Japan Citi economic surprise index

Japan Citi economic surprise index Chart

Japan Citi economic surprise index

Japan Citi economic surprise index Statistics

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

Japan Financial Markets

MarketSymbolLastMomTrendExhRSI1D%1W%1M%1Y%
Nikkei 225NIKKEI275480.512.0923970.8645-3.71-4.6-5.620.14037
Japan ETFEWJ67.53112.0285263.1726-1.77-0.75-1.90.13415
Japanese Yen US Dollar (JPY/USD)JPYUSD 110.29-1-1-1.7167940.30320.3-0.591.56-0.06052
Japan 5-Year Bond YieldJP.5Y-0.131-0.250.2260452.55487.4435.4228.71-0.02679
Japan 2-year bond yieldJP2Y-0.1300.750.7965857.18083.1718.1800.02479
Japan Yield CurveJP.YC0.140-0.75-0.2997846.3161-4.76-15.66-34.880.45545

Japan Financial News Stream

Japan Macroeconomic Indicators

IndicatorActualPreviousM/M%Y/Y%TrendSlopeZS5YUpdate
balance of trade383.18-189.4-3.02313-2.404061.01.00.2166672021-06-30
bank lending rate11.05-0.0476190.05263161.01.00.8583332020-08-31
business confidence1451.8-0.4166671.0-1.00.5833332021-04-01
capacity utilization96.599.3-0.02819740.3707391.01.012021-05-31
capital flows27018-2394-12.28573.282451.01.00.952021-05-31
car registrations7246417202320.006121640.1347481.01.00.5833332021-05-31
central bank balance sheet716901724641-0.01068120.1047161.01.00.52021-06-30
composite pmi48.948.80.002049180.1985291.01.00.952021-06-30
consumer confidence37.434.10.09677420.3169011.01.00.9666672021-06-30
consumer price index cpi101.9101.70.001966570.001966571.01.00.3083332021-06-30
core inflation rate0.20.11-21.01.00.2752021-06-30
current account1979.71321.80.497730.8528361.01.00.952021-05-31
current account to gdp3.23.6-0.1111110.1428571.01.002019-02-28
deposit interest rate-0.11-0.15-0.266667-0.2666671.01.00.052021-03-19
exports7220.796261.280.1532450.4850411.01.00.9833332021-06-30
external debt5189414952340.04787030.2536441.01.00.52021-01-01
foreign direct investment10999.823444.1-0.5308070.02533561.01.00.5666672021-05-31
foreign exchange reserves13764801387500-0.00794234-0.0048583-1.0-1.00.1833332021-06-30
gdp5064.874954.810.02221280.121723-1.01.002019-01-31
Real GDP534274542688-0.01550430.001362581.01.00.2666672020-11-01
gdp growth-12.8-1.35714-2.25-1.0-1.00.22021-03-31
gdp growth annual-1.6-1.10.454545-1.64-1.0-1.00.252021-01-30
gdp growth annualized-3.911.7-1.33333-3.4375-1.0-1.00.22021-01-01
gold reserves845.97765.220.1055250.1055541.01.012021-01-01
government budget-10.3-3.12.322581.86111-1.0-1.002020-01-31
Government budget-13977-98404-0.857963-1.261171.0-1.00.1333332021-01-01
government debt to gdp266.22380.1184870.4522641.01.002020-01-31
housing index119.32118.30.008622150.02685031.01.00.7833332021-03-31
housing starts9.97.10.394366-1.8251.01.00.32021-05-31
imports6837.616448.420.06035430.3315021.01.00.9833332021-06-30
industrial production21.115.80.335443-1.781481.01.00.2833332021-05-31
industrial production mom-6.52.9-3.24138-0.380952-1.01.00.62021-05-31
inflation cpi0.2-0.1-311.01.00.8416672021-06-30
interbank rate-0.1-0.090.1111110.428571-1.0-1.012021-06-04
interest rate-0.1-0.1001.0-1.00.5083332021-04-27
loan growth1.42.9-0.517241-0.777778-1.0-1.00.01666672021-06-30
loans to private sector501460501954-0.0009841540.007437351.01.00.01666672021-06-30
machinery orders7.80.6123.588241.01.00.9666672021-05-31
manufacturing pmi52.453-0.01132080.3067331.01.00.9833332021-06-30
money supply m0110397110412-0.0001358550.03878621.01.00.3666672021-06-30
money supply m1973908975216-0.001341240.08826391.01.00.72021-06-30
money supply m2116965011680400.001378380.0589381.01.00.82021-06-30
money supply m3151257015084900.002704690.05149841.01.00.82021-06-30
non manufacturing pmi1-1-2-0.958333-1.0-1.00.3833332021-04-01
Producer Price Index104.6103.90.006737250.05020081.01.012021-06-30
PPI Index55.1-0.0196078-4.1251.01.00.052021-06-30
retail sales MoM-4.51.2-4.750.5-1.0-1.00.82021-04-30
retail sales8.211.9-0.310924-1.6561.01.00.4666672021-05-31
services pmi4846.50.03225810.06666671.01.00.9333332021-06-30
unemployment rate32.80.07142860.07142861.01.00.82021-05-31
youth unemployment rate4.34.8-0.104167-0.104167-1.0-1.00.352021-04-30
Long Term Unemployment Rate1.31.7-0.2352940-1.0-1.002014-01-01
Bank of Japan Total Assets for Japan724641072023200.006121640.1347481.01.00.5833332021-05-01
Japan, TANKAN, Small firms, manufacturing-13-27-0.518519-1.86667-1.0-1.00.352021-03-30
Japan, TANKAN, Small firms, non-manufacturing-11-12-0.0833333-2.1-1.0-1.00.12021-03-31
Japan, TANKAN, Large firms, manufacturing, actual, Price Index5-10-1.5-0.81.0-1.00.4666672021-03-31
Japan, TANKAN, Large firms, non manufacturing, actual-1-5-0.8-1.04348-1.0-1.00.3833332021-03-31
Japan Machine Tool Orders123946127876-0.03073291.207681.01.012021-04-30

Japan Citi economic surprise index analysis

Japan 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 Japan 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.

Japan Citigroup Economic Surprise Index trend

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

Japan Citigroup Economic Surprise Index momentum

Japan 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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