Global Citi economic surprise index

Global Citi economic surprise index Chart

Global Citi economic surprise index

Global citi economic surprise index Chart Statistics

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

Global Financial 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

Global Financial News Stream

Global Macroeconomic 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

Global Citi economic surprise index analysis

Global 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 Global 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.

Global Citigroup Economic Surprise Index trend

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

Global Citigroup Economic Surprise Index momentum

Global 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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