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 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
| Market | Symbol | Last | Mom | Trend | Exh | RSI | 1D% | 1W% | 1M% | 1Y% |
|---|---|---|---|---|---|---|---|---|---|---|
| MSCI ACWI ETF | ACWI | 101.6 | 1 | 1 | 1.7644 | 66.3992 | -0.56 | 0.94 | 1.84 | 0.14568 |
| MSCI ACWI Index | ACWI | 719.78 | 1 | 1 | 1.77952 | 72.058 | -0.87 | 0.67 | 1.99 | 0.13338 |
| MSCI ACWI ex USA | MSCI.ACWIEXUSA | 1013.79 | 1 | 1 | 1.91523 | 75.9131 | -1.94 | -2.25 | -1.2 | 0.08801 |
| MSCI EAFE | MSCI.EAFE | 2285.45 | 1 | 1 | 1.93973 | 71.9426 | -2.07 | -1.56 | -0.28 | 0.07761 |
| MSCI World | MSCI.WORLD | 3036.73 | 1 | 1 | 1.89803 | 77.7131 | -0.71 | 1.29 | 2.87 | 0.16859 |
| ACWI ETF | EWA | 7537.71 | 0.5 | 1 | 2.18205 | 52.0739 | 0.00573 | -0.06115 | 0.0834 | 0.65892 |
Emerging Markets Economic Indicators
| Indicator | Actual | Previous | M/M% | Y/Y% | Trend | Slope | ZS5Y | Update |
|---|---|---|---|---|---|---|---|---|
| Global Manufacturng PMI | ||||||||
| Global Services PMI | ||||||||
| Developed Markets Manufacturing PMI | ||||||||
| Emerging Markets Manufacturing PMI | ||||||||
| jpmorgan global manufacturing pmi | 56 | 55.9 | 0.00178891 | 0.320755 | 1.0 | 1.0 | 0.983333 | 2021-05-01 |
| jpmorgan global services pmi | 59.4 | 57 | 0.0421053 | 0.6875 | 1.0 | 1.0 | 0.983333 | 2021-05-01 |
| jpmorgan global composite pmi | 58.4 | 56.7 | 0.0299824 | 0.608815 | 1.0 | 1.0 | 0.983333 | 2021-05-01 |
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.