Visual Econometrics

Indicators Description:

Seasonally adjusted values are used when available.  Reporting periodicity: Daily (D), Weekly (W), Monthly (M), Quarterly (Q), Annual (A) and Periodically (P).

Graphs are set for Zoom by clicking the icon in the bottom right corner. 

Commitments of Traders - COT (W) – US Commodity Futures Trading Commission Futures-and-Options combined file.  Net large spec and small spec graph.

Harrison Fed Model (P) – The Harrison Fed model compares the Moody’s Baa corporate debt interest rate to the trend operating earning of the S&P 500.  Three different operating growth rates are used to account for investor risk preference.

Household Debt (Q) - The household debt service ratio (DSR) is an estimate of the ratio of debt payments to disposable personal income. Debt payments consist of the estimated required payments on outstanding mortgage and consumer debt.

The financial obligations ratio (FOR) adds automobile lease payments, rental payments on tenant-occupied property, homeowners' insurance, and property tax payments to the debt service ratio. 

Homeowner and renter FORs are calculated by applying homeowner and renter shares of payments and income. (Federal Reserve)

Manufacturers S/I (M) - The Manufacturers’ Shipments, Inventories, and Orders (M3) survey provides broad-based, monthly statistical data on economic conditions in the domestic manufacturing sector. The survey measures current industrial activity and provides an indication of future business trends. (US Census Bureau)

Michigan Consumer Sentiment Index - MCSI (M) - A survey of consumer confidence conducted by the University of Michigan.  The Index uses telephone surveys to gather information on consumer expectations regarding the overall economy.

Weekly Claims (W) – The U.S. Department of Labor Unemployment Insurance Weekly Claims report.  Total continuing claims and insurance rates are also reported.