rohstoffe

S&P 500: Big Picture Analyse 1926-2017

1.8.2017 / 14.50 Uhr

Für alle, die sich für langfristige Marktzyklen und das Zusammenspiel aus Aktien-, Bond- und Rohstoffmärkten interessieren, liefert das altehrwürde Research-Haus Ned Davis jede Menge Lesestoff und informative Analysen. Frei verfügbar ist das Ganze leider nicht. In diesem Artikel liefert Valuewalk aber einige interessante Auszüge, die ich deshalb an dieser Stelle teilen möchte.

Hier gehts zum Artikel: „S&P 500 Total Return Index with & without Contributions“

Viel Spaß bei der Lektüre!

 

Die Woche in Zahlen KW 18/2013

14:41 Uhr

Aktienindizes:

  • S&P 500 1,614.42 +2.03%
  • DJIA 14,973.90 +1.78%
  • NASDAQ 3,378.63 +3.03%
  • Russell 2000 954.42 +2.05%
  • S&P 500 High Beta 24.43 +3.88%
  • Value Line Geometric(broad market) 414.15 +2.18%
  • Russell 1000 Growth 741.77 +2.56%
  • Russell 1000 Value 816.60 +1.44%
  • Morgan Stanley Consumer 1,009.32 +1.64%
  • Morgan Stanley Cyclical 1,172.72 +2.29%
  • Morgan Stanley Technology 742.54 +3.40%
  • Transports 6,218.90 +1.68%
  • Utilities 529.30 -.51%
  • Bloomberg European Bank/Financial Services 96.72 +3.18%
  • MSCI Emerging Markets 43.17 +1.97%
  • HFRX Equity Hedge 1,104.14 +.29%
  • HFRX Equity Market Neutral 940.99 -.14%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 188,210 +2.19%
  • Bloomberg New Highs-Lows Index 1,399.0 +735
  • Bloomberg Crude Oil % Bulls 35.3 -11.8%
  • CFTC Oil Net Speculative Position 209,941 -.77%
  • CFTC Oil Total Open Interest 1,771,193 +3.04%
  • Total Put/Call .89 unch.
  • OEX Put/Call 1.02 -62.22%
  • ISE Sentiment 106.0 -6.19%
  • NYSE Arms .76 -40.16%
  • Volatility(VIX) 12.85 -5.58%
  • S&P 500 Implied Correlation 52.04 -1.42%
  • G7 Currency Volatility (VXY) 8.82 -2.33%
  • Smart Money Flow Index 11,820.65 +1.25%
  • Money Mkt Mutual Fund Assets $2.563 Trillion -1.20%
  • AAII % Bulls 31.0 +9.5%
  • AAII % Bears 35.9 -7.5%

Rohstoffe:

  • CRB Index 290.17 +1.67%
  • Crude Oil 95.61 +3.04%
  • Reformulated Gasoline 282.54 +.41%
  • Natural Gas 4.04 -3.60%
  • Heating Oil 288.44 -.32%
  • Gold 1,464.20 +.14%
  • Bloomberg Base Metals Index 189.22 -1.22%
  • Copper 330.45 +2.75%
  • US No. 1 Heavy Melt Scrap Steel 368.0 USD/Ton unch.
  • China Iron Ore Spot 128.10 USD/Ton -4.47%
  • Lumber 343.10 -2.56%
  • UBS-Bloomberg Agriculture 1,503.02 +2.46%

Konjunktur/Zinsen/Credits:

