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ETF Market Summary: Tuesday, May 22nd, 2007

Posted May 23rd, 2007 by Michael J Bomma...

Dollar-Weighted ETF/CEF Category Return

Sector Day Week Month YTD Day $ Week Correlation to SPY
Infrastructure -1.40% -0.28% 3.10% 9.47% 4 83.26%
Energy -0.92% 3.50% 7.50% 1.18% 1749 10.36%
Latin America -0.75% 4.84% 8.56% 7.34% 59 56.69%
Commodities & Resources -0.70% -1.72% -3.62% 0.41% 476 -2.10%
China -0.66% -0.01% 4.71% -0.36% 230 45.53%
Russia -0.66% 2.21% -2.94% -6.65% 7 69.86%
Asia -0.45% -0.47% 1.68% 1.17% 49 20.50%
Short -0.29% -3.63% -5.18% -1.62% 1009 -31.85%
Retail -0.24% 1.42% -0.74% 1.31% 259 33.82%
Utilities -0.20% 0.23% 1.32% 1.09% 240 60.61%
Currency -0.16% -0.54% -0.50% 0.41% 26 2.37%
Transports -0.10% 1.40% 1.24% 11.87% 58 52.46%
Large Cap -0.02% 1.14% 4.45% 0.34% 1812 80.61%
Healthcare -0.01% 1.30% 1.09% 1.06% 57 51.52%
Consumer Goods & Services 0.02% 1.46% 0.80% 0.30% 80 65.17%
Emerging Markets 0.02% 1.82% 3.65% 0.80% 1056 52.36%
Dividend 0.03% 0.95% 2.35% 0.74% 33 58.28%
Convertible 0.05% -0.43% 0.13% 0.24% 18 45.84%
Europe 0.06% 0.75% 1.38% 0.41% 149 68.45%
MSCI 0.09% 0.02% 1.00% 8.88% 289 82.71%
Mid Cap 0.12% 1.96% 2.74% 0.48% 645 NaN
Call/Write 0.34% 0.76% 0.16% 1.49% 5 -4.92%
Small Cap 0.62% 2.84% 1.35% 0.20% 6329 18.23%
Biotech 0.64% 1.55% -2.15% 0.54% 97 37.09%
Real Estate 0.96% -2.13% -5.25% -0.05% 538 -28.07%
Japan 1.00% 0.00% -0.55% 0.15% 303

-11.79%

 

 

Top 10 ETF/CEF Gainers/Losers

Symbol Day Week Month YTD Day $ Week $ Month $ Day / Avg. Week $ MA 20 Price MA 20 Vol Week SPY Corr
Lowest                      
SWZ -5.65% -5.60% -7.56% -0.52% 4 13 36 168.05% -6.74% 117.31% -33.49%
BZM -4.21% 0.83% 0.39% 4.00% 0 0 1 227.86% -0.94% 210.38% 48.38%
REZ -4.11% -4.11% NaN NaN 0 0 NaN 293.70% NaN NaN -33.19%
TF -3.62% -5.18% -0.85% 7.43% 0 2 5 87.87% -4.12% 42.75% -39.69%
CUBA -3.28% -4.03% 12.24% -20.49% 0 1 4 74.87% -1.57% -55.06% -7.98%
NXC -2.79% -2.93% -0.07% 1.71% 1 1 2 428.20% -1.56% 374.83% -31.29%
NZX -2.69% 0.38% 2.65% -2.39% 0 0 0 90.39% 0.45% 5.44% 43.85%
MFD -2.62% -2.94% 3.44% 14.69% 2 11 22 125.13% -0.42% 117.64% 1.64%
BKN -2.16% -2.68% -1.54% -0.38% 1 3 7 246.07% -2.31% 303.35% -48.62%
BFK -2.16% -5.07% -7.07% -0.58% 2 10 25 138.42% -5.64% 106.09% -72.55%
Highest                      
HRD 2.53% 3.18% 0.69% NaN 0 0 0 92.39% 2.45% -30.00% 50.68%
HHD 2.68% 1.65% 3.36% NaN 0 0 1 222.41% 1.83% 54.09% 8.87%
URE 2.70% -3.11% -10.32% NaN 0 1 4 123.94% -5.17% 73.89% -74.72%
BHH 2.74% 10.29% 5.14% 4.17% 0 1 2 132.81% 7.44% 11.60% 80.34%
TBH 2.84% 12.60% 14.66% 36.59% 14 20 32 423.46% 12.10% 779.73% 82.09%
IIA 2.92% -4.28% -4.49% -8.64% 1 9 21 78.65% -3.36% 17.03% -86.24%
XHB 3.00% 6.54% 3.60% -1.10% 93 625 1965 89.44% 4.07% -4.20% 69.89%
ITB 3.41% 7.63% 3.89% -7.66% 3 65 124 27.20% 4.19% -52.13% 66.69%
EGX 6.02% 3.53% -6.88% -0.56% 0 0 0 207.87% 0.99% -25.00% 3.12%
IMB 7.08% 12.11% 18.63% -20.07% 163 378 1288 259.74% 12.11% 141.26% 56.83%

