China Citi economic surprise index

China Citi economic surprise index Chart

China China Citigroup Economic Surprise Index

Embed this chart in your website or Share this chart with your friends

The last 20 values of the series are displayed below. Sign up free to access the full historical data series using MacroVar Web/Excel or API.

Embed this chart in your website or Share this chart with your friends

China China Citigroup Economic Surprise Index

Date Values
2022-12-16 -49
2022-12-09 -5
2022-12-02 8
2022-11-25 15
2022-11-18 16
2022-11-11 27
2022-11-04 34
2022-10-28 40
2022-10-21 -1
2022-10-14 -8
2022-10-07 -23
2022-09-30 -29
2022-09-23 -9
2022-09-16 -5
2022-09-09 -24
2022-09-02 -3
2022-08-26 3
2022-08-19 8
2022-08-12 30
2022-08-05 -4
Get notified instantly when MacroVar new signals are available for China China Citigroup Economic Surprise Index. Create your free account
  • Chart
  • Data
Copy the following Code to your Website
Download Data Export Image

China Citi economic surprise index Statistics

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

China Financial Markets

Market Symbol Last Mom Trend Exh RSI 1D% 1W% 1M% 1Y%
Shanghai Composite SSEC 3176.53 50 50 0 59.2 -0.72 0.8 1.81 -12.92
China ETF FXI 28.36 50 25 0 60.13 -1.53 5.62 10.82 -24.91
Chinese Yuan US Dollar (CNY/USD) CNHUSD 6.9646 -100 -25 0 37.26 -0.24 -2.49 -1.2 9.26
China 5-Year Bond Yield CN.5Y 2.547 0 0 0 0 0 0 0 0
China 2-year bond yield CN.2Y 2.421 100 100 100 69.8 3.24 3.46 10.25 -2.3
China Yield Curve CN.YC 0.615 0 0 0 0 0 0 0 0
China Credit Default Swaps CDS.China 106 0 0 0 0 0 0 0 0
Export-Import Bank of China Credit Default Swaps CDS.Export-Import-Bank-of-China 123.79 0 0 0 0 0 0 0 0

