IB Net Payout Yields Model

Future Stat of the Week: Manufacturing Remains Strong

Haven't posted much lately in the 'Future Stat of the Week' column, but that's something I plan to post on more going forward. To determine the direction of the, it's crucial to foresee where the direction of economic data is headed and whether economists have accurately updated expectations.

For this week, the key economic stats are the manufacturing data of the Chicago PMI and ISM Manufacturing. Secondary are the consumer confidence reports of the Consumer Confidence Inex and the final University of Michigan Sentiment Index. While all of these numbers are expected to be lower in Sept then Aug, the Manufacturing numbers are sill relatively strong supporting a higher market. The consumer confidence indexes are expected to be lower which could provide an opportunity for an upside surprise. The stock market has been historically strong this September making an assumption of a jump in these indexes as possible. Don't see how they could drop even lower.

The jobless claims remain very important as well, but as long as the number remains between 425 to 500K its really not a market moving number. Now once the data breaks out of this range, it'll become one of the most important releases each week.

ISM Manufacturing remained relatively healthy at 54.5. Considering the large jump in durable goods reported on Friday, I'd expect this number to surprise to the upside as well though likely still a drop from last month.
  • The Institute for Supply Management’s factory index fell to 54.5 from 56.3 in August, according to the median of 63 forecasts in a Bloomberg survey ahead of the Oct. 1 report.
Chicago PMI is expected to come in at a strong 56. Doesn't seem like much of a cooling with Chicago manufacturing staying strong at 56 dropping only slightly from 56.5 in August.

Per the chart below the University of Michigan sentiment is roughly at the low levels since the end of the recession in June 2009. With the stock market breaking out, it doesn't seem likely that sentiment should remain this low and especially drop from last month. Maybe October numbers will show the improvement, but I can definitely see an upside surprise on these




Bloomberg Survey

================================================================
==
                        Release    Period    Prior     Median
Indicator                 Date               Value    Forecast
================================================================
==
Case Shiller Monthly MO   9/28      July      0.3%     -0.1%
Case Shiller Monthly YO   9/28      July      4.2%      3.1%
Consumer Conf Index       9/28     Sept.      53.5      52.3
GDP Annual QOQ%           9/30      2Q T      1.6%      1.6%
Personal Consump. QOQ%    9/30      2QT       2.0%      2.0%
GDP Prices QOQ%           9/30      2Q T      1.9%      1.9%
Core PCE Prices QOQ%      9/30      2Q T      1.1%      1.1%
Initial Claims ,000’s     9/30     25-Sep     465       460
Cont. Claims ,000’s       9/30     18-Sep     4489      4468
Chicago PM Index          9/30     Sept.      56.7      56.0
Pers Inc MOM%             10/1      Aug.      0.2%      0.3%
Pers Spend MOM%           10/1      Aug.      0.4%      0.4%
PCE Deflator YOY%         10/1      Aug.      1.5%      1.5%
Core PCE Prices MOM%      10/1      Aug.      0.1%      0.1%
Core PCE Prices YOY%      10/1      Aug.      1.4%      1.4%
U of Mich Conf. Index     10/1     Sept. F    68.9      67.0
ISM Manu Index            10/1     Sept.      56.3      54.5
ISM Prices Index          10/1     Sept.      61.5      59.0
Construct Spending MOM%   10/1      Aug.     -1.0%     -0.4%
===============================================================

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