i*u
发帖数: 299 | 1 Market pullback kicked-off as Greece delay on its austerity measure approval
. European uncertainty weighted over U.S. treasury, the intermediate-term
note yields rose over 15% for the week. Rally in rates benefited commodities
price as it was the only sector finished in positive among major benchmarks
. Meantime the Russell 2000 gave up the most after five consecutive weeks of
rallies, and the S&P500 declined slightly relative to last Friday's close.
Market will continue to focus on Europe next week on Greek concern, and the
heavy economic data from the U.S. side highlights by Retail sales, Empire
State and Housing Market Index will all be the key market movers early next
week.
Technical Highlights:
• Commodities rallied along with rates; small cap stocks pullback
after extended rally in January.
• Trend remains strong as moving averages are still upward slopping
among major equity indices.
• Both defensives and offensives finished mixed; materials,
industrials and financials decline followed by earnings rally.
• Historical returns appear to be biased toward offensive stocks
forward looking.
• Treasury yields rallied the most on the intermediate-term; the
50day moving average of the 30yr treasury yield is turning positive.
read more at...
http://www.alpbeta.com/p/plus.html
or
http://plus.alpbeta.com/report/201206.pdf | c******e
发帖数: 1581 | 2 Good.
One comment about the following statement.
"Historical returns appear to be biased toward offensive stocks
forward looking."
Offensive stocks have been strong while large caps lagged. The above will
hold only if it is a bull market.
approval
commodities
benchmarks
of
.
the
next
【在 i*u 的大作中提到】
: Market pullback kicked-off as Greece delay on its austerity measure approval
: . European uncertainty weighted over U.S. treasury, the intermediate-term
: note yields rose over 15% for the week. Rally in rates benefited commodities
: price as it was the only sector finished in positive among major benchmarks
: . Meantime the Russell 2000 gave up the most after five consecutive weeks of
: rallies, and the S&P500 declined slightly relative to last Friday's close.
: Market will continue to focus on Europe next week on Greek concern, and the
: heavy economic data from the U.S. side highlights by Retail sales, Empire
: State and Housing Market Index will all be the key market movers early next
: week.
| i*u
发帖数: 299 | 3 you are right, maybe we are in a bull market.
My highlights are summaries of all the pages. I am just trying to point to
the reader what the focus on each page as well as the whole report.
I just built a new model to integrate the "seasonally adjusted sector
analysis" page into a more useful and understandable report. That I applied
monte carlo simulation to forcast one week returns based on historical daily
returns. I am still working on it, hopefully get it done soon.
【在 c******e 的大作中提到】
: Good.
: One comment about the following statement.
: "Historical returns appear to be biased toward offensive stocks
: forward looking."
: Offensive stocks have been strong while large caps lagged. The above will
: hold only if it is a bull market.
:
: approval
: commodities
: benchmarks
| i*u
发帖数: 299 | 4 2/10/2012 ~ 2/17/2012
SPX 1.48%
XLP 1.38%
XLV 1.20%
XLU 0.72%
XLK 1.75%
XLF 1.54%
XLI 0.84%
XLE 2.51%
XLY 1.54%
XLB 0.86% |
|
