2014.4.8 chartbook template

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2014.4.8 chartbook template

  1. 1. Weekly Chart Book March 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.
  2. 2. Financial Conditions
  3. 3. 4 Developed Markets
  4. 4. 5 Emerging Markets
  5. 5. 6 US Financial Conditions vs. 52 weeks & 2000-2007 Period
  6. 6. 7 1 Year Default Probability – Developed Markets
  7. 7. 8 1 Year Default Probability – Emerging Markets
  8. 8. 9 5 Year CDS
  9. 9. 10 SHIBOR (Shanghai Interbank Overnight Lending Rate)
  10. 10. 11 The VIX Index (S&P 500 Implied Volatility)
  11. 11. 12 Global Financial Stress Index (Higher = More Stress)
  12. 12. 13 Citi Macro Risk Index
  13. 13. 14 AAII Bullishness Index - % Bullish
  14. 14. 15 StateStreet Investor Confidence Index
  15. 15. 16 S&P 500 & Advance-Decline Index
  16. 16. 17 S&P 500 – This Week
  17. 17. Fixed Income & Credit
  18. 18. 19 US Yield Curve (Current vs. 1 Month & 12 Months Ago)
  19. 19. 20 UST Curve vs. US Investment Grade Curve
  20. 20. 21 U.S. Treasury 30 Year Yield
  21. 21. 22 U.S. Treasury 10 Year Yield
  22. 22. 23 U.S. 10 Year Yield vs. Japanese Yen
  23. 23. 24 U.S. Treasury 2s10s Yield Curve Slope
  24. 24. 25 Fed’s 5 Year Forward Breakeven (Inflation Expectations)
  25. 25. 26 Investment Grade Bond Prices
  26. 26. 27 Investment Grade Credit Spread (BBB – 10 Yr. UST Yield)
  27. 27. 28 High Yield Bond Prices
  28. 28. 29 High Yield Credit Spreads (HY – 10 Yr. UST Yield)
  29. 29. 30 Emerging Market Debt (USD Denominated)
  30. 30. 31 Emerging Market Bond Spreads
  31. 31. Global Equities
  32. 32. 33 World Equity Indices
  33. 33. 34 MSCI All Country World Index
  34. 34. 35 S&P 500 Index
  35. 35. 36 MSCI EAFE (Europe, Australia, Far East) Index
  36. 36. 37 MSCI Emerging Markets Index
  37. 37. 38 Equity Risk Premiums by Country
  38. 38. 39 Sector Performance (YTD)
  39. 39. 40 Sector Performance by Region (YTD)
  40. 40. The Economy
  41. 41. 42 Last week’s Economic Calendar
  42. 42. 43 Next week’s Economic Calendar
  43. 43. 44 Economic Surprise Monitor (Deviations from Expectations)
  44. 44. 45 Economic Trends – National Accounts
  45. 45. 46 Economic Trends – Economic Activity
  46. 46. 47 Economic Trends – Business Conditions
  47. 47. 48 Economic Trends – Credit Conditions
  48. 48. 49 Economic Trends – Credit Conditions
  49. 49. 50 Economic Trends – Leading Indicators
  50. 50. 51 Economic Trends – Housing Market
  51. 51. 52 Economic Trends – Housing Market
  52. 52. 53 Economic Trends – Retail Sector
  53. 53. 54 Economic Trends – Personal Sector
  54. 54. Currencies & Commodities
  55. 55. 56 World Currencies vs. U.S. Dollar (6 Month Spot Returns)
  56. 56. 57 Carry Trades vs. U.S. Dollar (6 Month Carry Returns)
  57. 57. 58 World Currencies vs. U.S. Dollar (Spot Forecast: Q2 2014)
  58. 58. 59 Currency Implied Volatility
  59. 59. 60 US Dollar Index
  60. 60. 61 Euro €
  61. 61. 62 Japanese Yen ¥
  62. 62. 63 Chinese Renminbi
  63. 63. 64 Mexican Peso
  64. 64. 65 Turkish Lira
  65. 65. 66 Russian Ruble
  66. 66. 67 Indian Rupee
  67. 67. 68 Global Commodity Prices
  68. 68. 69 Continuous Commodity Index – 5 Years
  69. 69. 70 Gold Prices – 5 Years
  70. 70. 71 Crude Oil Prices – 5 Years
  71. 71. 72 Copper Prices – 5 Years
  72. 72. Investment Themes & Value
  73. 73. 74 Industry - Valuations
  74. 74. 75 Technology
  75. 75. 76 U.S. Financials Services
  76. 76. 77 Goldcorp
  77. 77. 78 Yamana
  78. 78. 79 Gold to Gold Miners Ratio
  79. 79. 80 Energy Exploration & Production
  80. 80. 81 WTI – Brent Crude Oil Spread
  81. 81. 82 High Yield Bonds
  82. 82. 83 HYLD – Holdings
  83. 83. 84 U.S. Dollar – Bullish

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