Australia Citi economic surprise index

Australia Citi economic surprise index Chart

Australia Citi economic surprise index

Australia Citi economic surprise index Statistics

Click here to explore the methodology used for estimating the Australia Australia Citigroup Economic Surprise Index signals presented in the statistics table below.

Australia Financial Markets

MarketSymbolLastMomTrendExhRSI1D%1W%1M%1Y%
ASX All Ordinaries IndexAORD7308.710.751.0354856.0825-0.630.143.91-0.02083
Australia ETFEWA25.75111.6503266.8466-1.08-2.31-2.390.07737
Australian Dollar US Dollar (AUD/USD)AUDUSD 1.36-1-1-1.6659227.68381.763.045.94-0.10272
Australia 5-Year Bond YieldAU.5Y0.61-0.25-0.6022249.8497-17.58-30.39-15.49-0.61338
Australia 2-year bond yieldAU.2Y0.04-1-1-1.1140628.0851-21.57-48.72-55.06-0.90854
Australia 12-year bond yieldAU.2Y1.280.50.25-0.2041449.5678-5.04-22.38-30.28-0.15761
Australia Yield CurveAU.YC1.14111.7077758.993-12.44-23.69-28.621.11034
Australia Credit Default SwapsCDS.Australia15-1-1-0.8710343.3356-0.831.69-3.23-0.29581

Australia Financial News Stream

Australia Macroeconomic Indicators

IndicatorActualPreviousM/M%Y/Y%TrendSlopeZS5YUpdate
balance of trade55747595-0.266096-0.416702-1.0-1.00.4166672021-03-31
bank lending rate6.516.510-0.146789-1.0-1.00.1166672020-10-30
banks balance sheet5169.55283.4-0.02155810.2239851.01.00.3666672021-01-01
building permits-7.1-5.70.245614-0.470149-1.01.00.652021-05-31
business confidence1120-0.454.51.01.00.9333332021-06-30
capacity utilization83.8985.1-0.01421860.09416411.01.00.952021-06-30
capital flows-15363-99990.536454-2.34704-1.0-1.00.03333332021-01-01
car registrations23361202180.155456-0.06690371.0-1.00.7333332021-06-30
central bank balance sheet5503555434870.01263690.338211.01.00.952021-07-14
composite pmi56.758-0.02241380.07590131.01.002021-06-30
construction pmi55.558.3-0.04802740.563381.01.00.952021-06-30
consumer confidence108.8107.20.01492540.237771.01.00.9666672021-07-31
consumer price index cpi117.9117.20.00597270.04706931.01.00.12021-01-01
core inflation rate1.11.2-0.0833333-0.388889-1.0-1.00.1252021-01-01
current account18283160100.141974-2.715261.01.00.01666672021-01-31
current account to gdp2.50.63.16667-1.925931.01.002020-01-31
deposit interest rate0.10.10-0.888889-1.0-1.00.03333332021-03-28
exports3827438955-0.0174817-0.05958381.0-1.00.1666672021-03-31
external debt21260502165260-0.01810870.0599353-1.01.00.01666672021-01-01
fiscal expenditure48451426210.136787-0.390898-1.0-1.00.01666672021-05-31
foreign direct investment2927452011-0.437158-0.476521-1.0-1.002020-01-31
foreign exchange reserves64734621220.04204630.05245191.01.00.6666672021-06-30
gdp1330.91396.6-0.04704280.262713-1.01.002020-01-31
Real GDP4915254766180.03127660.03430391.01.00.052020-12-30
gdp growth1.83.2-0.437511.01.00.8333332021-01-01
gdp growth annual1.1-1-2.1-0.6451611.0-1.00.06666672021-01-01
gold reserves79.8567.740.1787720.09623831.01.012020-08-01
government budget-4.3-0.220.5-3.52941-1.0-1.002019-02-28
Government budget68096957-0.0212735-1.190861.01.00.1666672021-05-31
government debt to gdp24.819.20.2916671.101691.01.002020-01-31
government revenues55260495780.1146070.2596311.01.00.9833332021-05-31
housing index5.430.8-8.714291.01.00.06666672021-01-31
imports32700313600.04272960.04999521.01.00.6166672021-03-31
industrial production-1.6-2.8-0.428571-1.31373-1.0-1.00.2666672021-03-31
industrial production mom-0.30.2-2.5-2.5-1.0-1.00.22020-12-30
inflation cpi1.10.90.222222-0.421053-1.0-1.00.1666672021-01-01
inflation expectations3.74.4-0.1590910.156251.01.00.8252021-07-31
interbank rate1.221.10.109091-0.5-1.0-1.00.03333332019-09-30
interest rate0.10.10-0.9-1.0-1.00.05833332021-06-01
loans to private sector1000.74999.180.00156128-0.01414641.0-1.00.052021-05-31
manufacturing pmi63.261.80.02265370.2271841.01.00.9333332021-06-30
money supply m0329.5309.280.06537770.8083131.01.00.952021-05-31
money supply m11461.091449.150.008239310.1766951.01.00.6666672021-05-31
money supply m32468.462464.510.001602750.07246011.01.00.7833332021-05-31
new home sales584150880.147995-0.0981936-1.0-1.00.4666672021-06-30
Producer Price Index112.8112.30.004452360.03391381.01.00.052021-01-01
PPI Index0.2-0.1-3-0.882353-1.0-1.00.152021-01-01
retail sales MoM-1.80.4-5.5-1.66667-1.0-1.00.2666672021-06-30
retail sales252.210.3636-3.717391.01.00.03333332021-04-30
services pmi57.861.2-0.05555560.8349211.01.00.9666672021-06-30
total vehicle sales1106641008090.09775910.003900791.01.00.652021-06-30
unemployment rate4.95.1-0.0392157-0.337838-1.0-1.00.01666672021-06-30
youth unemployment rate10.710.60.00943396-0.33125-1.0-1.00.01666672021-05-31
Australia Commodity prices – SDR133.1129.10.03098370.4114531.01.00.952021-04-30

Australia Citigroup Economic Surprise Index analysis

Australia Citigroup Economic Surprise Index (CESI) are objective and quantitative measures of economic news. They are defined as weighted historical standard deviations of data surprises. A positive reading of Australia Economic Surprise Index suggests that economic releases have on balance [been] beating consensus. The indices are calculated daily in a rolling three-month window. The weights of economic indicators are derived from relative high-frequency spot FX impacts of 1 standard deviation data surprises. The indices also employ a time decay function to replicate the limited memory of markets.

Australia Citigroup Economic Surprise Index trend

Australia Citigroup Economic Surprise Index trend is in an uptrend when the last value is higher than its twelve-month moving average and its twelve-month moving average slope is positive (last twelve-month moving average is higher than the previous month twelve-month moving average) and vice-versa. MacroVar calculates the number of months the Australia Citigroup Economic Surprise Index has recorded new highs or lows. Australia  Citigroup Economic Surprise Index trend change is assumed when the specific indicator has recorded a 3-month high / low or more.

Australia Citigroup Economic Surprise Index momentum

Australia Citigroup Economic Surprise Index momentum is monitored by calculating its long-term year over year (Y/Y) return and its short-term month on month (M/M) return.

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