  • ECRI Weekly Leading Economic Index Growth Rate 7.2% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2650 -2.29%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 114.98 +.04%
  • Citi US Economic Surprise Index .30 +12.7 points
  • Citi Emerging Mkts Economic Surprise Index -44.80 -4.4 points
  • Fed Fund Futures imply 50.0% chance of no change, 50.0% chance of 25 basis point cut on 6/19
  • US Dollar Index 82.12 -.42%
  • Euro/Yen Carry Return Index 135.43 +1.68%
  • Yield Curve 152.0 +7 basis points
  • 10-Year US Treasury Yield 1.74% +8 basis points
  • Federal Reserve’s Balance Sheet $3.274 Trillion -.07%
  • U.S. Sovereign Debt Credit Default Swap 31.50 -3.08%
  • Illinois Municipal Debt Credit Default Swap 116.0 -2.96%
  • Western Europe Sovereign Debt Credit Default Swap Index 88.82 -7.48%
  • Emerging Markets Sovereign Debt CDS Index 181.09 -4.97%
  • Israel Sovereign Debt Credit Default Swap 107.18 -5.02%
  • South Korea Sovereign Debt Credit Default Swap 69.50 -3.47%
  • China Blended Corporate Spread Index 413.0 +4 basis points
  • 10-Year TIPS Spread 2.30% -8 basis points
  • TED Spread 23.0 +.5 basis point
  • 2-Year Swap Spread 14.0 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -16.50 +1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 71.25 -8.88%
  • European Financial Sector Credit Default Swap Index 131.60 -17.38%
  • Emerging Markets Credit Default Swap Index 231.63 -3.24%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 100.0 +2.5 basis points
  • M1 Money Supply $2.550 Trillion +1.15%
  • Commercial Paper Outstanding 997.40 -1.20%
  • 4-Week Moving Average of Jobless Claims 342,300 -15,200
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 3.35% -5 basis points
  • Weekly Mortgage Applications 883.80 +1.81%
  • Bloomberg Consumer Comfort -28.9 +1.0 point
  • Weekly Retail Sales +2.20% +30 basis points
  • Nationwide Gas $3.52/gallon +.01/gallon
  • Baltic Dry Index 878.0 +.80%
  • China (Export) Containerized Freight Index 1,101.57 +.57%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
  • Rail Freight Carloads 247,569 +2.85%

Top Sektoren:

  • Coal +8.7%
  • Computer Hardware +5.0%
  • Computer Services +4.7%
  • I-Banking +4.5%
  • Oil Service +4.4%

Flop Sektoren:

  • Tobacco +.4%
  • Papers +.3%
  • Utilities -.5%
  • Drugs -.7%
  • Education -1.5%

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!

Die Woche in Zahlen KW 18/2013

14:41 Uhr

Aktienindizes:

  • S&P 500 1,614.42 +2.03%
  • DJIA 14,973.90 +1.78%
  • NASDAQ 3,378.63 +3.03%
  • Russell 2000 954.42 +2.05%
  • S&P 500 High Beta 24.43 +3.88%
  • Value Line Geometric(broad market) 414.15 +2.18%
  • Russell 1000 Growth 741.77 +2.56%
  • Russell 1000 Value 816.60 +1.44%
  • Morgan Stanley Consumer 1,009.32 +1.64%
  • Morgan Stanley Cyclical 1,172.72 +2.29%
  • Morgan Stanley Technology 742.54 +3.40%
  • Transports 6,218.90 +1.68%
  • Utilities 529.30 -.51%
  • Bloomberg European Bank/Financial Services 96.72 +3.18%
  • MSCI Emerging Markets 43.17 +1.97%
  • HFRX Equity Hedge 1,104.14 +.29%
  • HFRX Equity Market Neutral 940.99 -.14%

Sentiment/Marktbreite:

  • NYSE Cumulative A/D Line 188,210 +2.19%
  • Bloomberg New Highs-Lows Index 1,399.0 +735
  • Bloomberg Crude Oil % Bulls 35.3 -11.8%
  • CFTC Oil Net Speculative Position 209,941 -.77%
  • CFTC Oil Total Open Interest 1,771,193 +3.04%
  • Total Put/Call .89 unch.
  • OEX Put/Call 1.02 -62.22%
  • ISE Sentiment 106.0 -6.19%
  • NYSE Arms .76 -40.16%
  • Volatility(VIX) 12.85 -5.58%
  • S&P 500 Implied Correlation 52.04 -1.42%
  • G7 Currency Volatility (VXY) 8.82 -2.33%
  • Smart Money Flow Index 11,820.65 +1.25%
  • Money Mkt Mutual Fund Assets $2.563 Trillion -1.20%
  • AAII % Bulls 31.0 +9.5%
  • AAII % Bears 35.9 -7.5%

Rohstoffe:

  • CRB Index 290.17 +1.67%
  • Crude Oil 95.61 +3.04%
  • Reformulated Gasoline 282.54 +.41%
  • Natural Gas 4.04 -3.60%
  • Heating Oil 288.44 -.32%
  • Gold 1,464.20 +.14%
  • Bloomberg Base Metals Index 189.22 -1.22%
  • Copper 330.45 +2.75%
  • US No. 1 Heavy Melt Scrap Steel 368.0 USD/Ton unch.
  • China Iron Ore Spot 128.10 USD/Ton -4.47%
  • Lumber 343.10 -2.56%
  • UBS-Bloomberg Agriculture 1,503.02 +2.46%

Konjunktur/Zinsen/Credits:

