Chart Book and Financial Market Update (4/28/14)
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Transcript of Chart Book and Financial Market Update (4/28/14)
Weekly Chart BookApril 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
The VIX Index (S&P 500 Implied Volatility)
8
AAII Bullishness Index - % Bullish
9
StateStreet Investor Confidence Index
10
Global Financial Stress Index (Higher = More Stress)
11
Citi Macro Risk Index
12
SHIBOR (Shanghai Interbank Overnight Lending Rate)
13
S&P 500 – This Week
14
10 Year UST Yields – This Week
15
Gold Price – This Week
Fixed Income & Credit
17
US Yield Curve (Current vs. 1 Month & 12 Months Ago)
18
UST Curve vs. US Investment Grade Curve
19
U.S. Treasury 30 Year Yield
20
U.S. Treasury 10 Year Yield
21
Fed’s 5 Year Forward Breakeven (Inflation Expectations)
22
Investment Grade Bond Prices
23
Investment Grade Credit Spread (BBB – 10 Yr. UST Yield)
24
High Yield Bond Prices
25
High Yield Credit Spreads (HY – 10 Yr. UST Yield)
26
Emerging Market Debt (USD Denominated)
27
Emerging Market Bond Spreads
Global Equities
29
World Equity Indices
30
MSCI All Country World Index
31
S&P 500 Index
32
MSCI EAFE (Europe, Australia, Far East) Index
33
MSCI Emerging Markets Index
34
Equity Risk Premiums by Country
35
Sector Performance by Region (YTD)
36
Earnings Scorecard: Q1 2014 S&P 500
The Economy
38
Last week’s Economic Calendar
39
Next week’s Economic Calendar
40
Economic Surprise Monitor (Deviations from Expectations)
41
6 Month Outlook for Increase Capital Expenditures
42
NFIB Small Business Actual Capital Expenditures
43
Fed’s Total Credit Market Borrowing and Lending
44
US Auto Sales Total (Annualized SA)
Currencies & Commodities
46
World Currencies vs. U.S. Dollar (6 Month Spot Returns)
47
World Currencies vs. U.S. Dollar (Spot Forecast: Q3 2014)
48
Carry Trades vs. U.S. Dollar (6 Month Carry Returns)
49
US Dollar Index
50
Euro €
51
Japanese Yen ¥
52
Mexican Peso
53
Brazilian Real
54
Russian Ruble
55
Indian Rupee
56
Chinese Renminbi
57
US Dollar vs. S&P500 to EM Ratio
58
Japanese Yen vs. 10 Year UST Yield (12 years)
59
Japanese Yen vs. 10 Year UST Yield (YTD)
60
Global Commodity Prices
61
Continuous Commodity Index – 5 Years
62
Gold Prices – 5 Years
63
Crude Oil Prices – 5 Years
Investment Themes & Value
65
Industry - Valuations
66
Technology
67
U.S. Financials Services
68
Energy Exploration & Production
69
WTI – Brent Crude Oil Spread
70
Goldcorp
71
Yamana
72
Gold to Gold Miners Ratio
73
High Yield Bonds