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Strategy Research, Smart Money Intelligence, Fund Analysis |
ValidFiBeta: 360 Degree Market View
All performance data are on Friday 3/5/2010
Indicators
Read the John Hussman's Peak PE ratio as a Long Term Timing Indicator article.
Read the Robert Shiller's Cyclically Adjusted Price Earning Ratio as a Long Term Timing Indicator article.
Read the simple yet effective Warren Buffett Stock Market Valuation Indicator article.
Read the summary article on ValidFi's various financial, economic and sentiment indicators.
- Buffet Stock Market Indicator: Warren Buffett Total Stock Market Value to GNP Ratio Strategy. On Friday March 5, 2010, the ratio of the total stock market capitalization to GNP is 82.5%. US stock market is Fairly Valued.
- Shiller CAPE10: Shiller Cyclically Adjusted PE 10 Stock Market Timing Strategy. On Friday March 5, 2010, the ratio of Real Price to the average of last 10 year Real Earnings(CAPE10)(21.1) to its long term average (16.36) is 1.29. US stock market is 29% Over Valued.
- Hussman Peak PE: Hussman Peak PE Market Timing Strategy. On Friday March 5, 2010, the ratio of Real Price to the average of last 10 year Peak Real Earnings(12.81) to its long term average (11.93) is 1.07. US stock market is 7% Over Valued.
- Bond Equity Yield Relative Value: Bond Equity Yield Strategy
- Credit Spread (TED Spread): Credit Spread Strategy TED Spread Chart
- Long Term Interest Rate: Long Term Interest Rate Strategy Chart
- CBOE Equity Put/Call Ratio: Equity Put/Call Ratio Strategy Chart
- CBOE S&P 500 Volatility (VIX): CBOE S&P 500 Volatility (VIX) Strategy Chart
- Consumer Price Index (CPI): Fed Seasonal Adjusted CPI Chart
- U. Michigan Consumer Confidence Index: Chart
- ISM Manufacturing: PMI Composite Index : Chart
- Unemployment Rate : Chart
Fixed Income Assets Trend
| Description | Symbol | 1 Week | 4 Weeks | 13 Weeks | 26 Weeks | 52 Weeks |
|---|---|---|---|---|---|---|
| US Total Bond | BND | -0.18% | -0.14% | 0.44% | 2.18% | 6.72% |
| Treasury Bills | SHV | -0.03% | 0.01% | 0.01% | 0.06% | 0.19% |
| Short Term Treasury | SHY | -0.24% | -0.27% | 0.24% | 0.79% | 1.31% |
| Intermediate Treasury | IEF | -0.51% | -0.66% | -0.37% | 0.8% | -1.56% |
| 10-20Year Treasury | TLH | -0.85% | -1.19% | -0.77% | 0.14% | -2.15% |
| 20+ Year Treasury | TLT | -1.53% | -1.86% | -2.6% | -3.6% | -10.87% |
| Inflation Protected | TIP | -0.07% | -1.19% | -0.55% | 3.59% | 9.6% |
| MBS Bond | MBB | -0.13% | -0.26% | 0.51% | 2.71% | 5.07% |
| Short Term Credit | CSJ | -0.18% | 0.08% | 0.77% | 1.56% | 9.17% |
| Intermediate Term Credit | CIU | -0.06% | 0.36% | 1.55% | 3.55% | 15.21% |
| Long Term Credit | LQD | 0.05% | 1.11% | 0.63% | 2.89% | 18.22% |
| High Yield | JNK | 0.95% | 4.15% | 4.23% | 14.02% | 68.05% |
