Emerging Markets Citi economic surprise index

Emerging’s Emerging Citigroup Economic Surprise Index icnreased to 60.0 by 11.11% on June 2021 from 54.0 in the previous month. On a year on year basis Emerging’s Emerging Citigroup Economic Surprise Index increased by 30.43%. Emerging’s Emerging Citigroup Economic Surprise Index trend is up since the current value of 60.0 is higher than the 12 month moving average of 45.5833. and the 12 month moving average slope is up. Emerging’s Emerging Citigroup Economic Surprise Index 5-year percentile is currently at 68.33%.

Emerging Markets Citi economic surprise index Chart

Emerging Markets Citi economic surprise index

Emerging Markets Citi economic surprise index Statistics

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

Emerging Markets Citi economic surprise index News

Emerging Markets

MarketSymbolLastMomTrendExhRSI1D%1W%1M%1Y%
MSCI ACWI ETFACWI101.6111.764466.3992-0.560.941.840.14568
MSCI ACWI IndexACWI719.78111.7795272.058-0.870.671.990.13338
MSCI ACWI ex USAMSCI.ACWIEXUSA1013.79111.9152375.9131-1.94-2.25-1.20.08801
MSCI EAFEMSCI.EAFE2285.45111.9397371.9426-2.07-1.56-0.280.07761
MSCI WorldMSCI.WORLD3036.73111.8980377.7131-0.711.292.870.16859
ACWI ETFEWA7537.710.512.1820552.07390.00573-0.061150.08340.65892

Emerging Markets Economic Indicators

IndicatorActualPreviousM/M%Y/Y%TrendSlopeZS5YUpdate
Global Manufacturng PMI
Global Services PMI
Developed Markets Manufacturing PMI
Emerging Markets Manufacturing PMI
jpmorgan global manufacturing pmi5655.90.001788910.3207551.01.00.9833332021-05-01
jpmorgan global services pmi59.4570.04210530.68751.01.00.9833332021-05-01
jpmorgan global composite pmi58.456.70.02998240.6088151.01.00.9833332021-05-01

Emerging markets Citigroup Economic Surprise Index analysis

Emerging markets 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 Emerging markets 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.

Emerging markets Citigroup Economic Surprise Index trend

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

Emerging markets Citigroup Economic Surprise Index momentum

Emerging markets 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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