This section domonstrates the overall health of the four largest economies in the world by calculating the averages Z-score of all economic aspects in the next section. The higher the Z-score, the more healthy the economy.
This section calculates the Z-score of each key economic aspect of the four largest economies in the world. The higher the Z-score, the more healthy the economy.
Questions:
Q2 GDP drop is worse in US than others.
What happened?
Money supply will create asset bubble
Is equity driven by M2 inflated GDP?
Findings:
Some research houses had such a call. Now data confirms it.
But no evidence that M2 drives assets in all scenarios.
Over a certain horizon, asset price does seem to follow M2, e.g. the period after 2008.
Challenges:
M2 is partially baked into inflation.
GDP release is delayed.
Data Source: Bloomberg, Datastream, Factset
ISR dashboard to dynamically analyze market economics.
USA
China
Eurozone
Japan
National Production
Economic Activity
Business Conditions
Labor Market
Housing Market
Business Cycle
Consumer Prices
Producer Prices
Leading Indicators
Consumer Confidence
Retail Sector
Personal Sector
External Sector
Government Sector
Monetary Sector
Money Market
Equity Market
Foreign Exchange
Key Surveys
Equity Index
Equity Index by Country
Equity Index by Industry
Rate Curves
Investment Grade Corpoate Spread
High Yield Corporate Spread
Muni Spread
Emerging Market Sovereign Spread
MBS
Major Volatility Surface
Bloomberg
Datastream
Factset