Equities
| MINTs | |
|---|---|
| JCI(IDN) | +1.47% |
| INMEX(MEX) | -1.95% |
| NGSEINDX(NGA) | +0.66% |
| XU030(TUR) | +0.66% |
| BRICS | |
|---|---|
| IBOV(BRA) | -3.26% |
| SHCOMP(CHN) | +2.44% |
| NIFTY(IND) | +2.37% |
| INDEXCF(RUS) | -1.49% |
| TOP40(ZAF) | -0.11% |
Commodities
| Energy | |
|---|---|
| Heating Oil | -6.15% |
| Natural Gas | -2.38% |
| Ethanol | -1.74% |
| Brent Crude Oil | -5.10% |
| RBOB Gasoline | -4.72% |
| WTI Crude Oil | -4.23% |
| Metals | |
|---|---|
| Gold 100oz | -0.68% |
| Platinum | -0.99% |
| Copper | +0.35% |
| Palladium | -2.75% |
| Silver 5000oz | -2.48% |
Currencies
| MINTs | |
|---|---|
| USDIDR(IDN) | +1.09% |
| USDMXN(MEX) | +0.83% |
| USDNGN(NGA) | +0.56% |
| USDTRY(TUR) | +1.13% |
| BRICS | |
|---|---|
| USDBRL(BRA) | +0.94% |
| USDCNY(CHN) | -0.09% |
| USDINR(IND) | -0.43% |
| USDRUB(RUS) | +9.81% |
| USDZAR(ZAF) | +0.74% |
| Agricultural | |
|---|---|
| Coffee (Robusta) | -1.56% |
| Lumber | -1.63% |
| White Sugar | -3.21% |
| Corn | -4.64% |
| Feeder Cattle | +4.15% |
| Soybean Meal | -6.21% |
| Cocoa | -0.05% |
| Coffee (Arabica) | -4.97% |
| Cotton | -3.45% |
| Lean Hogs | -0.12% |
| Wheat | -4.92% |
| Cattle | +0.91% |
| Orange Juice | +2.30% |
| Soybeans | -4.37% |
| Sugar #11 | -3.19% |
Credit Indices
| Index | Change |
|---|---|
| Markit CDX EM | -0.55% |
| Markit CDX NA HY | -0.58% |
| Markit CDX NA IG | +1.90% |
| Markit iTraxx Asia ex-Japan IG | +1.11% |
| Markit iTraxx Australia | +2.17% |
| Markit iTraxx Europe | +4.55% |
| Markit iTraxx Europe Crossover | +23.20% |
| Markit iTraxx Japan | +0.47% |
| Markit iTraxx SovX Western Europe | -0.83% |
| Markit LCDX (Loan CDS) | -0.24% |
| Markit MCDX (Municipal CDS) | -0.61% |
India was one of the few markets that were green in the first week of 2015. Credit spreads got wider, NKY down more than 2% and Europe was forced to eat Greek yogurt.
Nifty Heatmap
Index Returns
Sector Performance
Advance Decline
Market Cap Decile Performance
| Decile | Mkt. Cap. | Adv/Decl |
|---|---|---|
| 1 (micro) | -0.44% | 68/62 |
| 2 | +4.13% | 69/61 |
| 3 | +3.59% | 69/59 |
| 4 | +5.05% | 76/54 |
| 5 | +4.83% | 79/50 |
| 6 | +4.44% | 77/53 |
| 7 | +4.12% | 77/53 |
| 8 | +4.33% | 74/55 |
| 9 | +3.88% | 75/55 |
| 10 (mega) | +1.77% | 66/64 |
No child left behind?
Top Winners and Losers
| BHEL | +9.44% |
| ADANIPORTS | +10.43% |
| LICHSGFIN | +11.73% |
| BAJAJFINSV | -2.59% |
| M&M | -2.44% |
| GLENMARK | -1.32% |
Presented without comment.
ETF Performance
| JUNIORBEES | +3.69% |
| INFRABEES | +2.60% |
| BANKBEES | +2.52% |
| NIFTYBEES | +2.30% |
| PSUBNKBEES | +2.25% |
| CPSEETF | +1.78% |
| GOLDBEES | -0.41% |
The “gyan sangam” effect was good for a couple of points on the bank ETFs…
Yield Curve
Bond Indices
| Sub Index | Change in YTM | Total Return(%) |
|---|---|---|
| GSEC TB | +0.15 | +0.11% |
| GSEC SUB 1-3 | +0.04 | +0.01% |
| GSEC SUB 3-8 | -0.06 | +0.25% |
| GSEC SUB 8 | -0.05 | +0.38% |
An inverted, flat curve with rate cuts fully baked in.
Investment Theme Performance
| Momentum 200 | +7.39% |
| Financial Strength Value | +5.74% |
| Balance-sheet Strength | +4.95% |
| Market Fliers | +4.93% |
| Old Economy Value | +4.64% |
| Quality to Price | +4.16% |
| IT 3rd Benchers | +3.96% |
| Industrial Value | +3.75% |
| Auto | +3.68% |
| Growth with Moat | +3.66% |
| The Other Value | +3.39% |
| Market Elephants | +3.28% |
| CNX 100 50-Day Tactical | +3.00% |
| Efficient Growth | +2.79% |
| Refract: PPFAS Long Term Value Fund | +2.70% |
| Magic Formula Investing | +2.63% |
| ADAG Mania | +2.38% |
| Piotroski ROC Small Caps | +1.35% |
| Enterprise Yield | +1.27% |
| Momentum Long-Short | +0.00% |
No theme left behind.
Thought for the weekend
Will Vladimir Putin pose naked to win back Russian affections?
Will China buy Venezuela?
Will Whole Foods open stores across India?
Will Kim Jong Un release a fitness video?