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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

Europe Index

Macro

Positive Correlation

Japan Market Capitalization/GDP
FTSE EPRA/NAREIT Global Index (USD)
Germany Market Capitalization/GDP
Germany - Deutsche Borse Maket Capitalization

Negative Correlation

Volatility Index (VIX)
Other advanced economies Financial Stress Index (OFR)
Global Financial Stress Index (OFR)
St. Louis Fed Financial Stress Index
US Financial Stress Index (OFR)
US Credit Spread
ECB Composite Indicator of Systemic Stress

Positive Correlation

US Market Cap / GDP
FTSE EPRA/NAREIT Global Index (USD)
Germany Market Capitalization/GDP
Germany - Deutsche Borse Maket Capitalization
Eurozone ZEW Economic Sentiment
ECRI US Weekly Leading Index
Italy Manufacturing PMI

Negative Correlation

Global Financial Stress Index (OFR)
Other advanced economies Financial Stress Index (OFR)
St. Louis Fed Financial Stress Index
US Credit Spread
US Financial Stress Index (OFR)
Volatility Index (VIX)
ECB Composite Indicator of Systemic Stress

Market

Positive Correlation

France CAC 40
Germany DAX 30
Netherlands AEX-Index
MSCI World Index
Belgium - BEL 20 Index
UK FTSE 100
Italy - FTSE MIB
MSCI Europe Index

Negative Correlation

ICE BofA B US Corporate Index Effective Yield
ICE BofA BB US Corporate Index Effective Yield
BofA CCC & Lower US High Yield Index Effective Yield
US 10 Year Note Futures Price
iShares 1-3 Year Treasury Bond ETF (SHY)

Positive Correlation

France CAC 40
Euro Stoxx 50
Germany DAX 30
Netherlands AEX-Index
Belgium - BEL 20 Index
Sweden OMX Stockholm 30 Index
Italy - FTSE MIB
MSCI Europe Index
MSCI Europe Index

Negative Correlation

ICE BofA B US Corporate Index Effective Yield
ICE BofA BB US Corporate Index Effective Yield
BofA CCC & Lower US High Yield 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.

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