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US Stock USD Crude Oil US Bond EUD USD/NTD TWSE AUD Iron Ore Global Materials EM Stock Nikkei 225 UK FTSE 100 Russia RTS Index India Sensex Brazil Stock Europe Index

US Stock

Macro

Positive Correlation

US Market Cap / GDP
S&P 500 P/B Ratio
SPY divide TLT
S&P 500 Cyclically Adjusted Price-Earnings Ratio
FINRA Margin Statistics
Taiwan Market Capitalization
ECRI US Weekly Leading Index

Negative Correlation

US Financial Stress Index (OFR)
Global Financial Stress Index (OFR)
Volatility Index (VIX)
Emerging markets Financial Stress Index (OFR)
US Credit Spread
S&P 500 Dividend Yield
St. Louis Fed Financial Stress Index
United States Chicago Fed National Financial Conditions Index

Positive Correlation

US Market Cap / GDP
S&P 500 P/B Ratio
ECRI US Weekly Leading Index
Taiwan Market Capitalization
US San Francisco Tech Pulse
US Nonfarm Payrolls : Motor Vehicles and Parts
US Industrial Production: Auto parts and allied goods
US Crude Oil Futures (YoY)
MM AUD Index
MM Taiwan Stock Fundamental Index

Negative Correlation

Volatility Index (VIX)
US Financial Stress Index (OFR)
US Credit Spread
St. Louis Fed Financial Stress Index
S&P 500 Dividend Yield
Emerging markets Financial Stress Index (OFR)
United States Chicago Fed National Financial Conditions Index
SPDR Gold Trust ETF (Total Gold, Tonnes)
MM DXY Index
Cushing Crude Oil Inventory

Market

Positive Correlation

SPDR S&P 500 ETF (SPY)
MSCI World Index
Dow Jones Industrial Average
Vanguard Value ETF (VTV)
iShares MSCI ACWI ETF (ACWI)
Vanguard Growth ETF (VUG)

Negative Correlation

ICE BofA B US Corporate Index Effective Yield
BofA CCC & Lower US High Yield Index Effective Yield
US 30 Year Note Futures Price
US Crude Oil Commercial Net Position
US 10 Year Note Futures Price

Positive Correlation

SPDR S&P 500 ETF (SPY)
Vanguard Value ETF (VTV)
Dow Jones Industrial Average
Vanguard Growth ETF (VUG)
MSCI World Index

Negative Correlation

US 10 Year Note Futures Price
BofA CCC & Lower US High Yield Index Effective Yield
ICE BofA B US Corporate Index Effective Yield

MacroMicro’s built-in computing system screens data that showcase a strong positive/negative correlation with asset prices. Our analysts then select the most relevant to the market conditions and offer you the results to power your investment decisions.

Overview
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