  • ECRI Weekly Leading Economic Index Growth Rate 7.2% +40 basis points
  • Philly Fed ADS Real-Time Business Conditions Index .2650 -2.29%
  • S&P 500 Blended Forward 12 Months Mean EPS Estimate 114.98 +.04%
  • Citi US Economic Surprise Index .30 +12.7 points
  • Citi Emerging Mkts Economic Surprise Index -44.80 -4.4 points
  • Fed Fund Futures imply 50.0% chance of no change, 50.0% chance of 25 basis point cut on 6/19
  • US Dollar Index 82.12 -.42%
  • Euro/Yen Carry Return Index 135.43 +1.68%
  • Yield Curve 152.0 +7 basis points
  • 10-Year US Treasury Yield 1.74% +8 basis points
  • Federal Reserve’s Balance Sheet $3.274 Trillion -.07%
  • U.S. Sovereign Debt Credit Default Swap 31.50 -3.08%
  • Illinois Municipal Debt Credit Default Swap 116.0 -2.96%
  • Western Europe Sovereign Debt Credit Default Swap Index 88.82 -7.48%
  • Emerging Markets Sovereign Debt CDS Index 181.09 -4.97%
  • Israel Sovereign Debt Credit Default Swap 107.18 -5.02%
  • South Korea Sovereign Debt Credit Default Swap 69.50 -3.47%
  • China Blended Corporate Spread Index 413.0 +4 basis points
  • 10-Year TIPS Spread 2.30% -8 basis points
  • TED Spread 23.0 +.5 basis point
  • 2-Year Swap Spread 14.0 -.25 basis point
  • 3-Month EUR/USD Cross-Currency Basis Swap -16.50 +1.75 basis points
  • N. America Investment Grade Credit Default Swap Index 71.25 -8.88%
  • European Financial Sector Credit Default Swap Index 131.60 -17.38%
  • Emerging Markets Credit Default Swap Index 231.63 -3.24%
  • CMBS AAA Super Senior 10-Year Treasury Spread  to Swaps 100.0 +2.5 basis points
  • M1 Money Supply $2.550 Trillion +1.15%
  • Commercial Paper Outstanding 997.40 -1.20%
  • 4-Week Moving Average of Jobless Claims 342,300 -15,200
  • Continuing Claims Unemployment Rate 2.3% unch.
  • Average 30-Year Mortgage Rate 3.35% -5 basis points
  • Weekly Mortgage Applications 883.80 +1.81%
  • Bloomberg Consumer Comfort -28.9 +1.0 point
  • Weekly Retail Sales +2.20% +30 basis points
  • Nationwide Gas $3.52/gallon +.01/gallon
  • Baltic Dry Index 878.0 +.80%
  • China (Export) Containerized Freight Index 1,101.57 +.57%
  • Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 17.50 unch.
  • Rail Freight Carloads 247,569 +2.85%

Top Sektoren:

  • Coal +8.7%
  • Computer Hardware +5.0%
  • Computer Services +4.7%
  • I-Banking +4.5%
  • Oil Service +4.4%

Flop Sektoren:

  • Tobacco +.4%
  • Papers +.3%
  • Utilities -.5%
  • Drugs -.7%
  • Education -1.5%

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!

Die Woche in Zahlen: KW 41/2012

 

 

 

07:35 Uhr

Aktienindizes:

  • § S&P 500 1,428.59 -2.21%
  • § DJIA 13,328.80 -2.07%
  • § NASDAQ 3,044.11 -2.94%
  • § Russell 2000 823.09 -2.35%
  • § Value Line Geometric(broad market) 355.53 -2.22%
  • § Russell 1000 Growth 661.42 -2.46%
  • § Russell 1000 Value 708.43 -1.94%
  • § Morgan Stanley Consumer 840.06 -1.46%
  • § Morgan Stanley Cyclical 969.39 -2.15%
  • § Morgan Stanley Technology 661.63 -3.36%
  • § Transports 5,044.63 -.04%
  • § Utilities 475.48 -.93%
  • § Bloomberg European Bank/Financial Services 82.99 -1.74%
  • § MSCI Emerging Markets 41.29 -1.06%
  • § Lyxor L/S Equity Long Bias 1,060.46 +.35%
  • § Lyxor L/S Equity Variable Bias 804.68 -.15%

Sentiment/Internals

  • § NYSE Cumulative A/D Line 156,915 -1.81%
  • § Bloomberg New Highs-Lows Index -1 -288
  • § Bloomberg Crude Oil % Bulls 25.7 -24.9%
  • § CFTC Oil Net Speculative Position 213,598 -1.06%
  • § CFTC Oil Total Open Interest 1,542,886 -.90%
  • § Total Put/Call 1.03 +13.19%
  • § OEX Put/Call .95 -30.15%
  • § ISE Sentiment 87.0 +1.16%
  • § NYSE Arms 1.74 +163.63%
  • § Volatility(VIX) 16.14 +10.93%
  • § S&P 500 Implied Correlation 48.54 +5.94%
  • § G7 Currency Volatility (VXY) 7.55 -.07%
  • § Smart Money Flow Index 11,425.68 -2.10%
  • § Money Mkt Mutual Fund Assets $2.562 Trillion -.10%
  • § AAII % Bulls 30.6 -9.7%
  • § AAII % Bears 38.9 +16.9%

