The weekly institutional report is a comprehensive market overview covering all the major indices and market sectors. We cover all technical aspects of the markets including price action, index and sector internals, inter-market relationships, liquidity conditions, sentiment, as well as basic market fundamentals (corporate earning, dividend yields, etc).
The weekly institutional report is meant to provide a portfolio manager or trader with a ÒtotalÓ look at the technical environment for the market. This report provides the investor with one report that encompasses all the technical Òmoving partsÓ in one report.
1. Indices
- 1. All major indices reviewed for technically significant formations in the price action
- 2. Index internals
- i. Breadth
- ii. Net highs
- iii. Advancing & declining volume
2. Sectors
- 1. Comparative relative strength rankings
- 2. Breadth internals
- i. % of stocks > 10, 40, 200-day moving average
3. Inter-market relationships
- 1. CRB vs. Dollar
- 2. 30-yr treasury vs. S&P 500
- 3. CRB vs. 30-yr treasury
- 4. S&P 500 vs. Dollar
- 5. Gold vs. Dollar
- 6. Gold vs. Oil
- 7. S&P 500 vs. Nikkei vs. FTSE
- 8. Dow Theory
4. Liquidity
- 1. 30, 5, and 1-year treasury yields
- 2. 3-month bill and prime rate
- 3. Fed funds and Fed discount rate
- 4. 1-year inflation and CPI
- 5. VIX & VXN
5. Sentiment
- 1. VIX & VXN
- 2. OEX put-to-call ratio
- 3. Call & put volumes
- 4. Total short interest and volume
- 5. Public-to-Specialist ratio
- 6. Public short interest and Specialist short interest
- 7. Short interest ratio
- 8. Number of new issues
- 9. Margin Debt
- 10. Mutual fund redemptions
- 11. Sentiment polls
6. Fundamental data
1. S&P earnings
2. S&P earnings yields
3. S&P dividends
4. S&P dividend yields
5. Price-Earnings ratio
6. Price-to-Book ratio
