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ETF Market Summary: Monday, June 4th, 2007

Posted June 5th, 2007 by Michael J Bomma...

Dollar-Weighted ETF/CEF Category Return

    12 of 26 categories were negative to start the week, as gains in crude and gold led to to a somewhat bearish underlying attitude.  Most affected by this trend were infrastructure and transports, both having seen a 3%+ week return prior.  Note as well that despite the 5% increase in VIX from Friday's close, small cap ETFs still closed above large caps.

    To the upside on Monday was primarily energy, driven by crude prices, as well as Asia, real estate, and retail.  Though Asia funds may attempt to continue their uptrends into today after high volatility in Asian markets, retail and real estate will likely feel the heat from this morning's retailers' negative assesments and the possible bond swings resulting form Bernanke's comments today.

Sector Day Week Month YTD Day $ Week Correlation to SPY
Infrastructure -1.98% 2.01% 0.77% 8.64% 7 50.74%
Transports -0.76% 2.40% 2.30% 13.81% 18 7.92%
Short -0.66% -4.28% -3.39% -1.83% 702 -52.70%
Emerging Markets -0.44% 3.01% 3.89% 0.97% 1195 12.76%
Utilities -0.35% 0.98% -1.37% 0.89% 520 26.47%
Biotech -0.31% 1.45% -2.36% 0.71% 136 18.66%
Latin America -0.26% 5.35% 9.39% 8.98% 65 75.40%
China -0.20% 1.96% 3.69% -0.32% 312 -20.07%
Healthcare -0.17% 0.20% -0.01% 1.08% 108 -20.91%
Convertible -0.10% 0.71% -0.19% 0.30% 15 8.51%
Dividend -0.04% 1.09% 0.91% 0.74% 39 59.62%
Large Cap -0.01% 1.33% 3.07% 0.39% 1205 70.37%
Europe 0.09% 1.67% 1.78% 0.50% 358 -9.98%
Russia 0.12% 1.84% -2.30% -7.33% 11 -4.27%
Small Cap 0.12% 2.79% 2.40% 0.26% 5533 40.55%
Commodities & Resources 0.17% 3.15% -1.39% 0.66% 323 -15.61%
Consumer Goods & Services 0.22% 1.87% 2.26% 0.41% 80 36.09%
MSCI 0.27% 1.98% 1.54% 11.25% 398 14.34%
Japan 0.35% 3.16% 2.01% 0.45% 181 -31.74%
Currency 0.37% 0.94% 0.88% 0.53% 30 -29.32%
Mid Cap 0.40% 3.07% 3.49% 0.57% 624 29.55%
Call/Write 0.44% 2.96% 3.40% 2.35% 4 12.47%
Real Estate 0.64% 6.05% 0.50% 0.13% 383 53.25%
Retail 0.65% 3.75% 4.15% 2.83% 297 51.83%
Asia 0.88% 3.09% 1.88% 1.40% 55 -9.43%
Energy 1.56% 3.39% 8.19% 1.41% 1281

7.81%

ETF Market Summary: Wednesday, May 30th 2007

Posted May 31st, 2007 by Michael J Bomma...

Dollar-Weighted ETF/CEF Category Return

Sector Day Week Month YTD Day $ Week Correlation to SPY
Short -1.81% -0.65% -4.57% -1.68% 1616 -80.40%
Commodities & Resources -0.25% -0.52% -2.28% 0.37% 265 55.51%
Healthcare 0.01% -0.02% 1.16% 1.06% 131 60.60%
Currency 0.06% 0.24% -0.16% 0.43% 19 36.39%
Convertible 0.15% 0.50% 0.06% 0.29% 16 27.77%
Japan 0.20% 0.50% 1.19% 0.21% 380 68.14%
China 0.33% -2.49% 4.40% -0.77% 609 69.29%
Europe 0.34% 0.46% 1.36% 0.43% 210 69.80%
Biotech 0.36% 0.01% -2.56% 0.56% 250 81.49%
Dividend 0.40% -0.47% 1.68% 0.69% 27 84.16%
Call/Write 0.41% 1.66% 2.16% 1.91% 3 72.58%
MSCI 0.42% 0.74% 1.96% 9.69% 423 84.97%
Transports 0.44% 0.70% 4.00% 12.65% 34 90.03%
Asia 0.47% -0.24% 1.75% 1.15% 26 81.79%
Small Cap 0.66% 0.63% 3.37% 0.22% 5884 82.60%
Retail 0.66% 1.60% 1.65% 1.85% 231 42.32%
Consumer Goods & Services 0.76% 0.53% 2.13% 0.34% 104 NaN
Large Cap 0.79% 0.80% 3.99% 0.38% 2243 96.07%
Russia 0.96% -2.96% -4.55% -7.97% 12 69.03%
Mid Cap 1.01% 0.59% 4.02% 0.50% 839 91.83%
Emerging Markets 1.01% -0.39% 4.39% 0.77% 1537 61.35%
Utilities 1.24% -2.18% -0.48% 0.93% 368 79.30%
Infrastructure 2.06% -0.85% 1.43% 8.86% 4 72.80%
Energy 2.08% 1.30% 7.79% 1.27% 1352 76.10%
Latin America 2.21% 1.05% 11.35% 7.76% 81 92.12%
Real Estate 2.56% 3.90% 0.81% 0.11% 814

86.69%

ETF Market Summary: Tuesday, May 29th 2007

Posted May 30th, 2007 by Michael J Bomma...

Dollar-Weighted ETF/CEF Category Return

Sector Day Week Month YTD Day $ Week Correlation to SPY
Russia -2.07% -4.42% -4.58% -8.36% 14 63.56%
China -1.17% -3.47% 5.18% -0.82% 425 85.79%
Short -1.16% 0.89% -3.38% -1.48% 1172 -72.67%
Energy -0.65% -1.67% 6.05% 1.13% 1421 72.37%
Emerging Markets -0.33% -1.36% 3.77% 0.68% 902 76.38%
Europe -0.16% 0.25% 1.27% 0.42% 191 77.34%
Currency -0.01% 0.00% -0.71% 0.43% 25 46.50%
Healthcare 0.05% -0.04% 1.35% 1.06% 67 69.27%
Consumer Goods & Services 0.10% -0.19% 1.42% 0.29% 120 NaN
MSCI 0.12% 0.40% 1.43% 9.22% 428 89.51%
Latin America 0.13% -1.88% 9.07% 6.87% 63 93.03%
Large Cap 0.25% -0.02% 3.62% 0.34% 1896 93.67%
Dividend 0.26% -0.90% 1.77% 0.65% 36 90.75%
Commodities & Resources 0.27% -0.88% -2.58% 0.40% 331 62.97%
Retail 0.28% 0.70% 1.47% 1.64% 429 4.09%
Infrastructure 0.28% -3.83% -0.27% 7.62% 4 61.90%
Utilities 0.33% -3.57% -0.87% 0.84% 510 73.28%
Asia 0.38% -1.11% 1.59% 1.10% 27 85.95%
Convertible 0.54% 0.44% 0.38% 0.28% 16 39.19%
Mid Cap 0.59% -0.30% 3.22% 0.46% 673 92.44%
Biotech 0.59% 0.38% -2.10% 0.48% 66 75.52%
Small Cap 0.91% 0.59% 3.10% 0.20% 5438 75.35%
Transports 0.92% 0.16% 3.34% 12.16% 45 98.75%
Japan 1.05% 1.28% 0.97% 0.18% 211 62.87%
Call/Write 1.12% 1.63% 1.59% 1.81% 4 87.00%
Real Estate 3.04% 2.34% -2.34% 0.01% 709 80.10%