Rohstoffe:

  • § CRB Index 306.55 -1.26%
  • § Crude Oil 91.86 +2.16%
  • § Reformulated Gasoline 289.28 -2.06%
  • § Natural Gas 3.61 +6.30%
  • § Heating Oil 322.39 +2.17%
  • § Gold 1,759.70 -1.31%
  • § Bloomberg Base Metals Index 211.81 -3.47%
  • § Copper 370.30 -1.65%
  • § US No. 1 Heavy Melt Scrap Steel 347.67 USD/Ton unch.
  • § China Iron Ore Spot 114.50 USD/Ton +9.88%
  • § Lumber 297.10 +2.94%
  • § UBS-Bloomberg Agriculture 1,648.70 -1.98%

Konjunktur

  • § ECRI Weekly Leading Economic Index Growth Rate +5.7% +100 basis points
  • § Philly Fed ADS Real-Time Business Conditions Index -.2542 +11.71%
  • § S&P 500 Blended Forward 12 Months Mean EPS Estimate 112.28 +.27%
  • § Citi US Economic Surprise Index 49.4 +5.9 points
  • § Fed Fund Futures imply 58.0% chance of no change, 42.0% chance of 25 basis point cut on 10/24
  • § US Dollar Index 79.67 +.42%
  • § Yield Curve 139.0 -9 basis points
  • § 10-Year US Treasury Yield 1.66% -8 basis points
  • § Federal Reserve’s Balance Sheet $2.794 Trillion +.10%
  • § U.S. Sovereign Debt Credit Default Swap 37.6 -8.63%
  • § Illinois Municipal Debt Credit Default Swap 196.0 -.15%
  • § Western Europe Sovereign Debt Credit Default Swap Index 136.29 -2.94%
  • § Emerging Markets Sovereign Debt CDS Index 196.98 -1.44%
  • § Saudi Sovereign Debt Credit Default Swap 85.16 -2.03%
  • § Iraq Sovereign Debt Credit Default Swap 437.50 -9.48%
  • § China Blended Corporate Spread Index 396.0 -9 basis points
  • § 10-Year TIPS Spread 2.47% -10 basis points
  • § TED Spread 23.75 -1.75 basis points
  • § 2-Year Swap Spread 11.25 -2.75 basis points
  • § 3-Month EUR/USD Cross-Currency Basis Swap -25.0 -3.0 basis points
  • § N. America Investment Grade Credit Default Swap Index 96.68 +2.90%
  • § European Financial Sector Credit Default Swap Index 178.33 -.17%
  • § Emerging Markets Credit Default Swap Index 220.83 +3.0%
  • § CMBS Super Senior AAA 10-Year Treasury Spread 97.0 unch.
  • § M1 Money Supply $2.359 Trillion +.06%
  • § Commercial Paper Outstanding 964.90 -1.0%
  • § 4-Week Moving Average of Jobless Claims 364,00 -11,000
  • § Continuing Claims Unemployment Rate 2.6% unch.
  • § Average 30-Year Mortgage Rate 3.39% +3 basis points
  • § Weekly Mortgage Applications 1,008.10 -1.21%
  • § Bloomberg Consumer Comfort -38.5 -1.6 points
  • § Weekly Retail Sales +1.60% -80.0 basis points
  • § Nationwide Gas $3.81/gallon +.02/gallon
  • § U.S. Heating Demand Next 7 Days 31.0% below normal
  • § Baltic Dry Index 926.0 +5.82%
  • § China (Export) Containerized Freight Index 1,187.72 -2.21%
  • § Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • § Rail Freight Carloads 251,113 -2.38%

Top Sektoren:

  • § Coal +13.36%
  • § Steel +2.14%
  • § Restaurants +.92%
  • § Oil Service +.71%
  • § Education +.22%

Flop Sektoren:

  • § Medical Equipment -4.20%
  • § Homebuilders -4.98%
  • § Computer Hardware -5.92%
  • § Oil Tankers -6.67%
  • § Disk Drives -7.69%

 

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!

