Canada Citi economic surprise index

Canada Citi economic surprise index Chart


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Date Value
01-04-22 139,00
08-04-22 138,00
15-04-22 135,00
22-04-22 232,00
29-04-22 246,00
06-05-22 222,00
13-05-22 209,00
20-05-22 209,00
27-05-22 203,00
03-06-22 196,00
10-06-22 145,00
17-06-22 133,00
24-06-22 188,00
01-07-22 176,00
08-07-22 130,00
15-07-22 107,00
22-07-22 46,00
29-07-22 52,00
05-08-22 29,00
12-08-22 22,00
19-08-22 8,00
26-08-22 -1,00
02-09-22 -12,00
09-09-22 -46,00

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Canada Citi economic surprise index

Canada Citi economic surprise index Statistics

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

Canada Financial Markets

Market Symbol Last Mom Trend Exh RSI 1D% 1W% 1M% 1Y%
S&P/TSX Composite TSE 22087.2 1 1 1.97392 65.3454 0.00498 0.00058 0.05155 0.17782
Canada ETF EWC 40.59 1 1 2.27248 64.9332 0.00545 0.0052 0.07666 0.19664
Canadian Dollar US Dollar (CAD/USD) CADUSD 1.2503 -1 -1 -0.16434 37.233 -0.0012 -0.00541 -0.01891 -0.00215
Canada 10-Year Bond Yield CA.10Y 2.48 0.5 1 3.42219 69.2739 -0.01077 0.02607 0.47707 0.69399
Canada 5-Year Bond Yield CA.5Y 2.034 1 1 2.60034 68.5884 0.00643 0.13063 0.157 1.04012
Canada 2-year bond yield CA.2Y 2.344 0.5 1 3.26787 82.4696 -0.00846 0.12099 0.75056 9.55856
Canada Yield Curve CA.YC 0.75 0 0.75 1.33408 52.2334 -10.71 -24.32 -37.81 -6.34831
Canada Credit Default Swaps CDS.Canada 37.8 -0.5 0.5 1.80113 61.3233 0 0 -0.26 0.10909

