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Macro Trend Indicators

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Summary

A macro trend indicator combines economic and market data into a theoretically consistent composite indicator that is related to an assets’ or contract’s medium-term return trend. The purpose of such indicators is to condense the multitudes of available quantitative macro data into small tables and, thereby, make the easier to digest on a regular basis. At the least, such tables support the qualified discussion of investment strategies.

The links below lead to macro trend indicators for developed and emerging equity and FX markets. They are proprietary concepts of SRSV Ltd. and meant to support high-level professional discussion only. The macro trend indicators are updated monthly on a “last available” basis and posted with a short delay on this website.[/vc_column_text][/vc_column][/vc_row][vc_row][vc_column][vc_custom_heading text=”Monthly updates of macro trend indicators” google_fonts=”font_family:Ubuntu%3A300%2C300italic%2Cregular%2Citalic%2C500%2C500italic%2C700%2C700italic|font_style:400%20regular%3A400%3Anormal”][/vc_column][/vc_row][vc_row][vc_column][vc_column_text]

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[/vc_column_text][/vc_column][/vc_row][vc_row][vc_column width=”1/2″][td_block_text_with_title custom_title=”Global equity markets”]berlin[/td_block_text_with_title][/vc_column][vc_column width=”1/2″][vc_empty_space][vc_column_text]For local equity markets SRSV provides comparable metrics for four categories of macro trend indicators:
[1] equity index valuation metrics,
[2] earnings growth-related macro indicators,
[3] monetary policy and liquidity conditions, and
[4] technical factors.

The indicators are produced for the following developed countries: Australia, Canada, France, Germany, Italy, Japan, the Netherlands, Spain, Sweden, Switzerland, the UK and the United States. They are also produced for the following emerging markets: Brazil, India, Korea, Malaysia, Mexico, Poland, Singapore, South Africa, Taiwan, Thailand and Turkey.

Open latest report>>[/vc_column_text][/vc_column][/vc_row][vc_row][vc_column width=”1/2″][td_block_text_with_title custom_title=”Developed market currencies”]london1[/td_block_text_with_title][/vc_column][vc_column width=”1/2″][vc_empty_space][vc_column_text]SRSV provides comparable metrics for four categories of macro trend indicators:
[1] currency valuation and economic performance (competitiveness),
[2] external balances and related factors,
[3] adjusted FX carry and related factors and
[4] basic flow indicators.

The macro trend indicators are produced for the Australian dollar (AUD), the Canadian dollar (CAD), the Swiss franc (CHF), the British pound (GBP), the Japanese yen (JPY), the Norwegian krone (NOK), the New Zealand dollar (NZD), and the Swedish krona (SEK).

Open latest report>>[/vc_column_text][/vc_column][/vc_row][vc_row][vc_column width=”1/2″][td_block_text_with_title custom_title=”Emerging market currencies”]rio[/td_block_text_with_title][/vc_column][vc_column width=”1/2″][vc_empty_space][vc_column_text]The SRSV macro trend indicators for EM currencies focus on four major areas:
[1] economic performance and competitiveness,
[2] monetary policy and market signals,
[3] adjusted FX carry and its underlying factors and
[4] potential distress indicators.

Latin American currencies (5): Brazilian real (BRL), Chilean peso (CLP), Colombian peso (COP), Mexican peso (MXN) and Peruvian Sol (PEN).
EMEA currencies (8): Czech koruna (CZK), Hungarian forint (HUF), Israeli shekel (ILS), Polish zloty (PLN), Romanian leu (RON), Russian ruble (RUB), Turkish lira (TRY) and South African rand (ZAR).
Asian currencies (7): Indonesian rupiah (IDR), Indian rupee (INR), Korean won (KRW), Malaysian ringgit (MYR), Philippine peso (PHP), Thai baht (THB) and Taiwanese dollar (TWD).

Open latest report>>[/vc_column_text][/vc_column][/vc_row][vc_row][vc_column][vc_column_text][/vc_column_text][/vc_column][/vc_row][vc_row][vc_column][vc_column_text] [/wpmem_logged_in][/vc_column_text][/vc_column][/vc_row]

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