Die Woche in Zahlen: KW 41/2012

 

 

 

07:35 Uhr

Aktienindizes:

  • § S&P 500 1,428.59 -2.21%
  • § DJIA 13,328.80 -2.07%
  • § NASDAQ 3,044.11 -2.94%
  • § Russell 2000 823.09 -2.35%
  • § Value Line Geometric(broad market) 355.53 -2.22%
  • § Russell 1000 Growth 661.42 -2.46%
  • § Russell 1000 Value 708.43 -1.94%
  • § Morgan Stanley Consumer 840.06 -1.46%
  • § Morgan Stanley Cyclical 969.39 -2.15%
  • § Morgan Stanley Technology 661.63 -3.36%
  • § Transports 5,044.63 -.04%
  • § Utilities 475.48 -.93%
  • § Bloomberg European Bank/Financial Services 82.99 -1.74%
  • § MSCI Emerging Markets 41.29 -1.06%
  • § Lyxor L/S Equity Long Bias 1,060.46 +.35%
  • § Lyxor L/S Equity Variable Bias 804.68 -.15%

Sentiment/Internals

  • § NYSE Cumulative A/D Line 156,915 -1.81%
  • § Bloomberg New Highs-Lows Index -1 -288
  • § Bloomberg Crude Oil % Bulls 25.7 -24.9%
  • § CFTC Oil Net Speculative Position 213,598 -1.06%
  • § CFTC Oil Total Open Interest 1,542,886 -.90%
  • § Total Put/Call 1.03 +13.19%
  • § OEX Put/Call .95 -30.15%
  • § ISE Sentiment 87.0 +1.16%
  • § NYSE Arms 1.74 +163.63%
  • § Volatility(VIX) 16.14 +10.93%
  • § S&P 500 Implied Correlation 48.54 +5.94%
  • § G7 Currency Volatility (VXY) 7.55 -.07%
  • § Smart Money Flow Index 11,425.68 -2.10%
  • § Money Mkt Mutual Fund Assets $2.562 Trillion -.10%
  • § AAII % Bulls 30.6 -9.7%
  • § AAII % Bears 38.9 +16.9%

Rohstoffe:

  • § CRB Index 306.55 -1.26%
  • § Crude Oil 91.86 +2.16%
  • § Reformulated Gasoline 289.28 -2.06%
  • § Natural Gas 3.61 +6.30%
  • § Heating Oil 322.39 +2.17%
  • § Gold 1,759.70 -1.31%
  • § Bloomberg Base Metals Index 211.81 -3.47%
  • § Copper 370.30 -1.65%
  • § US No. 1 Heavy Melt Scrap Steel 347.67 USD/Ton unch.
  • § China Iron Ore Spot 114.50 USD/Ton +9.88%
  • § Lumber 297.10 +2.94%
  • § UBS-Bloomberg Agriculture 1,648.70 -1.98%

Konjunktur

  • § ECRI Weekly Leading Economic Index Growth Rate +5.7% +100 basis points
  • § Philly Fed ADS Real-Time Business Conditions Index -.2542 +11.71%
  • § S&P 500 Blended Forward 12 Months Mean EPS Estimate 112.28 +.27%
  • § Citi US Economic Surprise Index 49.4 +5.9 points
  • § Fed Fund Futures imply 58.0% chance of no change, 42.0% chance of 25 basis point cut on 10/24
  • § US Dollar Index 79.67 +.42%
  • § Yield Curve 139.0 -9 basis points
  • § 10-Year US Treasury Yield 1.66% -8 basis points
  • § Federal Reserve’s Balance Sheet $2.794 Trillion +.10%
  • § U.S. Sovereign Debt Credit Default Swap 37.6 -8.63%
  • § Illinois Municipal Debt Credit Default Swap 196.0 -.15%
  • § Western Europe Sovereign Debt Credit Default Swap Index 136.29 -2.94%
  • § Emerging Markets Sovereign Debt CDS Index 196.98 -1.44%
  • § Saudi Sovereign Debt Credit Default Swap 85.16 -2.03%
  • § Iraq Sovereign Debt Credit Default Swap 437.50 -9.48%
  • § China Blended Corporate Spread Index 396.0 -9 basis points
  • § 10-Year TIPS Spread 2.47% -10 basis points
  • § TED Spread 23.75 -1.75 basis points
  • § 2-Year Swap Spread 11.25 -2.75 basis points
  • § 3-Month EUR/USD Cross-Currency Basis Swap -25.0 -3.0 basis points
  • § N. America Investment Grade Credit Default Swap Index 96.68 +2.90%
  • § European Financial Sector Credit Default Swap Index 178.33 -.17%
  • § Emerging Markets Credit Default Swap Index 220.83 +3.0%
  • § CMBS Super Senior AAA 10-Year Treasury Spread 97.0 unch.
  • § M1 Money Supply $2.359 Trillion +.06%
  • § Commercial Paper Outstanding 964.90 -1.0%
  • § 4-Week Moving Average of Jobless Claims 364,00 -11,000
  • § Continuing Claims Unemployment Rate 2.6% unch.
  • § Average 30-Year Mortgage Rate 3.39% +3 basis points
  • § Weekly Mortgage Applications 1,008.10 -1.21%
  • § Bloomberg Consumer Comfort -38.5 -1.6 points
  • § Weekly Retail Sales +1.60% -80.0 basis points
  • § Nationwide Gas $3.81/gallon +.02/gallon
  • § U.S. Heating Demand Next 7 Days 31.0% below normal
  • § Baltic Dry Index 926.0 +5.82%
  • § China (Export) Containerized Freight Index 1,187.72 -2.21%
  • § Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • § Rail Freight Carloads 251,113 -2.38%

