2014.4.8 chartbook template
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Transcript of 2014.4.8 chartbook template
Weekly Chart BookMarch 28, 2014
Global Clients…Global Portfolios
disclosure: The opinions expressed in this Weekly Chart Book report are those of the author. The materials and commentary are strictly informational and should be used for research use only. This bulletin is not intended to provide investing or other advice or guidance with respect to the matters addressed in the bulletin. All relevant facts, including individual circumstances, need to be considered by the reader to arrive at investment conclusions that comply with matters addressed in this bulletin. Charts and information used in this report are sourced from Bloomberg.
Financial Conditions
4
Developed Markets
5
Emerging Markets
6
US Financial Conditions vs. 52 weeks & 2000-2007 Period
7
1 Year Default Probability – Developed Markets
8
1 Year Default Probability – Emerging Markets
9
5 Year CDS
10
SHIBOR (Shanghai Interbank Overnight Lending Rate)
11
The VIX Index (S&P 500 Implied Volatility)
12
Global Financial Stress Index (Higher = More Stress)
13
Citi Macro Risk Index
14
AAII Bullishness Index - % Bullish
15
StateStreet Investor Confidence Index
16
S&P 500 & Advance-Decline Index
17
S&P 500 – This Week
Fixed Income & Credit
19
US Yield Curve (Current vs. 1 Month & 12 Months Ago)
20
UST Curve vs. US Investment Grade Curve
21
U.S. Treasury 30 Year Yield
22
U.S. Treasury 10 Year Yield
23
U.S. 10 Year Yield vs. Japanese Yen
24
U.S. Treasury 2s10s Yield Curve Slope
25
Fed’s 5 Year Forward Breakeven (Inflation Expectations)
26
Investment Grade Bond Prices
27
Investment Grade Credit Spread (BBB – 10 Yr. UST Yield)
28
High Yield Bond Prices
29
High Yield Credit Spreads (HY – 10 Yr. UST Yield)
30
Emerging Market Debt (USD Denominated)
31
Emerging Market Bond Spreads
Global Equities
33
World Equity Indices
34
MSCI All Country World Index
35
S&P 500 Index
36
MSCI EAFE (Europe, Australia, Far East) Index
37
MSCI Emerging Markets Index
38
Equity Risk Premiums by Country
39
Sector Performance (YTD)
40
Sector Performance by Region (YTD)
The Economy
42
Last week’s Economic Calendar
43
Next week’s Economic Calendar
44
Economic Surprise Monitor (Deviations from Expectations)
45
Economic Trends – National Accounts
46
Economic Trends – Economic Activity
47
Economic Trends – Business Conditions
48
Economic Trends – Credit Conditions
49
Economic Trends – Credit Conditions
50
Economic Trends – Leading Indicators
51
Economic Trends – Housing Market
52
Economic Trends – Housing Market
53
Economic Trends – Retail Sector
54
Economic Trends – Personal Sector
Currencies & Commodities
56
World Currencies vs. U.S. Dollar (6 Month Spot Returns)
57
Carry Trades vs. U.S. Dollar (6 Month Carry Returns)
58
World Currencies vs. U.S. Dollar (Spot Forecast: Q2 2014)
59
Currency Implied Volatility
60
US Dollar Index
61
Euro €
62
Japanese Yen ¥
63
Chinese Renminbi
64
Mexican Peso
65
Turkish Lira
66
Russian Ruble
67
Indian Rupee
68
Global Commodity Prices
69
Continuous Commodity Index – 5 Years
70
Gold Prices – 5 Years
71
Crude Oil Prices – 5 Years
72
Copper Prices – 5 Years
Investment Themes & Value
74
Industry - Valuations
75
Technology
76
U.S. Financials Services
77
Goldcorp
78
Yamana
79
Gold to Gold Miners Ratio
80
Energy Exploration & Production
81
WTI – Brent Crude Oil Spread
82
High Yield Bonds
83
HYLD – Holdings
84
U.S. Dollar – Bullish