Canada Financial News Stream

Canada Macroeconomic Indicators

Indicator Symbol Actual Previous M/M% Y/Y% Trend Slope ZS5Y Update
balance of trade ca.balanceoftrade 4051.6 4881.4 -17 25871.8 UP UP 96.67 2022-09-03
bank lending rate ca.banks.lendingrate 2.45 2.45 0 -0.379747 -1.0 -1.0 0.025 2020-05-30
banks balance sheet ca.banks.bs 1089560 1072180 1.62 1.57 UP UP 38.33 2022-09-25
building permits ca.buildingpermits 11167500 11959000 -6.62 12.48 Down UP 88.33 2022-09-03
business confidence ca.bizconfidence 60.9 49.6 22.78 -7.73 Down Down 66.67 2022-09-03
capacity utilization ca.caputilization 83.8 81.9 2.32 -0.59 UP Down 93.33 2022-09-09
capital flows ca.capitalflows -435 7058 -106.16 1640 UP Down 11.67 2022-09-03
car registrations ca.carregistrations 135177 153361 -11.86 -13.38 UP Down 36.67 2022-09-15
central bank balance sheet ca.cb.assets 439152 455802 -3.65 -11.18 Down Down 55 2022-09-19
consumer confidence ca.consconfidence 50.42 52.23 -3.47 -2.08 Down Down 26.67 2022-06-14
consumer price index cpi ca.cpi 152.9 151.9 0.66 8.13 UP UP 100 2022-07-22
core inflation rate ca.coreinflationrate 2.8 2.3 0.217391 3 1.0 1.0 1 2021-05-31
current account ca.currentaccount 2690 2650 1.51 -127.74 UP UP 95 2022-09-03
current account to gdp ca.currentaccountgdp 0.1 -1.9 -105.26 -103.45 UP UP 0 2022-06-11
deposit interest rate ca.depositrate 0.16 0.16 0 0.333333 1.0 1.0 0.716667 2021-05-28
exports ca.exports 68250 70226.6 -2.81 26.36 UP UP 96.67 2022-09-03
external debt ca.externaldebt 3239740 3213410 0.82 18.4 UP UP 96.67 2022-09-09
fiscal expenditure ca.fiscalexp 35124 28038 25.27 -10.67 Down Down 63.33 2022-09-25
foreign direct investment ca.fdi 24852 20113 23.56 4.24 UP UP 93.33 2022-09-03
foreign exchange reserves ca.fxreserves 107766 106638 1.06 1.15 UP UP 98.33 2022-09-09
gdp ca.gdp 1736.43 1716.26 0.0117523 0.185293 1.0 1.0 0 2019-01-31
Real GDP ca.realgdp 2158240 2140750 0.82 2.65 UP UP 100 2022-09-03
gdp growth ca.gdpgrowth 0.8 1.6 -50 700 UP UP 66.67 2022-05-26
gdp growth annual ca.gdpgrowthan 3.3 3.8 -13.16 32 UP UP 88.33 2022-04-29
gdp growth annualized ca.gdpgrowthannu 3.1 6.6 -53.03 675 UP UP 65 2022-05-26
gold reserves ca.goldres 1.7 3 -0.433333 -0.5 -1.0 -1.0 0 2015-10-01
government budget ca.govbudget -4.7 -14.9 -68.46 683.33 Down Down 21.67 2022-06-11
Government budget ca.govbudgetvalue -3870 4880 -179.3 -67.7 Down UP 40 2022-09-22
government debt to gdp ca.govdebtgdp 117.8 86.8 0.357143 0.732353 1.0 1.0 0 2020-01-31
government revenues ca.govrev 35238 36217 -2.7 20.13 UP UP 88.33 2022-09-25
housing index ca.housingindex 125.7 125.1 0.48 9.88 UP UP 100 2022-06-24
housing starts ca.housingstarts 267.44 275.16 -2.81 1.78 UP UP 81.67 2022-09-19
imports ca.imports 64198.4 65345.2 -1.75 20.34 UP UP 98.33 2022-09-03
industrial production ca.indproduction 4.16 6.18 -32.69 -52.18 Down Down 63.33 2022-09-03
industrial production mom ca.indproductionmm 0.17 -0.98 -117.35 -92.61 Down Down 50 2022-09-03
inflation cpi ca.inflationcpi 7 7.6 -7.89 125.81 UP UP 98.33 2022-09-21
interbank rate ca.interbankrate 0.44 0.44 0 0 1.0 -1.0 0.6 2021-06-01
interest rate ca.interestrate 0.25 0.25 0 -0.857143 -1.0 -1.0 0.025 2021-01-20
loans to private sector ca.loanprivate 578304 562070 2.89 19.25 UP UP 100 2022-09-25
Canada ca.manpmi 48.7 52.5 -7.24 -14.86 Down Down 8.33 2022-09-03
money supply m0 ca.msm0 299654 316060 -5.19 -21.24 Down Down 56.67 2022-09-25
money supply m1 ca.msm1 1603520 1610200 -0.41 2.46 Down UP 90 2022-09-19
money supply m2 ca.msm2 2367100 2367260 -0.01 4.49 UP UP 98.33 2022-09-19
money supply m3 ca.msm3 3325420 3302470 0.7 8.13 UP UP 100 2022-09-19
Producer Price Index ca.producerprices 126.7 128.7 -1.55 10.56 UP UP 91.67 2022-09-25
PPI Index ca.producerpricesch 10.6 11.5 -7.83 -26.9 Down Down 73.33 2022-09-21
retail sales MoM ca.retailsales -2.5 1 -350 1150 Down Down 8.33 2022-09-22
retail sales ca.retailsalesan 8 11.1 -27.93 37.93 Down UP 80.83 2022-09-22
retail sales ex autos ca.retailsalesexauto -3.1 0.6 -616.67 -165.96 Down Down 6.67 2022-09-22
unemployment rate ca.unemploymentrate 7.8 8.2 -0.0487805 -0.365854 -1.0 -1.0 0.05 2021-06-30
youth unemployment rate ca.ytunemploymentrate 9.9 9.2 7.61 -37.74 Down Down 5 2022-09-09

Canada Citi economic surprise index analysis

Canada 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 Canada 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.

Canada Citigroup Economic Surprise Index trend

Canada 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 Canada Citigroup Economic Surprise Index has recorded new highs or lows. Canada Citigroup Economic Surprise Index trend change is assumed when the specific indicator has recorded a 3-month high / low or more.

Canada Citigroup Economic Surprise Index momentum

Canada 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.