Top Sektoren:

  • § Coal +13.36%
  • § Steel +2.14%
  • § Restaurants +.92%
  • § Oil Service +.71%
  • § Education +.22%

Flop Sektoren:

  • § Medical Equipment -4.20%
  • § Homebuilders -4.98%
  • § Computer Hardware -5.92%
  • § Oil Tankers -6.67%
  • § Disk Drives -7.69%

 

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!

Die Woche in Zahlen: KW 40/2012

 

 

 

14:00 Uhr

Aktienindizes:

  • § S&P 500 1,460.93 +1.41%
  • § DJIA 13,610.15 +1.29%
  • § NASDAQ 3,136.18 +.64%
  • § Russell 2000 842.86 +.65%
  • § Value Line Geometric(broad market) 363.63 +1.13%
  • § Russell 1000 Growth 678.13 +1.17%
  • § Russell 1000 Value 722.46 +1.63%
  • § Morgan Stanley Consumer 852.48 +1.99%
  • § Morgan Stanley Cyclical 990.66 +2.27%
  • § Morgan Stanley Technology 684.66 +.03%
  • § Transports 5,046.43 +3.14%
  • § Utilities 479.93 +.88%
  • § Bloomberg European Bank/Financial Services 84.46 +3.66%
  • § MSCI Emerging Markets 41.74 +.50%
  • § Lyxor L/S Equity Long Bias 1,056.31 +.11%
  • § Lyxor L/S Equity Variable Bias 804.13 +.10%
  • § Lyxor L/S Equity Short Bias 539.66 unch.

Sentiment/Marktbreite:

  • § NYSE Cumulative A/D Line 159,405 +1.93%
  • § Bloomberg New Highs-Lows Index 287.0 +140
  • § Bloomberg Crude Oil % Bulls 34.2 -9.5%
  • § CFTC Oil Net Speculative Position 215,880 -6.67%
  • § CFTC Oil Total Open Interest 1,556,877 +.07%
  • § Total Put/Call .91 -8.08%
  • § OEX Put/Call 1.36 +67.90%
  • § ISE Sentiment 86.0 -12.0%
  • § NYSE Arms 1.23 -26.63%
  • § Volatility(VIX) 14.33 -8.90%
  • § S&P 500 Implied Correlation 45.42 -6.98%
  • § G7 Currency Volatility (VXY) 7.60 -3.31%
  • § Smart Money Flow Index 11,670.95 +.22%
  • § Money Mkt Mutual Fund Assets $2.564 Trillion -.50%
  • § AAII % Bulls 33.86 -6.2%
  • § AAII % Bears 33.23 -8.86%

Rohstoffe:

  • § CRB Index 307.62 -.54%
  • § Crude Oil 89.88 -2.41%
  • § Reformulated Gasoline 295.25 +1.30%
  • § Natural Gas 3.40 +2.38%
  • § Heating Oil 315.59 +.25%
  • § Gold 1,780.80 +.41%
  • § Bloomberg Base Metals Index 219.42 +.04%
  • § Copper 377.80 +.65%
  • § US No. 1 Heavy Melt Scrap Steel 347.67 USD/Ton -3.78%
  • § China Iron Ore Spot 104.20 USD/Ton unch.
  • § Lumber 276.10 -1.57%
  • § UBS-Bloomberg Agriculture 1,681.22 -.93%

Konjunktur:

