Below is the macro mosaic updated as of 2022-10-15 22:03:04.491389
Value of $100 Risk Weighted in
Stocks vs Bonds
Gold Commodities Dollar Bitcoin
The above values assume continual reinvestment to reach a 1%
daily standard deviation based on an asset's 3 month volatility.
Correlation Coefficients
Correlation coefficients are averages over 3 month
and 1 year of price action
Top Moves Globally
Z scores are volatility normalized moves. 30, 90, and 365 represent a
number of days. A score of -4.4 for Z30 would mean an asset has dropped
a lot over 30 days. The total score is the average of 30,90 and 365 day z scores
Top Moves in Europe
Top Moves in Asia
Top Moves in Americas
G10 Key Stats
Sov, Eq, R8 and EPS are z scores
EY : Earnings Yield of Equity Index
5Y: 5 Year Sovereign Spread
ERP: Equity Risk Premium (Earnings Yield - 5Y Sovereign)
REVG: Expected Revenue Growth of Equity Index
EM Stats
Above are Z scores of movements
G10 Signals
Signals are z scores. A Z score of +3 would be a strong buy. A strong signal would imply an FX cross has strong interest rate, equity, economic and valuation support.
PPP stands for purchase power parity. Vol refers to the 3 month at the the money implied volatility of the FX pair.
Please consult relevant disclaimer page. Not advice
Macro Signals
Signals are scores from -100 to +100 where +100 is a strong buy. Please consult
relevant disclaimer page. Not advice