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Macroeconomic Publications

Sun, 21 Oct 2007 12:59 AM
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Macroeconomic Publications
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FUNDAMENTAL ANALYSIS

Macroeconomic Publications

In order to make it easier for investors to analyze the condition of the whole economy, a bunch of indices describing the processes taking place in a country were created. The most popular publications include the PMI and ISM indices, which track each sector of the economy and then they present a number being an average of all sectors. Those indices oscillate between 0 and 100 where readings below the 50 points level indicate recession. The most popular publications are described in the section below.

ISM Manufacturing Index

The Institute of Supply Management (ISM) Manufacturing Index measures the activity level of purchasing managers in the manufacturing sector, with a reading above 50 indicating expansion. A rising trend has a positive effect on the nation's currency. In order to create the index, purchasing managers are surveyed on a number of subjects including employment, production, new orders, supplier deliveries, and inventories. The survey is performed on 300 representative companies from the United States. The ISM Manufacturing Index is comprised out of 9 sub-indices. Traders watch these surveys closely because purchasing managers, by virtue of their jobs, have early access to data about their company’s performance, which can be a leading indicator of overall economic performance. Most attention is focused on the price index and the orders index since they indicate about the future trend of inflation and what is going to happen in the economy.
The ISM Manufacturing Index is being published at the beginning of each month at 16:00 ET.

ISM Manufacturing Prices

The Institute of Supply Management (ISM) Manufacturing Prices measures the monthly inflation experienced by manufacturing organizations when purchasing materials and services. The ISM surveys 400 companies to create this index.


ISM Non-Manufacturing Index

The Institute of Supply Management (ISM) Manufacturing Index measures the activity level of purchasing managers in the manufacturing sector, with a reading above 50 indicating expansion. A rising trend has a positive effect on the nation's currency. In order to create the index, purchasing managers are surveyed on a number of subjects including employment, production, new orders, supplier deliveries, and inventories. The survey is performed on 300 representative companies from the United States. The ISM Manufacturing Index is comprised out of 9 sub-indices. Traders watch these surveys closely because purchasing managers, by virtue of their jobs, have early access to data about their company’s performance, which can be a leading indicator of overall economic performance. Most attention is focused on the price index and the orders index since they indicate about the future trend of inflation and what is going to happen in the economy.
The ISM Non-Manufacturing Index is being published the third working day of each month at 16:00 ET. This index is even more important to investors since it shows the tendencies in the services sector, which comprises most of the country’s GDP (over 60%).

ISM Non-Manufacturing Prices

The Institute of Supply Management (ISM) Manufacturing Prices measures the monthly inflation experienced by manufacturing organizations when purchasing materials and services. The ISM surveys 400 companies to create this index.




Chicago PMI

The National Association of Purchasing Managers (NAPM) Chicago Purchasing Manager's Index (PMI) measures the condition of the Chicago business environment (it is a regional index). Its forecasting value is big since in this region is the largest concentration of manufacturers. It is created from a monthly survey of purchasing managers where respondents indicate whether their organization's activity is higher than, the same as, or lower than the previous month for output, purchases, employment, inventories, orders, and prices. Readings above 50 points indicate expansion. It is being published the last working day of each month. Its importance is strengthened by the fact that is published just before the ISM indices.

The IFO Institute Index

The Information and Forschung (Ifo) Business Climate Index tracks the mood of firms in manufacturing, construction, wholesale and retail. The index is created from a monthly survey of over 7,000 firms where respondents are asked to give their assessments of the current business situation and their expectations for the next six months.

The ZEW Index

Zentrum für Europ?ische Wirtschaftsforschung (ZEW) Economic Sentiment tracks institutional investor sentiment. The monthly indicator reflects the difference between the share of investors that are optimistic and the share of investors that are pessimistic. That is why the readings of the ZEW indicator can be negative. The report is created based on a survey of 350 finance experts.


Feel free to contact me with any question or comments.


Adam Narczewski
X-Trade Brokers Dom Maklerski S.A.
adam.narczewski@xtb.pl
 


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