  • § ECRI Weekly Leading Economic Index Growth Rate +4.7% +90 basis points
  • § Philly Fed ADS Real-Time Business Conditions Index -.4282 +6.36%
  • § S&P 500 Blended Forward 12 Months Mean EPS Estimate 111.98 -.01%
  • § Citi US Economic Surprise Index 43.5 +37.7 points
  • § Fed Fund Futures imply 58.0% chance of no change, 42.0% chance of 25 basis point cut on 10/24
  • § US Dollar Index 79.34 -.69%
  • § Yield Curve 148.0 +8 basis points
  • § 10-Year US Treasury Yield 1.74% +11 basis points
  • § Federal Reserve’s Balance Sheet $2.791 Trillion +.14%
  • § U.S. Sovereign Debt Credit Default Swap 49.34 +30.57%
  • § Illinois Municipal Debt Credit Default Swap 197.0 -4.09%
  • § Western Europe Sovereign Debt Credit Default Swap Index 140.42 -5.04%
  • § Emerging Markets Sovereign Debt CDS Index 199.85 -7.23%
  • § Saudi Sovereign Debt Credit Default Swap 86.93 -4.49%
  • § Iraq Sovereign Debt Credit Default Swap 483.28 +4.15%
  • § China Blended Corporate Spread Index 405.0 -10 basis points
  • § 10-Year TIPS Spread 2.57% +15 basis points
  • § TED Spread 25.5 -1.25 basis points
  • § 2-Year Swap Spread 14.0 +.75 basis point
  • § 3-Month EUR/USD Cross-Currency Basis Swap -22.0 +4.25 basis points
  • § N. America Investment Grade Credit Default Swap Index 93.96 -6.1%
  • § European Financial Sector Credit Default Swap Index 178.63 -12.23%
  • § Emerging Markets Credit Default Swap Index 214.38 -3.98%
  • § CMBS Super Senior AAA 10-Year Treasury Spread 97.0 unch.
  • § M1 Money Supply $2.360 Trillion -.47%
  • § Commercial Paper Outstanding 975.10 -1.50%
  • § 4-Week Moving Average of Jobless Claims 375,00 +1,000
  • § Continuing Claims Unemployment Rate 2.6% unch.
  • § Average 30-Year Mortgage Rate 3.36% -4 basis points
  • § Weekly Mortgage Applications 1,020.40 +16.6%
  • § Bloomberg Consumer Comfort -36.9 +2.8 points
  • § Weekly Retail Sales +2.40% unch.
  • § Nationwide Gas $3.79/gallon unch.
  • § U.S. Heating Demand Next 7 Days 41.0% above normal
  • § Baltic Dry Index 845.0 +10.3%
  • § China (Export) Containerized Freight Index 1,214.62 -1.01%
  • § Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • § Rail Freight Carloads 257,225 +2.79%

Stärkste Branchen:

  • § Homebuilders +5.9%
  • § Airlines +5.1%
  • § Banks +3.6%
  • § Road & Rail +3.2%
  • § Biotech +3.2%

Schwächste Branchen:

  • § Oil Service -1.4%
  • § Networking -1.6%
  • § Alternative Energy -1.7%
  • § Restaurants -2.0%
  • § Computer Hardware -3.9%

 

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!

Die Woche in Zahlen: KW 40/2012

 

 

 

14:00 Uhr

Aktienindizes:

  • § S&P 500 1,460.93 +1.41%
  • § DJIA 13,610.15 +1.29%
  • § NASDAQ 3,136.18 +.64%
  • § Russell 2000 842.86 +.65%
  • § Value Line Geometric(broad market) 363.63 +1.13%
  • § Russell 1000 Growth 678.13 +1.17%
  • § Russell 1000 Value 722.46 +1.63%
  • § Morgan Stanley Consumer 852.48 +1.99%
  • § Morgan Stanley Cyclical 990.66 +2.27%
  • § Morgan Stanley Technology 684.66 +.03%
  • § Transports 5,046.43 +3.14%
  • § Utilities 479.93 +.88%
  • § Bloomberg European Bank/Financial Services 84.46 +3.66%
  • § MSCI Emerging Markets 41.74 +.50%
  • § Lyxor L/S Equity Long Bias 1,056.31 +.11%
  • § Lyxor L/S Equity Variable Bias 804.13 +.10%
  • § Lyxor L/S Equity Short Bias 539.66 unch.

