QUICK SUMMARY

• Daily performance of US indices: S&P 500 up 0.75%; Nasdaq Composite up 0.50%; Wilshire 5000 up 0.60%
• 64.4% of S&P 500 stocks were up today, with 70.7% of stocks above their 200-day moving average (DMA) and 52.7% above their 50-DMA
• Top performing sectors in the S&P 500: consumer discretionary up 1.76% and financials up 1.51%
• Bottom performing sectors in the S&P 500: utilities down -0.23% and consumer staples down -0.17%
• The number of shares in the S&P 500 traded today was 662m for a total turnover of US$ 81 bn
• The S&P 500 Value Index was up 0.7%, while the S&P 500 Growth Index was up 0.8%; the S&P small caps index was down -0.5% and mid caps were up 0.1%
• The volume on CME's INX (S&P 500 Index) was 2.1m (3-month z-score: 0.2); the 3-month average volume is 2.0m and the 12-month range is 0.8 - 5.1m
• Daily performance of international indices: Europe Stoxx 600 up 0.74%; UK FTSE 100 up 0.37%; China CSI 300 up 0.38%; Japan's TOPIX 500 up 1.82%

VOLATILITY

• 1-month at-the-money implied volatility on the S&P 500 at 12.0%, down from 12.6%
• 1-month at-the-money implied volatility on the Europe Stoxx 600 at 11.4%, down from 12.3%

NOTABLE S&P 500 EARNINGS RELEASES

• Goldman Sachs Group Inc (GS | Financials): beat on EPS (14.93 act. vs. 10.18 est.) and beat on revenue (13,608m act. vs. 11,678m est.), up 3.80% today
• Truist Financial Corp (TFC | Financials): missed on EPS (1.20 act. vs. 1.21 est.) and beat on revenue (5,626m act. vs. 5,526m est.), up 1.15% today
• PNC Financial Services Group Inc (PNC | Financials): beat on EPS (3.30 act. vs. 3.20 est.) and beat on revenue (5,197m act. vs. 5,031m est.), down -1.66% today
• J B Hunt Transport Services Inc (JBHT | Industrials): beat on EPS (1.88 act. vs. 1.77 est.) and beat on revenue (3,145m act. vs. 3,007m est.), up 8.74% today
• Prologis Inc (PLD | Real Estate): beat on EPS (0.97 act. vs. 0.51 est.) and beat on revenue (1,037m act. vs. 1,029m est.), up 0.92% today

TOP WINNERS

• Paragon 28 Inc (FNA), up 16.9% to $18.71 on their trading debut
• 23andMe Holding Co. (ME), up 16.9% to $9.21 / YTD price return: -19.4% / 12-Month Price Range: $ 7.01-18.16 / Short interest (% of float): 9.2%; days to cover: 5.7
• Hut 8 Mining Corp (HUT), up 15.7% to $12.22 / YTD price return: +344.4% / 12-Month Price Range: $ .74-13.00 / Short interest (% of float): 3.2%; days to cover: 0.5
• Alcoa Corp (AA), up 15.2% to $56.00 / YTD price return: +143.0% / 12-Month Price Range: $ 11.41-52.45 / Short interest (% of float): 6.6%; days to cover: 1.2
• Cipher Mining Inc (CIFR), up 15.2% to $6.99 / YTD price return: -29.7% / 12-Month Price Range: $ 5.13-15.39 / Short interest (% of float): 2.6%; days to cover: 1.8
• Companhia Brasileira de Distribuicao (CBD), up 13.5% to $5.71 / YTD price return: +41.6% / 12-Month Price Range: $ 2.97-8.41 / Short interest (% of float): 1.2%; days to cover: 2.4
• Marathon Digital Holdings Inc (MARA), up 12.2% to $48.89 / YTD price return: +368.3% / 12-Month Price Range: $ 2.06-57.75
• StoneCo Ltd (STNE), up 11.2% to $37.31 / YTD price return: -55.5% / 12-Month Price Range: $ 30.71-95.12 / Short interest (% of float): 3.9%; days to cover: 2.2
• Gitlab Inc (GTLB), up 10.7% to $115.00 / 12-Month Price Range: $ 93.11-105.99 (the stock is currently on the short sale restriction list)
• J B Hunt Transport Services Inc (JBHT), up 8.7% to $190.55 / YTD price return: +39.4% / 12-Month Price Range: $ 119.22-184.38

BIGGEST LOSERS

• Duck Creek Technologies Inc (DCT), down 24.4% to $34.94 / YTD price return: -19.3% / 12-Month Price Range: $ 33.91-59.40 / Short interest (% of float): 2.7%; days to cover: 5.0 (the stock is currently on the short sale restriction list)
• Virgin Galactic Holdings Inc (SPCE), down 16.8% to $20.01 / YTD price return: -15.7% / 12-Month Price Range: $ 14.27-62.80 (the stock is currently on the short sale restriction list)
• Turquoise Hill Resources Ltd (TRQ), down 14.9% to $13.13 / YTD price return: +5.7% / 12-Month Price Range: $ 7.49-21.89 / Short interest (% of float): 2.3%; days to cover: 5.2 (the stock is currently on the short sale restriction list)
• Cortexyme Inc (CRTX), down 14.6% to $63.05 / YTD price return: +127.0% / 12-Month Price Range: $ 26.66-121.98 (the stock is currently on the short sale restriction list)
• Pearson PLC (PSO), down 14.3% to $8.62 / YTD price return: -6.1% / 12-Month Price Range: $ 6.38-12.39 / Short interest (% of float): 0.1%; days to cover: 2.0 (the stock is currently on the short sale restriction list)
• Ocugen Inc (OCGN), down 13.8% to $8.66 / YTD price return: +373.2% / 12-Month Price Range: $ .25-18.77 (the stock is currently on the short sale restriction list)
• Futu Holdings Ltd (FUTU), down 13.7% to $63.73 / YTD price return: +39.3% / 12-Month Price Range: $ 29.30-204.25 / Short interest (% of float): 7.4%; days to cover: 1.1 (the stock is currently on the short sale restriction list)
• CureVac NV (CVAC), down 12.4% to $39.82 / YTD price return: -50.9% / 12-Month Price Range: $ 37.54-151.80 / Short interest (% of float): 4.8%; days to cover: 8.6 (the stock is currently on the short sale restriction list)
• D Market Elektronik Hizmetler ve Ticaret AS (HEPS), down 9.7% to $5.22 / 12-Month Price Range: $ 5.32-15.23 / Short interest (% of float): 0.3%; days to cover: 0.9 (the stock is currently on the short sale restriction list)
• Vicarious Surgical Inc (RBOT), down 8.6% to $10.57 / YTD price return: +4.0% / 12-Month Price Range: $ 9.50-15.79 / Short interest (% of float): 2.0%; days to cover: 1.7 (the stock is currently on the short sale restriction list)

VALUATION MULTIPLES BY SECTORS