 

At Least 300% Above Week Average Dollar Liquidity

Symbol Day Week Month YTD Day $ Week $ Month $ Day / Avg. Week $ MA 20 Price MA 20 Vol Week SPY Corr
DPN 0.07% -0.41% -1.04% 9.38% 1 1 6 306.41% -0.85% 162.10% -2.04%
TWN 0.32% 1.84% 0.86% -0.05% 2 4 15 309.37% 1.75% 190.81% 77.24%
HHE 0.84% 2.72% 2.48% NaN 0 0 1 311.87% 2.29% 2.05% 59.39%
RZG 0.60% 3.08% 2.81% 8.72% 0 0 1 333.68% 2.00% 155.51% 67.91%
PRFU -0.40% 0.42% 0.95% 13.61% 0 1 3 333.94% 0.64% 179.42% 85.15%
CIU -0.17% -0.46% -1.01% NaN 2 3 10 341.71% -0.57% 308.21% -78.11%
HHQ 0.79% 3.43% 1.81% NaN 0 0 1 343.53% 1.61% 213.92% 81.41%
NUJ -0.31% -0.68% -1.10% 2.80% 0 1 2 361.88% -0.94% 312.62% -12.45%
SWH 0.46% 2.78% 2.88% 3.08% 51 85 179 363.19% 1.91% 495.52% 96.01%
ELR 0.49% 0.99% 3.26% 9.06% 0 0 1 365.46% 1.49% 106.36% 78.79%
GXC -0.51% 0.90% 6.56% NaN 5 8 26 386.60% 3.74% 298.54% 40.92%
HHA 1.95% 2.22% -1.59% NaN 0 0 0 387.04% 0.56% 450.82% 49.19%
OTP -0.07% 1.73% 4.33% 10.40% 0 0 1 390.45% 2.07% 528.91% 94.97%
RPV -0.13% 1.08% 2.95% 10.71% 2 3 11 399.01% 1.34% 308.19% 92.62%
HHU 1.37% -0.38% -1.81% NaN 0 0 0 401.82% -0.68% 740.00% -79.44%
TBH 2.84% 12.60% 14.66% 36.59% 14 20 32 423.46% 12.10% 779.73% 82.09%
NXC -2.79% -2.93% -0.07% 1.71% 1 1 2 428.20% -1.56% 374.83% -31.29%
FXD 2.32% 2.32% NaN NaN 0 0 NaN 509.47% NaN NaN 33.19%
HHZ 0.60% 0.87% -1.80% NaN 0 0 0 520.73% -0.77% 565.85% 60.73%
HHM 0.45% 2.15% -1.37% NaN 0 0 0 534.15% 0.18% 681.40% 54.58%
EXI 0.02% 0.85% 3.20% 12.31% 8 9 17 537.18% 1.31% 948.05% 75.22%
PRFG 0.55% 1.29% 2.49% 9.43% 12 12 12 586.06% 1.79% 1867.98% 83.01%