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Commonly Cited Economic and Sentiment Indicators

The following list summarizes research available on CXOadvisory.com for economic and sentiment variables commonly tracked as potential indicators of future stock market behavior. The list includes for each potential indicator:

  • Source
  • Measurement interval and release timing
  • A link or links to analysis of effectiveness as a stock return predictor

Order is from most frequent to least frequent.

Initial Unemployment Claims

Source:
Bureau of Labor Statistics (BLS)
Frequency:
Weekly
Schedule:
Thursday for prior week
CXOAdvisory.com Analysis:

Weekly Leading Index

Source:
Economic Cycle Research Institute (ECRI)
Frequency:
Weekly
Schedule:
Friday for prior week, with revision to previous week
CXOAdvisory.com Analysis:

ADP Employment Report

Source:
Automatic Data Processing, Inc.(ADP)
Frequency:
Monthly
Schedule:
Two days before BLS release
CXOAdvisory.com Analysis:

Purchasing Manager's Index (PMI)

Source:
Institute for Supply Management (ISM)
Frequency:
Monthly
Schedule:
First business day of month for prior month
CXOAdvisory.com Analysis:

Non-Manufacturing Index (NMI)

Source:
Institute for Supply Management (ISM)
Frequency:
Monthly
Schedule:
Third business day of month for prior month
CXOAdvisory.com Analysis:

Employment (non-farm)

Source:
Bureau of Labor Statistics (BLS)
Frequency:
Monthly
Schedule:
Third business day of month for prior month
CXOAdvisory.com Analysis:

Unemployment Rate

Source:
Bureau of Labor Statistics (BLS)
Frequency:
Monthly
Schedule:
Third business day of month for prior month
CXOAdvisory.com Analysis:

Producer Price Index

Source:
Bureau of Labor Statistics (BLS)
Frequency:
Monthly
Schedule:
Mid-month for prior month
CXOAdvisory.com Analysis:

Consumer Price Index

Source:
Bureau of Labor Statistics (BLS)
Frequency:
Monthly
Schedule:
Mid-month for prior month
CXOAdvisory.com Analysis:

Industrial Production

Source:
Federal Reserve
Frequency:
Monthly
Schedule:
Mid-month for prior month
CXOAdvisory.com Analysis:

New Home Sales

Source:
Census Bureau
Frequency:
Monthly
Schedule:
Late month for prior month
CXOAdvisory.com Analysis:

Leading Economic Index

Source:
Conference Board
Frequency:
Monthly
Schedule:
Late in month for prior month, with revision to previous month or two
CXOAdvisory.com Analysis:

Diposable Personal Income

Source:
Bureau of Economic Analysis (BEA)
Frequency:
Monthly
Schedule:
Near end of month for prior month
CXOAdvisory.com Analysis:

Personal Consumption Expenitures

Source:
Bureau of Economic Analysis (BEA)
Frequency:
Monthly
Schedule:
Near end of month for prior month
CXOAdvisory.com Analysis:

Margin Debt

Source:
New York Stock Exchange (NYSE)
Frequency:
Monthly
Schedule:
More than one month after report month
CXOAdvisory.com Analysis:

Distress Index

Source:
Foundation for Economic Education
Frequency:
Monthly
Schedule:
More than one month after report month
CXOAdvisory.com Analysis:

Consumer Credit

Source:
Federal Reserve
Frequency:
Monthly
Schedule:
Early in month for two months prior
CXOAdvisory.com Analysis:

M1 Money Supply

Source:
Federal Reserve
Frequency:
Monthly
Schedule:
Early in month for two months prior
CXOAdvisory.com Analysis:

M2 Money Supply

Source:
Federal Reserve
Frequency:
Monthly
Schedule:
Early in month for two months prior
CXOAdvisory.com Analysis:

Federal Funds Rate

Source:
Federal Reserve
Frequency:
Ad Hoc
Schedule:
Ad Hoc
CXOAdvisory.com Analysis:

Credit Standards

Source:
Federal Reserve
Frequency:
Quarterly
Schedule:
Early in month after report month
CXOAdvisory.com Analysis:

Gross Domestic Product (GDP)

Source:
Bureau of Economic Analysis (BEA)
Frequency:
Quarterly
Schedule:
Three iterations starting about a month after quarter end
CXOAdvisory.com Analysis:

Personal Savings Rate

Source:
Bureau of Economic Analysis (BEA)
Frequency:
Quarterly
Schedule:
About a month after quarter end
CXOAdvisory.com Analysis:

Productivity

Source:
Bureau of Labor Statistics (BLS)
Frequency:
Quarterly
Schedule:
Preliminary about a month after quarter end and final about two months after quarter end
CXOAdvisory.com Analysis:

Anxious Index

Source:
Federal Reserve
Frequency:
Quarterly
Schedule:
About 1.5 month after quarter end
CXOAdvisory.com Analysis:

Public Debt

Source:
Treasury
Frequency:
Annual
Schedule:
After end of fiscal year (9/30) for prior year
CXOAdvisory.com Analysis:

Federal Deficit

Source:
Office of Management and Budget (OMB)
Frequency:
Annual
Schedule:
With federal budget cycle
CXOAdvisory.com Analysis:
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