Citigroup us economic surprise index

13 Nov 2019 “Technicals are now the most bullish thing the U.S. equity market has going for The Citi Economic Surprise Index measures the pace at which 

CITIGROUP ECONOMIC SURPRISE INDEX & 10-YEAR US TREASURY BOND YIELD: 2009-PRESENT 3/16 Surprise Index (percent) 10-Year Yield* (13-week change, basis points) yardeni.com * Average for the week ending Friday. Note: Blue shaded areas denote first half of each year. Source: Federal Reserve Board and Citigroup. Figure 5. The Citigroup Economic Surprise Indexes are a clever concoction that measures the variations in the gap between the expectations and the real economic data. The input consists of the actual econometric data that moves foreign exchange markets – the bigger the data moves forex markets, the more significant its weight in the index. The Citigroup Economic Surprise Indices are objective and quantitative measures of economic news. They are defined as weighted historical standard deviations of data surprises (actual releases vs The Citi Economic Surprise index is at its lowest point since mid-November after hitting its highest level since 2011 in January. As its name suggests, the index measures actual data against Wall Street estimates and is thus a gauge of optimism about the economy. Edit in Datastream. Subscribe to Datastream

24 Dec 2013 Citi's popular economic surprise indices suggest investors are pleased with positive economic data in the U.S., Japan, and China, but less so in 

24 Dec 2013 Citi's popular economic surprise indices suggest investors are pleased with positive economic data in the U.S., Japan, and China, but less so in  28 Feb 2018 One measure, the Citi Economic Surprise Index, shows graphically how Chairman Jerome Powell talks up the strength of the U.S. economy,  4 Mar 2019 News from around the global economy continues to disappoint, and Citigroup's global surprise index, which measures whether data exceed or  For the United States, I present the real-activity uncertainty index in relation to other A positive (negative) reading of the surprise index suggests that economic by Citigroup to construct the so-called "Citigroup Economic Surprise Indexes. In June of this year, the Citigroup U.S. Economic Surprise Index (CESI-US) was minus 78 after falling from plus 57 in March. At the June low some commentary  13 Nov 2019 “Technicals are now the most bullish thing the U.S. equity market has going for The Citi Economic Surprise Index measures the pace at which 

23 mars 2016 L'indice de surprises économiques de Citi (CESI Citi Economic Surprise Index) précise le niveau de surperformance des données 

The Citigroup Economic Surprise Index, or CESI, tracks how the economic data are faring compared with expectations. The index rises when economic data exceed economists’ consensus estimates and falls when data are below estimates. Citigroup's Economic Surprise Index, a widely followed indicator of how the data are performing up to expectations, is plumbing new depths. The Citigroup Economic Surprise Index measures the difference, excess or deficit, between collected statistics or indicators and expectations. In other words, it stacks up reality versus expectations. When the index chart rises upwards, it means that macro data has been better than analysts’ predictions or consensus. Our Second Quarter 2019 Results and Key Metrics. Citigroup Inc. reported net income for the second quarter 2019 of $4.8 billion, or $1.95 per diluted share, on revenues of $18.8 billion. The rationale behind economic surprise indexes is a compelling one. When an economy is accelerating, the thinking goes, economic data will typically exceed expectations—which ought to lead to higher stock prices and market interest rates, and potentially also a stronger currency. Here’s a chart of the Citigroup US Economic Surprise Index recently published in the Wall Street Journal. As you can see, the index has plummeted off a cliff. In fact, since it reached an all time high of 97.5 in March, the index has fallen to its worst level since the depths of the recession in 2009.

Here’s a chart of the Citigroup US Economic Surprise Index recently published in the Wall Street Journal. As you can see, the index has plummeted off a cliff. In fact, since it reached an all time high of 97.5 in March, the index has fallen to its worst level since the depths of the recession in 2009.

Our Second Quarter 2019 Results and Key Metrics. Citigroup Inc. reported net income for the second quarter 2019 of $4.8 billion, or $1.95 per diluted share, on revenues of $18.8 billion. The rationale behind economic surprise indexes is a compelling one. When an economy is accelerating, the thinking goes, economic data will typically exceed expectations—which ought to lead to higher stock prices and market interest rates, and potentially also a stronger currency. Here’s a chart of the Citigroup US Economic Surprise Index recently published in the Wall Street Journal. As you can see, the index has plummeted off a cliff. In fact, since it reached an all time high of 97.5 in March, the index has fallen to its worst level since the depths of the recession in 2009. Citigroup Economic Surprise indices (CESIs) were originally designed to provide trading signals for currency moves over the very short term (originally over a time horizon of just one minute). We have used the indices to explain currency spot changes over longer periods (most notably here and here in posts which still appear relevant given recent US Dollar moves). CITIGROUP ECONOMIC SURPRISE INDEX & US TREASURY 10-YEAR BOND YIELD: 2009-Present Surprise Index (percent) 10-Year Yield* (13-week change, basis points) yardeni.com * Average for the week ending Friday. Source: Federal Reserve Board and Citigroup. Figure 5. Citigroup Economic Surprise Index Page 3 / September 26, 2017 / Citigroup Economic Does anybody know of a way to view a live (or even end of day) overlay of the various G10 Citigroup Economic Surprise Indices without shelling out $24k a year on a Bloomberg terminal or something similar?

24 Apr 2013 The Citigroup Economic Surprise Indices are objective and quantitative measures of economic news. They are defined as weighted historical 

15 Jun 2012 apply this methodology to construct indexes for the United States, Euro Area, the United a surprise index that summarizes recent economic data surprises and measures In fact, Citigroup provides the so-called “Citigroup. 26 Mar 2012 Notice how the US economic data coming out lately has been quite mediocre The Citigroup Economic Surprise Indices are objective and  17 Jan 2019 Source: Bloomberg. The Citigroup U.S. Economic Surprise Index is an objective and quantitative measure of economic news. It is defined as  24 Apr 2013 The Citigroup Economic Surprise Indices are objective and quantitative measures of economic news. They are defined as weighted historical  Jan 20, 2017 | Uncategorized, US Economy. S&P 500 returns are positively correlated to the Citigroup Economic Surprise Index. The Surprise Index leads the 

The Citi Economic Surprise index is at its lowest point since mid-November after hitting its highest level since 2011 in January. As its name suggests, the index measures actual data against Wall Street estimates and is thus a gauge of optimism about the economy. Edit in Datastream. Subscribe to Datastream