China Financial News Stream

China Macroeconomic Indicators

Indicator Symbol Actual Previous M/M% Y/Y% Trend Slope ZS5Y Update
balance of trade cn.balanceoftrade 78.01 69.25 12.65 -17.34 UP Down 31.67 2022-12-21
bank lending rate cn.banks.lendingrate 2.75 2.75 0 0 0 0 0 2022-11-15
banks balance sheet cn.banks.bs 1400 1210 15.7 23.89 Down UP 58.33 2022-12-21
business confidence cn.bizconfidence 47 48 -2.08 -6.56 Down Down 3.33 2022-12-21
capacity utilization cn.caputilization 75.6 75.1 1 -1 -100.0 -100.0 0 2022-09-30
capital flows cn.capitalflows -1440 -319.79 350 1641 -100.0 -100.0 100 2022-09-30
car registrations cn.carregistrations 2265000 2075000 9.16 -6.47 UP Down 91.67 2022-12-21
cash reserve ratio cn.cashreserveratio 11.375 11.5 -1 -9 -100.0 -100.0 31 2022-04-30
central bank balance sheet cn.cb.assets 416784 401528 3.8 5.33 UP UP 100 2023-01-21
composite pmi cn.comppmi 48.3 47 2.77 -8.87 UP Down 15.83 2022-12-21
consumer confidence cn.consconfidence 85.5 86.8 -1.5 -29.46 Down Down 1.67 2022-12-21
consumer price index cpi cn.cpi 103.3 103.5 -0.19 1.97 UP UP 33.33 2022-12-05
core inflation rate cn.coreinflationrate 1.1 1.2 -8 -467 100.0 100.0 2 2022-02-28
current account cn.currentaccount 1443.34 774.98 86.24 378.48 UP UP 100 2022-12-21
current account to gdp cn.currentaccountgdp 1.8 1.9 -5 -63 -100.0 -100.0 0 2021-01-31
deposit interest rate cn.depositrate 0.35 0.35 0 0 -100.0 -100.0 51 2022-10-31
exports cn.exports 306.08 295.5 3.58 -10.08 UP Down 25 2022-12-21
external debt cn.externaldebt 27466 24007.9 14 541 100.0 100.0 0 2021-01-31
fiscal expenditure cn.fiscalexp 20921 15945 31.21 42.63 Down UP 61.67 2022-12-21
foreign direct investment cn.fdi 1891.3 1780.8 6.21 9.02 UP UP 100 2023-01-21
foreign exchange reserves cn.fxreserves 3128000 3117000 0.35 -3.75 UP Down 60.83 2022-12-21
gdp cn.gdp 17734.1 14687.7 21 248 100.0 100.0 0 2021-12-31
Real GDP cn.realgdp 813830 525197 55 14 100.0 100.0 22 2022-09-30
gdp growth cn.gdpgrowth 0 3.9 -100 -100 Down Down 0 2023-01-21
gdp growth annual cn.gdpgrowthan 2.9 3.9 -25.64 -51.67 Down Down 5 2023-01-21
gold reserves cn.goldres 1948.31 1948.31 0 6 100.0 100.0 52 2021-03-31
government budget cn.govbudget -3.1 -3.7 -16.22 10.71 -100.0 -100.0 0 2021-01-31
Government budget cn.govbudgetvalue -458.7 -96.9 373.38 43.61 Down Down 18.33 2022-12-21
government debt to gdp cn.govdebtgdp 76.9 71.5 7.55 128.19 UP UP 0 2023-01-25
government revenues cn.govrev 12121 20246 -40.13 -30.76 Down Down 23.33 2022-12-21
housing index cn.housingindex -1.5 -1.3 15 -139 -100.0 -100.0 2 2022-09-30
imports cn.imports 228.07 226.25 0.8 -7.35 UP Down 16.67 2022-12-21
industrial production cn.indproduction 1.3 2.2 -40.91 -69.77 Down Down 10 2023-01-21
industrial production mom cn.indproductionmm 0.33 0.84 -60.71 -15.38 Down Down 13.33 2022-11-17
inflation cpi cn.inflationcpi 2.1 2.8 -25 40 100.0 100.0 51.6667 2022-10-31
interbank rate cn.interbankrate 2.28 3.03 0 0 0 0 0 2022-11-15
interest rate cn.interestrate 3.65 3.65 0 0 0 0 0 2022-11-11
loan growth cn.loangrowth 11.4 11.5 -1 -12 -100.0 -100.0 3 2022-02-28
loans to private sector cn.loanprivate 13100 19900 -34.17 -44.68 Down Down 21.67 2022-12-21
China cn.manpmi 49 49.4 -0.81 -3.73 Down Down 11.67 2022-12-21
money supply m0 cn.msm0 10470 9974.01 4.97 15.28 UP UP 98.33 2022-12-21
money supply m1 cn.msm1 67170 66704.3 0.7 3.75 UP UP 98.33 2022-12-21
money supply m2 cn.msm2 266430 264701 0.65 11.81 UP UP 100 2022-12-21
non manufacturing pmi cn.nonmanpmi 41.6 46.7 -10.92 -21.06 Down Down 3.33 2022-12-21
Producer Price Index cn.producerprices 111.1 111.7 -0.54 -1.77 Down Down 80 2022-12-21
PPI Index cn.producerpricesch -1.3 0.9 -244.44 -109.63 -100.0 -100.0 20 2022-10-31
retail sales MoM cn.retailsales 0.15 -0.68 -122.06 -48.28 UP Down 23.33 2022-12-21
retail sales cn.retailsalesan -1.8 -5.9 -69.49 -146.15 Down Down 16.67 2023-01-21
reverse repo rate cn.reverserepo 2.1 2.1 0 -5 -100.0 -100.0 27 2022-02-28
services pmi cn.servpmi 48 46.7 2.78 -9.6 Down Down 15 2022-12-21
total vehicle sales cn.vehiclesales 2556000 2327720 9.81 -8.25 UP Down 83.33 2022-12-21
unemployment rate cn.unemploymentrate 5.5 5.3 4 8 100.0 100.0 63 2022-08-31
China Leading Economic Conference Board Index cn.lei 165.1 165.6 -0 0 -100.0 100.0 23 2022-08-31
LEI - Consumer Expectation Index cn.leiconsexp 89.3 91.2 -2 -25 -100.0 -100.0 7 2022-08-31
LEI - New Export Orders cn.leiexporders 48.5 47.9 1 3 100.0 100.0 75 2022-08-31

China Citi economic surprise index analysis

China 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 China 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.

China Citigroup Economic Surprise Index trend

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

China Citigroup Economic Surprise Index momentum

China 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.