Chart Book and Financial Market Update (2/3/14)
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Weekly Chart Book February 3, 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.
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Take a look at this week’s Chart Book from Accuvest Global Advisors with updates on the following: Global Financial Conditions Global Equity Markets Interest Rates and Fixed Income The Economy Major Currencies Commodities Investor Sentiment Accuvest Global Advisors is a California based RIA and sub-advisor of the AdvisorShares Accuvest Global Opportunities ETF (ACCU) and the AdvisorShares Accuvest Global Long Short ETF (AGLS).
Transcript of Chart Book and Financial Market Update (2/3/14)
Weekly Chart BookFebruary 3, 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
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Developed Markets
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Emerging Markets
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US Financial Conditions vs. 52 weeks & 2000-2007 Period
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1 Year Default Probability – Developed Markets
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1 Year Default Probability – Emerging Markets
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Developed Market – CDS
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Emerging Market – CDS
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Global Banks – CDS
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The VIX Index (S&P 500 Implied Volatility)
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Global Financial Stress Index
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Citi Macro Risk Index
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Margin Debt & S&P 500
Fixed Income & Credit
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US Yield Curve (Current vs. 1 Month & 12 Months Ago)
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UST Curve vs. US Investment Grade Curve
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U.S. Treasury 30 Year Yield
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U.S. Treasury 10 Year Yield
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U.S. Treasury 10 Year Yield – Forecast
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Fed’s 5 Year Forward Breakeven (Inflation Expectations)
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Investment Grade Bond Prices
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Investment Grade Credit Spread (BBB – 10 Yr. UST Yield)
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High Yield Bond Prices
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High Yield Credit Spreads (HY – 10 Yr. UST Yield)
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Emerging Market Debt (USD Denominated)
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Emerging Market Bond Spreads
Global Equities
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World Equity Indices
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Earnings Scorecard
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MSCI All Country World Index
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ACWI Earnings Estimates (Forward 12 Months)
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S&P 500 Index
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S&P 500 Earnings Estimates (Forward 12 Months)
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MSCI EAFE (Europe, Australia, Far East) Index
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MSCI EAFE Earnings Estimates (Forward 12 Months)
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MSCI Emerging Markets Index
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MSCI EM Earnings Estimates (Forward 12 Months)
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Equity Risk Premiums by Country
The Economy
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Last week’s Economic Calendar
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Next week’s Economic Calendar
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Economic Surprise Monitor (Deviations from Expectations)
Currencies & Commodities
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World Currencies vs. U.S. Dollar (6 Month Spot Returns)
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World Currencies vs. U.S. Dollar (Spot Forecast: Q1 2014)
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Developed Market Currency Implied Volatility
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Emerging Market Currency Implied Volatility
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Developed Mrkt. Currency Implied Volatility – Time Series
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Emerging Mrkt. Currency Implied Volatility – Time Series
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US Dollar Index
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Euro €
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Japanese Yen ¥
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Mexican Peso
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Turkish Lira
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Russian Ruble
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Indian Rupee
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Global Commodity Prices
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Continuous Commodity Index – 5 Years
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Gold Prices – 5 Years
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Crude Oil Prices – 5 Years
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Copper Prices – 5 Years
