Global Net Liquidity - SPX Fair Value

S&P 500SP

描述

⋅ 2023年2月6日上午10點26分

This is similar to the SPX Fair Value Bands indicator.

It currently only displays the fair value.

The original SPX Fair Value formula only includes the Fed balance sheet data.

This indicator incorporates the following central bank assets:

Fed
Japan
China
UK
ECB

This is currently experimental. Feel free to explore using different formula constants.

發布通知

⋅ 2023年2月8日早上3點39分

Add fair value bands.

發布通知

⋅ 2023年2月8日早上8點10分

Previous update had DJG values.

Update for SPX values.

評論

chris_fortune

⋅ 2023年7月9日晚上6點20分

Are you sure that the data scope is normalized? Some of these are in billions vs trillions.

talkbaktalk

⋅ 2023年6月23日早上6點49分

I'm glad you didn't offset the liquidity in time like some of the other tools. I don't know about including liquidity from around the world; it does make sense. Had to reset the color scheme, it was too colorful for me. Nice job!