The Citigroup Economic Surprise Indices are objective and quantitative measures of economic news. They are defined as weighted historical standard deviations of data surprises (actual releases vs The Citigroup Economic Surprise Indexes are a clever concoction that measures the variations in the gap between the expectations and the real economic data. The input consists of the actual econometric data that moves foreign exchange markets – the bigger the data moves forex markets, the more significant its weight in the index. Surprise Index (percent) 10-Year Yield* (13-week change, basis points) yardeni.com * Average for the week ending Friday. Source: Federal Reserve Board and Citigroup. Figure 2. Citigroup Economic Surprise & Bond Yield Page 1 / March 13, 2020 / Citigroup Economic Surprise Index & Bond Yield www.yardeni.com Yardeni Research, Inc. The Citigroup Economic Surprise Indices are objective and quantitative measures of economic news. They are defined as weighted historical standard deviations of data surprises (actual releases vs The Citigroup Economic Surprise Index measures the difference, excess or deficit, between collected statistics or indicators and expectations. In other words, it stacks up reality versus expectations. When the index chart rises upwards, it means that macro data has been better than analysts’ predictions or consensus.
The Citigroup Economic Surprise Indices are objective and quantitative measures of economic news. They are defined as weighted historical standard deviations of data surprises (actual releases vs Bloomberg survey median). A positive reading of the Economic Surprise Index suggests that economic releases have on balance been beating consensus. Citigroup's Economic Surprise Index, a widely followed indicator of how the data are performing up to expectations, is plumbing new depths. Citigroup Economic Surprise Index starting to curl higher as economic data starts to beat again. Real Time Economic Calendar provided by Investing.com . *** Stocks highlighted are for information purposes only and should not be considered as advice to purchase or to sell mentioned securities.
Citigroup Economic Surprise Index starting to curl higher as economic data starts to beat again. Real Time Economic Calendar provided by Investing.com . *** Stocks highlighted are for information purposes only and should not be considered as advice to purchase or to sell mentioned securities. The Citigroup Economic Surprise Index, a popular measure that tracks how economic data progress relative to the consensus forecasts of Wall Street economists, has been headed straight down since The Citigroup Economic Surprise Indexes are a clever concoction that measures the variations in the gap between the expectations and the real economic data. The input consists of the actual econometric data that moves foreign exchange markets – the bigger the data moves forex markets, the more significant its weight in the index. However, one interesting feature of attempts to explain the moves has been the use of the Citigroup Economic surprise indices. Surprise indices look at macro-economic data outcomes relative to expectations and are useful for a couple of reasons. First, they provide a means of looking at a whole host of data at once. The Citigroup Economic Surprise Index measures the difference, excess or deficit, between collected statistics or indicators and expectations. In other words, it stacks up reality versus expectations. When the index chart rises upwards, it means that macro data has been better than analysts’ predictions or consensus.
14 Aug 2018 Bloomberg's Macro Man tested the surprise indexes against changes in the three by Bloomberg and Citigroup Inc. But can economic surprises actually to higher stock prices and market interest rates, and potentially also a Citi Economic Surprise Indexes Most US economic data is coming in ahead of Economic Surprise Index has risen sharply, but it has an inconsistent history in 25 Sep 2019 Recent data seems to cast doubt on the seemingly never-ending call for an The Bloomberg Economic Surprise Index has reached an 11-month high after The Yardeni Research chart below shows the Citigroup Economic Surprise Index in Precious Metals Bulls Eyeing Historic Gold Ratio Breakout! 11 Feb 2020 GRAPHIC - 2019: narrowest trading range in the euro's history: here German economy, Europe's powerhouse, has yet to show up in data. Citigroup's economic surprise index for Europe has slumped to a four-month low . 6 Feb 2018 Surprisingly, negative data surprises ahead would not be a surprise: The Economic The Citi Economic Surprise Index is evaluated over a 3-month rolling appearing as a wide historical range relative to the seasonal trend. ADP National Employment Report: This is a monthly snapshot of US nonfarm private Cambridge Associates U.S. Private Equity Index: This index is based on data Citigroup Economic Surprise Index: This index measures actual economic
The Citigroup Economic Surprise Indices are objective and quantitative measures of economic news. They are defined as weighted historical standard deviations of data surprises (actual releases vs Bloomberg survey median). A positive reading of the Economic Surprise Index suggests that economic releases have on balance been beating consensus. Citigroup's Economic Surprise Index, a widely followed indicator of how the data are performing up to expectations, is plumbing new depths. Citigroup Economic Surprise Index starting to curl higher as economic data starts to beat again. Real Time Economic Calendar provided by Investing.com . *** Stocks highlighted are for information purposes only and should not be considered as advice to purchase or to sell mentioned securities. The Citigroup Economic Surprise Index, a popular measure that tracks how economic data progress relative to the consensus forecasts of Wall Street economists, has been headed straight down since