| International Treasury | BWX | -0.2% | 1.1% | -5.06% | -1.16% | 16.52% |
| Emerging Mkt Bonds | PCY | 1.49% | 4.21% | 2.11% | 5.03% | 37.27% |
| International Inflation Protected | WIP | 1.02% | 1.79% | -4.89% | 0.67% | 27.12% |
| National Muni | MUB | 0.0% | 0.35% | 1.14% | 1.8% | 7.78% |
| California Muni | CMF | 0.08% | 0.13% | 1.87% | 0.68% | 7.8% |
| New York Muni | NYF | 0.45% | 0.43% | 0.35% | 1.19% | 6.12% |
Global Stocks Trend
| Description | Symbol | 1 Week | 4 Weeks | 13 Weeks | 26 Weeks | 52 Weeks |
|---|---|---|---|---|---|---|
| Japan | EWJ | 2.01% | 3.26% | 2.42% | 1.81% | 44.48% |
| Germany | EWG | 5.29% | 7.16% | -7.03% | 2.14% | 69.96% |
| United Kingdom | EWU | 4.51% | 7.32% | -2.72% | 6.71% | 77.68% |
| France | EWQ | 5.59% | 9.73% | -5.59% | 4.32% | 73.19% |
| Switzerland | EWL | 3.43% | 9.32% | 0.99% | 10.81% | 74.45% |
| Italy | EWI | 6.18% | 6.75% | -9.55% | -3.87% | 84.32% |
| Spain | EWP | 7.38% | 9.02% | -13.46% | -5.54% | 79.25% |
| Belgium | EWK | 3.11% | 7.56% | -3.96% | 7.49% | 96.45% |
| The Netherlands | EWN | 6.55% | 7.29% | -1.52% | 11.18% | 94.66% |
| Austria | EWO | 1.45% | 2.79% | -11.16% | -4.39% | 103.62% |
| Australia | EWA | 6.64% | 14.67% | 3.23% | 18.27% | 126.12% |
| Canada | EWC | 5.6% | 11.63% | 6.59% | 13.89% | 97.71% |
| Singapore | EWS | 1.91% | 6.45% | -1.14% | 9.0% | 111.41% |
| Hong Kong | EWH | 3.05% | 9.13% | -1.49% | 8.3% | 80.85% |
| South Korea | EWY | 6.23% | 9.3% | 3.1% | 12.06% | 121.46% |
| Malaysia | EWM | 4.49% | 8.45% | 3.57% | 15.04% | 67.5% |
| Taiwan | EWT | 4.42% | 6.87% | 0.71% | 8.12% | 74.56% |
| Mexico | EWW | 4.11% | 9.85% | 1.03% | 20.1% | 128.78% |
| Brazil | EWZ | 5.6% | 13.36% | -4.31% | 24.57% | 124.57% |
| Russia | RSX | 7.23% | 11.43% | 6.06% | 41.34% | 179.23% |
| China | FXI | 4.02% | 9.61% | -8.67% | 0.66% | 74.03% |
| India | INP | 6.87% | 13.43% | 2.08% | 20.13% | 160.49% |
| South Africa | EZA | 8.57% | 12.79% | 5.98% | 10.42% | 104.83% |
Major Asset Classes Trend
| Description | Symbol | 1 Week | 4 Weeks | 13 Weeks | 26 Weeks | 52 Weeks |
|---|---|---|---|---|---|---|
| US Stocks | VTI | 3.52% | 7.84% | 4.8% | 14.36% | 73.73% |
| International Developed Stks | EFA | 4.48% | 6.8% | -2.1% | 5.68% | 73.91% |
| Emerging Market Stks | VWO | 5.39% | 9.35% | 0.4% | 14.84% | 107.05% |
| Frontier Market Stks | FRN | 2.74% | 7.61% | 2.22% | 13.96% | 104.0% |
| US Equity REITs | VNQ | 4.01% | 10.29% | 6.14% | 26.35% | 128.94% |
| International REITs | RWX | 4.04% | 5.85% | 0.14% | 5.01% | 103.32% |
| Commodities | GSG | 1.19% | 9.54% | 0.13% | 9.7% | 29.66% |
| Gold | GLD | 1.26% | 5.86% | -2.58% | 13.62% | 20.07% |
| Total US Bonds | BND | -0.18% | -0.14% | 0.44% | 2.18% | 6.72% |
| International Treasury Bonds | BWX | -0.2% | 1.1% | -5.06% | -1.16% | 16.52% |
