QUICK SUMMARY

• Daily performance of US indices: S&P 500 up 0.12%; Nasdaq Composite down -0.22%; Wilshire 5000 down -0.23%
• 48.3% of S&P 500 stocks were up today, with 88.5% of stocks above their 200-day moving average (DMA) and 48.5% above their 50-DMA
• Top performing sectors: consumer staples up 0.92% and real estate up 0.89%
• Bottom performing sectors: energy down -2.94% and financials down -0.49%
• The number of shares in the S&P 500 traded today was 527m for a total turnover of US$ 61 bn
• The S&P 500 Value Index was down -0.1%, while the S&P 500 Growth Index was up 0.3%; the S&P small caps index was down -1.2% and mid caps were down -0.6%
• The volume on CME's INX (S&P 500 Index) was 2.0m (3-month z-score: -0.3); the 3-month average volume is 2.1m and the 12-month range is 0.8 - 5.1m
• Daily performance of international indices: Europe Stoxx 600 down -0.09%; China CSI 300 up 0.07%; Japan down -0.75%; UK FTSE 100 down -0.47%

VOLATILITY

• 1-month at-the-money implied volatility on the S&P 500 at 11.1%, down from 11.6%
• 1-month at-the-money implied volatility on the Europe Stoxx 600 at 11.0%, down from 11.6%

NOTABLE S&P 500 EARNINGS RELEASES

• Bank of America Corp (Financials): beat on EPS (1.03 act. vs. 0.66 est.) and missed on revenue (21,466m act. vs. 22,131m est.)
• Wells Fargo & Co (Financials): beat on EPS (1.38 act. vs. 0.70 est.) and beat on revenue (20,270m act. vs. 17,504m est.)
• Citigroup Inc (Financials): beat on EPS (2.85 act. vs. 2.60 est.) and missed on revenue (17,474m act. vs. 18,821m est.)
• BlackRock Inc (Financials): beat on EPS (10.03 act. vs. 7.64 est.) and beat on revenue (4,820m act. vs. 4,303m est.)
• PNC Financial Services Group Inc (Financials): missed on EPS (2.43 act. vs. 2.75 est.) and beat on revenue (4,667m act. vs. 4,115m est.)
• Delta Air Lines Inc (Industrials): beat on EPS (-1.07 act. vs. -3.17 est.) and beat on revenue (7,126m act. vs. 3,908m est.)

TOP WINNERS

• SGOCO Group Ltd (SGOC), up 37.6% to $3.98 / YTD price return: +810.3% / 12-Month Price Range: $ 1.69-6.24 / Short interest (% of float): 0.4%; days to cover: 0.3
• Compass Minerals International Inc (CMP), up 13.2% to $4.09 / YTD price return: +10.9% / 12-Month Price Range: $ 1.65-7.15 / Short interest (% of float): 35.6%; days to cover: 0.1
• Apollo Medical Holdings Inc (AMEH), up 9.5% to $1.51 / YTD price return: +373.5% / 12-Month Price Range: $ .66-2.10 / Short interest (% of float): 0.5%; days to cover: 0.3
• TFI International Inc (TFII), up 8.8% to $6.15 / YTD price return: +91.7% / 12-Month Price Range: $ 5.61-12.12 / Short interest (% of float): 3.9%; days to cover: 3.3
• Covanta Holding Corp (CVA), up 7.4% to $22.30 / YTD price return: +51.9% / 12-Month Price Range: $ 5.60-63.10 / Short interest (% of float): 1.3%; days to cover: 1.3
• Meta Materials Inc (MMAT), up 7.0% to $2.15 / YTD price return: +205.0% / 12-Month Price Range: $ 1.27-8.51 / Short interest (% of float): 2.9%; days to cover: 0.1
• Peabody Energy Corp (BTU), up 6.4% to $11.89 / YTD price return: +356.4% / 12-Month Price Range: $ 6.29-17.60 / Short interest (% of float): 0.6%; days to cover: 0.0
• America Movil SAB de CV (AMX), up 6.4% to $2.43 / YTD price return: +9.4% / 12-Month Price Range: $ 1.71-7.69 / Short interest (% of float): 10.0%; days to cover: 3.7
• Braskem SA (BAK), up 6.4% to $2.11 / YTD price return: +173.1% / 12-Month Price Range: $ .85-5.40 / Short interest (% of float): 0.8%; days to cover: 0.1
• Wipro Ltd (WIT), up 5.7% to $6.16 / YTD price return: +40.9% / 12-Month Price Range: $ 3.80-7.74 / Short interest (% of float): 0.4%; days to cover: 0.7

BIGGEST LOSERS

• Glaukos Corp (GKOS), down 21.4% to $2.14 / YTD price return: -23.2% / 12-Month Price Range: $ .76-5.85 / Short interest (% of float): 0.4%; days to cover: 0.2 (the stock is currently on the short sale restriction list)
• Recursion Pharmaceuticals Inc (RXRX), down 19.4% to $13.94 / 12-Month Price Range: $ 13.41-22.22 / Short interest (% of float): 4.5%; days to cover: 6.9 (the stock is currently on the short sale restriction list)
• Upwork Inc (UPWK), down 17.4% to $5.69 / YTD price return: +45.3% / 12-Month Price Range: $ 3.26-16.40 / Short interest (% of float): 3.6%; days to cover: 0.5 (the stock is currently on the short sale restriction list)
• AMC Entertainment Holdings Inc (AMC), down 15.0% to $2.64 / YTD price return: +1,476.9% / 12-Month Price Range: $ 1.01-6.45 / Short interest (% of float): 6.0%; days to cover: 2.2 (the stock is currently on the short sale restriction list)
• SunPower Corp (SPWR), down 14.7% to $9.19 / YTD price return: -6.6% / 12-Month Price Range: $ .37-162.00 / Short interest (% of float): 1.9%; days to cover: 0.9 (the stock is currently on the short sale restriction list)
• Ironsource Ltd (IS), down 13.0% to $87.07 / 12-Month Price Range: $ 38.52-128.50 / Short interest (% of float): 9.0%; days to cover: 2.8 (the stock is currently on the short sale restriction list)
• Virgin Galactic Holdings Inc (SPCE), down 12.4% to $110.40 / YTD price return: +39.4% / 12-Month Price Range: $ 69.58-146.97 / Short interest (% of float): 7.2%; days to cover: 9.8 (the stock is currently on the short sale restriction list)
• Sprinklr Inc (CXM), down 12.3% to $43.20 / 12-Month Price Range: $ 33.00-65.90 / Short interest (% of float): 0.0%; days to cover: 13.4 (the stock is currently on the short sale restriction list)
• Edgewise Therapeutics Inc (EWTX), down 12.1% to $24.35 / 12-Month Price Range: $ 16.59-53.60 / Short interest (% of float): 3.7%; days to cover: 4.7 (the stock is currently on the short sale restriction list)
• PureTech Health PLC (PRTC), down 11.7% to $1.72 / 12-Month Price Range: $ .36-3.86 / Short interest (% of float): 3.6%; days to cover: 0.7 (the stock is currently on the short sale restriction list)

VALUATION METRICS CHARTS