17 Feb 2013 On January 25th, the Citi Economic Surprise Index (CESI) crossed Note also that global macro surprises are highly correlated with US macro  EM Index. U.S. equities outperformed international equities during the U.S. G- 10. DXY (RHS)*. 3. The Citi Economic Data Change Indices measure data 

7 Sep 2019 The Citi Economic Surprise Index measures the pace at which economic indicators are coming in ahead of or below consensus forecasts. 24 Dec 2013 Citi's popular economic surprise indices suggest investors are pleased with positive economic data in the U.S., Japan, and China, but less so in  28 Feb 2018 One measure, the Citi Economic Surprise Index, shows graphically how Chairman Jerome Powell talks up the strength of the U.S. economy,  4 Mar 2019 News from around the global economy continues to disappoint, and Citigroup's global surprise index, which measures whether data exceed or  A positive (negative) reading of the surprise index suggests that economic I apply this methodology to construct indexes for the United States, Euro Area, the by Citigroup to construct the so-called "Citigroup Economic Surprise Indexes. 13 Nov 2019 “Technicals are now the most bullish thing the U.S. equity market has going for The Citi Economic Surprise Index measures the pace at which 

US Leading Indicators. 3. ECRI. 4. Citigroup Economic Surprise Index. 5. US Unemployment Claims. 6-7. US Petroleum Usage. 8. US Electricity Output. 9-10.

Citigroup Economic Surprise indices (CESIs) were originally designed to provide trading signals for currency moves over the very short term (originally over a time horizon of just one minute). We have used the indices to explain currency spot changes over longer periods (most notably here and here in posts which still appear relevant given recent US Dollar moves). The Citi Economic Surprise Index is an interesting data series that measures how data releases have generally compared to economists’ prior expectations. When data is coming in weaker than Our Second Quarter 2019 Results and Key Metrics. Citigroup Inc. reported net income for the second quarter 2019 of $4.8 billion, or $1.95 per diluted share, on revenues of $18.8 billion. Citigroup's Economic Surprise Index, a widely followed indicator of how the data are performing up to expectations, is plumbing new depths. The Citigroup Economic Surprise Index, or CESI, tracks how economic data are faring relative to expectations. The index rises when economic data exceed economists’ consensus estimates and falls when data come in below estimates.

Our Second Quarter 2019 Results and Key Metrics. Citigroup Inc. reported net income for the second quarter 2019 of $4.8 billion, or $1.95 per diluted share, on revenues of $18.8 billion.

26 Mar 2012 Notice how the US economic data coming out lately has been quite mediocre The Citigroup Economic Surprise Indices are objective and  17 Feb 2013 On January 25th, the Citi Economic Surprise Index (CESI) crossed Note also that global macro surprises are highly correlated with US macro  EM Index. U.S. equities outperformed international equities during the U.S. G- 10. DXY (RHS)*. 3. The Citi Economic Data Change Indices measure data  U.S. Treasury bonds and cash (USD) serve as proxies for low-risk assets. Our economic surprise index is a measure of surprise in four macroeconomic variables— 

The Citi Economic Surprise Index is a perfect example of unique proprietary design which has almost no bearing on those who discuss it. The models were built by quantitative analysts in Citi’s FX unit and were structured for currency trading.

The Citi Economic Surprise index is at its lowest point since mid-November after hitting its highest level since 2011 in January. As its name suggests, the index measures actual data against Wall Street estimates and is thus a gauge of optimism about the economy. Citigroup's Economic Surprise Index, a widely followed indicator of how the data are matching up to expectations, continues to plumb new depths. 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 Citi Economic Surprise Index is a perfect example of unique proprietary design which has almost no bearing on those who discuss it. The models were built by quantitative analysts in Citi’s FX unit and were structured for currency trading. In June of this year, the Citigroup U.S. Economic Surprise Index (CESI-US) was a minus 78 after falling from plus 57 in March. At the June low, some commentary began noting the U.S. economy might 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.

15 Jun 2012 apply this methodology to construct indexes for the United States, Euro Area, the United a surprise index that summarizes recent economic data surprises and measures In fact, Citigroup provides the so-called “Citigroup.

4 Mar 2019 News from around the global economy continues to disappoint, and Citigroup's global surprise index, which measures whether data exceed or  A positive (negative) reading of the surprise index suggests that economic I apply this methodology to construct indexes for the United States, Euro Area, the by Citigroup to construct the so-called "Citigroup Economic Surprise Indexes. 13 Nov 2019 “Technicals are now the most bullish thing the U.S. equity market has going for The Citi Economic Surprise Index measures the pace at which 

Citigroup's Economic Surprise Index, a widely followed indicator of how the data are matching up to expectations, continues to plumb new depths. 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 Citi Economic Surprise Index is a perfect example of unique proprietary design which has almost no bearing on those who discuss it. The models were built by quantitative analysts in Citi’s FX unit and were structured for currency trading. In June of this year, the Citigroup U.S. Economic Surprise Index (CESI-US) was a minus 78 after falling from plus 57 in March. At the June low, some commentary began noting the U.S. economy might 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. Citi's popular economic surprise indices suggest investors are pleased with positive economic data in the U.S., Japan, and China, but less so in Europe and EM. Menu icon A vertical stack of three The index shows recent global economic data surprising to the upside