Sentiment/Marktbreite:

  • § NYSE Cumulative A/D Line 159,405 +1.93%
  • § Bloomberg New Highs-Lows Index 287.0 +140
  • § Bloomberg Crude Oil % Bulls 34.2 -9.5%
  • § CFTC Oil Net Speculative Position 215,880 -6.67%
  • § CFTC Oil Total Open Interest 1,556,877 +.07%
  • § Total Put/Call .91 -8.08%
  • § OEX Put/Call 1.36 +67.90%
  • § ISE Sentiment 86.0 -12.0%
  • § NYSE Arms 1.23 -26.63%
  • § Volatility(VIX) 14.33 -8.90%
  • § S&P 500 Implied Correlation 45.42 -6.98%
  • § G7 Currency Volatility (VXY) 7.60 -3.31%
  • § Smart Money Flow Index 11,670.95 +.22%
  • § Money Mkt Mutual Fund Assets $2.564 Trillion -.50%
  • § AAII % Bulls 33.86 -6.2%
  • § AAII % Bears 33.23 -8.86%

Rohstoffe:

  • § CRB Index 307.62 -.54%
  • § Crude Oil 89.88 -2.41%
  • § Reformulated Gasoline 295.25 +1.30%
  • § Natural Gas 3.40 +2.38%
  • § Heating Oil 315.59 +.25%
  • § Gold 1,780.80 +.41%
  • § Bloomberg Base Metals Index 219.42 +.04%
  • § Copper 377.80 +.65%
  • § US No. 1 Heavy Melt Scrap Steel 347.67 USD/Ton -3.78%
  • § China Iron Ore Spot 104.20 USD/Ton unch.
  • § Lumber 276.10 -1.57%
  • § UBS-Bloomberg Agriculture 1,681.22 -.93%

Konjunktur:

  • § ECRI Weekly Leading Economic Index Growth Rate +4.7% +90 basis points
  • § Philly Fed ADS Real-Time Business Conditions Index -.4282 +6.36%
  • § S&P 500 Blended Forward 12 Months Mean EPS Estimate 111.98 -.01%
  • § Citi US Economic Surprise Index 43.5 +37.7 points
  • § Fed Fund Futures imply 58.0% chance of no change, 42.0% chance of 25 basis point cut on 10/24
  • § US Dollar Index 79.34 -.69%
  • § Yield Curve 148.0 +8 basis points
  • § 10-Year US Treasury Yield 1.74% +11 basis points
  • § Federal Reserve’s Balance Sheet $2.791 Trillion +.14%
  • § U.S. Sovereign Debt Credit Default Swap 49.34 +30.57%
  • § Illinois Municipal Debt Credit Default Swap 197.0 -4.09%
  • § Western Europe Sovereign Debt Credit Default Swap Index 140.42 -5.04%
  • § Emerging Markets Sovereign Debt CDS Index 199.85 -7.23%
  • § Saudi Sovereign Debt Credit Default Swap 86.93 -4.49%
  • § Iraq Sovereign Debt Credit Default Swap 483.28 +4.15%
  • § China Blended Corporate Spread Index 405.0 -10 basis points
  • § 10-Year TIPS Spread 2.57% +15 basis points
  • § TED Spread 25.5 -1.25 basis points
  • § 2-Year Swap Spread 14.0 +.75 basis point
  • § 3-Month EUR/USD Cross-Currency Basis Swap -22.0 +4.25 basis points
  • § N. America Investment Grade Credit Default Swap Index 93.96 -6.1%
  • § European Financial Sector Credit Default Swap Index 178.63 -12.23%
  • § Emerging Markets Credit Default Swap Index 214.38 -3.98%
  • § CMBS Super Senior AAA 10-Year Treasury Spread 97.0 unch.
  • § M1 Money Supply $2.360 Trillion -.47%
  • § Commercial Paper Outstanding 975.10 -1.50%
  • § 4-Week Moving Average of Jobless Claims 375,00 +1,000
  • § Continuing Claims Unemployment Rate 2.6% unch.
  • § Average 30-Year Mortgage Rate 3.36% -4 basis points
  • § Weekly Mortgage Applications 1,020.40 +16.6%
  • § Bloomberg Consumer Comfort -36.9 +2.8 points
  • § Weekly Retail Sales +2.40% unch.
  • § Nationwide Gas $3.79/gallon unch.
  • § U.S. Heating Demand Next 7 Days 41.0% above normal
  • § Baltic Dry Index 845.0 +10.3%
  • § China (Export) Containerized Freight Index 1,214.62 -1.01%
  • § Oil Tanker Rate(Arabian Gulf to U.S. Gulf Coast) 22.50 unch.
  • § Rail Freight Carloads 257,225 +2.79%

Stärkste Branchen:

  • § Homebuilders +5.9%
  • § Airlines +5.1%
  • § Banks +3.6%
  • § Road & Rail +3.2%
  • § Biotech +3.2%

Schwächste Branchen:

  • § Oil Service -1.4%
  • § Networking -1.6%
  • § Alternative Energy -1.7%
  • § Restaurants -2.0%
  • § Computer Hardware -3.9%

 

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!