| Emerging Mkt Bonds | PCY | 1.49% | 4.21% | 2.11% | 5.03% | 37.27% |
| US Credit Bonds | CFT | -0.39% | 0.04% | 0.93% | 3.4% | 16.88% |
| US High Yield Bonds | JNK | 0.95% | 4.15% | 4.23% | 14.02% | 68.05% |
| Mortgage Back Bonds | MBB | -0.13% | -0.26% | 0.51% | 2.71% | 5.07% |
| Municipal Bonds | MUB | 0.0% | 0.35% | 1.14% | 1.8% | 7.78% |
| Intermediate Treasuries | IEF | -0.51% | -0.66% | -0.37% | 0.8% | -1.56% |
| Treasury Bills | SHV | -0.03% | 0.01% | 0.01% | 0.06% | 0.19% |
Commodities Trend
| Description | Symbol | 1 Week | 4 Weeks | 13 Weeks | 26 Weeks | 52 Weeks |
|---|---|---|---|---|---|---|
| Commodity | DBC | 1.31% | 6.97% | -2.09% | 10.73% | 24.69% |
| Agriculture | DBA | -1.65% | 0.4% | -4.47% | 3.39% | 6.75% |
| Energy | DBE | 2.67% | 9.19% | -0.35% | 11.17% | 42.3% |
| Base Metals | DBB | 5.0% | 15.99% | 1.87% | 19.54% | 78.87% |
| Precious Metals | DBP | 2.05% | 7.63% | -3.41% | 11.6% | 20.4% |
| Gold | GLD | 1.26% | 5.86% | -2.58% | 13.62% | 20.07% |
| Silver | SLV | 5.85% | 14.16% | -6.28% | 6.51% | 29.06% |
| US Oil | USO | 2.65% | 13.18% | 3.97% | 13.44% | 42.37% |
| Natural Gas | UNG | -4.02% | -16.5% | -3.36% | -12.47% | -48.42% |
Currencies Trend
| Description | Symbol | 1 Week | 4 Weeks | 13 Weeks | 26 Weeks | 52 Weeks |
|---|---|---|---|---|---|---|
| G10 Carry Trade | DBV | 1.35% | 3.46% | 0.26% | 3.69% | 24.11% |
| US Dollar Bearish | UDN | -0.11% | -0.11% | -5.62% | -2.7% | 9.87% |
| Australia Dollar | FXA | 1.14% | 4.73% | -0.47% | 7.63% | 44.22% |
| British Pound | FXB | -0.69% | -3.15% | -8.0% | -7.78% | 7.19% |
| Canadian Dollar | FXC | 2.07% | 3.87% | 2.6% | 5.27% | 24.31% |
| Euro | FXE | 0.04% | -0.36% | -8.32% | -4.93% | 7.63% |
| Swiss Franc | FXF | -0.02% | -0.17% | -5.41% | -1.5% | 7.5% |
| Swedish Krona | FXS | 0.23% | 4.93% | -1.79% | 0.2% | 28.54% |
| Japanese Yen | FXY | -1.7% | -1.13% | 0.03% | 2.71% | 8.36% |
| Mexican Peso | FXM | 1.02% | 4.26% | 0.24% | 7.01% | 24.76% |
| Chinese Yuan | CYB | 0.0% | 0.16% | -0.12% | -0.16% | -0.71% |
| Brazilian Real | BZF | 1.66% | 6.43% | -0.9% | 6.74% | 47.18% |
US Sectors Trend
| Description | Symbol | 1 Week | 4 Weeks | 13 Weeks | 26 Weeks | 52 Weeks |
|---|---|---|---|---|---|---|
| Consumer Staples | XLP | 2.07% | 6.2% | 2.96% | 12.92% | 44.25% |
| Consumer Discretionary | XLY | 4.16% | 10.5% | 9.65% | 21.93% | 98.4% |
| Healthcare | XLV | 1.97% | 3.86% | 3.93% | 13.51% | 46.71% |
| Utilities | XLU | 2.81% | 3.6% | -1.06% | 5.91% | 35.12% |
| Financial | XLF | 3.68% | 9.18% | 4.42% | 7.76% | 151.74% |
| Technology | XLK | 2.86% | 5.89% | 0.77% | 11.86% | 66.22% |
| Industries | XLI | 3.68% | 9.93% | 6.83% | 19.53% | 98.38% |
| Energy | XLE | 3.58% | 7.21% | 4.59% | 15.24% | 52.95% |
| Materials | XLB | 5.3% | 8.83% | 2.47% | 11.53% | 84.1% |
| Telecom | IYZ | 2.99% | 7.17% | 0.31% | 11.09% | 43.97% |