carry Return Index 146.54 -2.95%
  • Yield Curve 138.0 -7.0 basis points
  • 10-Year US Treasury Yield 1.94% -17.0 basis points
  • Federal Reserve’s Balance Sheet $4.460 Trillion +.05%
  • U.S. Sovereign Debt Credit Default Swap 17.51 +4.39%
  • Illinois Municipal Debt Credit Default Swap 183.0 +6.94%
  • Western Europe Sovereign Debt Credit Default Swap Index 29.07 +16.42%
  • Asia Pacific Sovereign Debt Credit Default Swap Index 73.85 +7.98%
  • Emerging Markets Sovereign Debt CDS Index 331.19 +3.58%
  • Israel Sovereign Debt Credit Default Swap 74.50 -3.55%
  • Iraq Sovereign Debt Credit Default Swap 384.90 +4.65%
  • Russia Sovereign Debt Credit Default Swap 576.85 +19.52%
  • China Blended Corporate Spread Index 365.50 +6.73%
  • 10-Year TIPS Spread 1.61% -10.0 basis points
  • TED Spread 23.25 -.75 basis point
  • 2-Year Swap Spread 23.5 +.75 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -14.25 +.5 basis point
  • N. America Investment Grade Credit Default Swap Index 69.78 +4.74%
  • America Energy Sector High-Yield Credit Default Swap Index 709.0 +9.55%
  • European Financial Sector Credit Default Swap Index 70.80 +12.25%
  • Emerging Markets Credit Default Swap Index 378.58 +9.65%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 89.0 unch.
  • M1 Money Supply $2.910 Trillion +.41%
  • Commercial Paper Outstanding 1,086.0 +7.80%
  • 4-Week Moving Average of Jobless Claims 290,500 -250
  • Continuing Claims Unemployment Rate 1.8% unch.
  • Average 30-Year Mortgage Rate 3.73% -14 basis points
  • Weekly Mortgage Applications 329.90+11.11%
  • Bloomberg Consumer Comfort 43.6 +.9 point
  • Weekly Retail Sales +4.60% -10 basis points
  • Nationwide Gas $2.17/gallon -.06/gallon
  • Baltic Dry Index 724.0 -6.10%
  • China (Export) Containerized Freight Index 1,060.66 -.35%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 35.0 +7.69%
  • Rail Freight Carloads 185,675 +2.45%

Top Sektoren:

  • Gold & Silver +8.0%
  • Homebuilders +4.2%
  • REITs +3.2%
  • HMOs +2.7%
  • Biotech +2.3%

Flop Sektoren:

  • Alt Energy -4.0%
  • Banks -5.2%
  • Oil Service -5.8%
  • Education -6.9%
  • Coal -9.3%

 

 

 

Posted on: 10. Januar 2015, by : David Pieper