Charts Prepared for Nick Boehm MIG Absolute Return

Transcription

1 Charts Prepared for Nick Boehm MIG Absolute Return Yardeni Research, Inc. January 26, 2018 Dr. Edward Yardeni Mali Quintana Please visit our sites at www. blog. thinking outside the box

2 Table Of Contents Charts Prepared for Nick Boehm MIG Absolute Return 1. untitled 2. Index vs S&P/Case Shiller Index 3. Index vs S&P/Case Shiller Index 4. Index vs Personal Savings Rate 5. Index vs Personal Saving Rate 6. Index vs Initial Jobless Claims 7. Index vs Initial Jobless Claims 8. Index vs American Staffing Index 9. Index vs American Staffing Index 10. Index vs Domestic Auto Sales 11. Index vs US Domestic Auto Sales 12. Index vs Building Permits 13. Index vs Building Permits continued...

3 14. Index vs 3-month Forward Copper Price 15. Index vs 3-month Forward Copper Price 16. Index vs Baltic Dry Index 17. Index vs Baltic Dry Index 18. Index vs AAII Sentiment Bullish Reading 19. Index vs AAII Sentiment Bullish Reading 20. Index vs US Freight Carloads 21. Index vs US Freight Carloads 22. Index vs Citigroup Economic Surprise Index 23. Index vs Citigroup Economic Surprise Index 24. Index vs ISM Manufacturing PMI 25. Index vs ISM Manufacturing PMI Copyright Yardeni Research, Inc All rights reserved. The information contained herein has been obtained from sources believed to be reliable, but is not necessarily complete and its accuracy cannot be guaranteed. Any opinions expressed are subject to change without notice. Additional Information Available on Request. Doc: CLIENTMIG Assembled Friday, 01/26/ :37 PM

4 REPLACEMENT Table Figure 1: S&P Industry Performance (sorted by 1-day % change as of October 25, 2013) Industry Strategist s Handbook Internet Retail 5.2 Security & Alarm Services 4.6 Ind Power Producers & Energy Traders 4.3 Systems Software 4.0 Trading Co & Distributors 2.2 1/26 Residential REITS 2.1 Office REITS 2.1 Paper Packaging Agricultural Products Insurance Brokers 1.8 Health Care Distributors 1.8 Electrical Components & Equipment 1.7 Home Furnishings 1.7 Housewares & Specialties 1.7 Advertising 1.5 Specialized REITS 1.5 Health Care Facilities 1.5 Research & Consulting Srvs 1.4 Diversified REITS 1.3 Paper Products 1.3 Industrial Machinery 1.3 Industrial REITS 1.3 Oil & Gas Drilling 1.2 Specialty Chemicals 1.2 Oil & Gas Exploration & Production 1.2 Multi-Utilities 1.1 Utilities 1.1 Integrated Telecom Services 1.1 Metal & Glass Containers 1.1 Environment & Facilities Services 1.1 Leisure Products 1.1 Office Electronics 1.1 Food Retail 1.0 Brewers 1.0 Telecommunication Services 1.0 Electric Utilities 1.0 Communications Equipment 0.9 Diversified Support Services 0.9 Oil & Gas Equipment & Services 0.9 Computer Storage & Peripherals 0.9 Industrial Gases 0.9 Semiconductors 0.8 Soft Drinks 0.8 Life Sciences Tools & Services 0.8 Consumer Finance 0.8 Real Estate Services 0.8 Steel 0.8 Aerospace & Defense 0.8 Investment Banking & Brokerage 0.7 Consumer Discretionary 0.7 Oil & Gas Storage & Transportation 0.7 Gold 0.7 Air Freight & Logistics 0.6 Semiconductor Equipment 0.6 Restaurants 0.6 Gas Utilities 0.5 Packaged Foods & Meats 0.5 Fertilizers & Agricultural Chemicals 0.5 Asset Management & Custody Banks 0.5 Cable & Satellite 0.5 Tobacco 0.5 Industrials 0.5 Apparel, Accessories & Luxury Goods 0.5 Broadcasting 0.5 Food Distributors 0.5 S&P/CASE SHILLER HOME PRICE INDEX Personal Products 0.5 Distillers & Vintners 0.4 Composite 0.4 Financials 0.4 Information Technology Oct Source: Standard & Poor s Corporation and Haver Analytics. 1-Day % change 10/25/13 Industry (daily, =10) Day % change 10/25/13 Energy 0.4 Regional Banks 0.4 Oil & Gas Refining, Mkting & Transportation 0.4 Other Diversified Financial Services 0.4 Hotels, Resorts & Cruise Lines 0.3 Automotive Retail 0.3 Diversified Banks 0.3 Distributors Tires & Rubber Biotechnology 0.3 Managed Health Care 0.3 Consumer Staples 0.3 Airlines 0.3 Footwear 0.3 Specialty Stores 0.2 Thrifts & Mortgage Finance 0.2 Materials 0.2 Multi-line Insurance 0.2 Pharmaceuticals 0.2 Life & Health Insurance 0.1 Health Care 0.1 Human Resource & Employment Services 0.1 Apparel Retail 0.1 Motorcycle Manufacturers 0.1 Computer & Electronics Retail 0.1 Health Care Equipment 0.1 Trucking 0.1 Diversified Metals & Mining 0.1 Home Entertainment Software 0.0 Data Processing & Outsourced Services 0.0 Homebuilding 0.0 Industrial Conglomerates 0.0 Construction Materials 0.0 Movies & Entertainment 0.0 Homefurnishing Retail 0.0 General Merchandise Stores -0.1 Retail REITS -0.1 Consumer Electronics -0.1 Aluminum -0.1 Electronic Manufacturing Services -0.1 Application Software -0.1 Building Products -0.1 Auto Parts & Equipment -0.2 Publishing -0.2 Department Stores -0.2 Household Products -0.2 Hypermarkets & Super Centers -0.3 Integrated Oil & Gas -0.3 Coal & Consumable Fuels -0.3 Construction, Farm Machinery & Heavy Trucks -0.3 Home Improvement Retail -0.4 IT Consulting & Services -0.4 Electronic Equipment Manufacturers -0.4 Construction & Engineering -0.5 Specialized Finance -0.6 Railroads -0.6 Wireless Telecom Services -0.6 Automobile Manufacturers -0.6 Property & Casualty Insurance -0.7 Drug Retail -0.7 Household Appliances -0.7 Diversified Chemicals -0.8 Specialized Consumer Services -0.8 Computer Hardware -0.9 Internet Software & Services -1.1 Office Services & Supplies -1.4 Casinos & Gambling -1.5 Health Care Technology -2.8 Health Care Services -2.9 Home Price Index (January =100, nsa) 1000 Source: Wall Street Journal and S&P, Fiserv, and Macro Markets LLC.

5 S&P/CASE SHILLER HOMPRICE INDEX (weekly, =10) Home Price Index (January =100, nsa) Source: Wall Street Journal and S&P, Fiserv, and Macro Markets LLC

6 PERSONAL SAVING RATE (daily, =10) Personal Saving Rate (inverted scale, percent) Source: Wall Street Journal and Bureau of Economic Analysis

7 2200 PERSONAL SAVING RATE (weekly, =10) 0 12/ Personal Saving Rate (inverted scale, percent) Source: Wall Street Journal and Bureau of Economic Analysis. 12

8 2300 INITIAL JOBLESS CLAIMS Source: Wall Street Journal and Bureau of Economic Analysis. (daily, =10) Jobless Claims (inverted scale, thousands, sa) /

9 INITIAL JOBLESS CLAIMS (weekly, =10) Jobless Claims (inverted scale, thousands, sa) Source: Wall Street Journal and Bureau of Economic Analysis /

10 AMERICAN STAFFING INDEX (daily, =10) American Staffing Index (Jun-12-06=100, nsa) Source: Wall Street Journal and American Staffing Association

11 AMERICAN STAFFING INDEX (weekly, =10) American Staffing Index (Jun-12-06=100, nsa) Source: Wall Street Journal and American Staffing Association / /

12 1050 DOMESTIC AUTO SALES Source: Wall Street Journal and AutoData Corp. Domestic Auto Sales (million units, saar) (daily, =10)

13 US DOMESTIC AUTO SALES Source: Wall Street Journal and AutoData Corp. (weekly, =10) Domestic Auto Sales (million units, saar) 18 12/

14 BUILDING PERMITS (daily, =10) Building Permits (thousand units, saar) Source: Wall Street Journal and Census Bureau

15 BUILDING PERMITS Source: Wall Street Journal and Census Bureau. (weekly, =10) Building Permits (thousand units, saar) /

16 LME 3-MONTH FORWARD OFFICIAL COPPER PRICE Source: Wall Street Journal and Financial Times. (daily, =10) LME Copper Price ($, metric ton)

17 LME 3-MONTH FORWARD OFFICIAL COPPER PRICE (weekly, =10) LME Copper Price ($/metric ton) Source: Wall Street Journal and Financial Times. 0 12/ /

18 2150 BALTIC DRY INDEX (daily, =10) Baltic Dry Index Source: Wall Street Journal and Financial Times

19 BALTIC DRY INDEX (weekly, =10) Baltic Dry Index Source: Wall Street Journal and Financial Times. 1/26 1/

20 AAII SENTIMENT BULLISH READING Source: Wall Street Journal and Barron s. (daily, =10) Bullish Sentiment (percent) /

21 2200 AAII SENTIMENT BULISH READING (weekly, =10) Bullish Sentiment (percent) 80 12/ Source: Wall Street Journal and Barron s /

22 US FREIGHT CARLOADS Source: Wall Street Journal and Atlantic Systems. (daily, =10) Carloads (thousand units) /

23 US FREIGHT CARLOADS Source: Wall Street Journal and Atlantic Systems. (weekly, =10) Carloads (thousand units) / /

24 CITIGROUP ECONOMIC SURPRISE INDEX Source: Wall Street Journal and Citigroup. (daily, =10) Citigroup Economics Surprise Index (percent)

25 CITIGROUP ECONOMIC SURPRISE INDEX Citigroup Economics Surprise Index (percent) Source: Wall Street Journal and Citigroup. (weekly, =10)

26 ISM MANUFACTURING PMI (daily, =10) Manufacturing PMI (50+=increasing, sa) Source: Wall Street Journal and Institute for Supply Management

27 ISM MANUFACTURING PMI (weekly, =10) Manufacturing PMI (50+=increasing, sa) Source: Wall Street Journal and Institute for Supply Management /

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