DAILY SUMMARY

• Daily performance of US indices: S&P 500 up 1.42%; Nasdaq Composite up 1.88%; Wilshire 5000 up 1.39%
• 77.1% of S&P 500 stocks were up today, with 34.4% of stocks above their 200-day moving average (DMA) and 76.5% above their 50-DMA
• Top performing sectors in the S&P 500: energy up 4.51% and consumer discretionary up 4.27%
• Bottom performing sectors in the S&P 500: consumer staples down -0.72% and healthcare down -0.35%
• The number of shares in the S&P 500 traded today was 990m for a total turnover of $ 94 bn
• The S&P 500 Value Index was up 0.7%, while the S&P 500 Growth Index was up 2.1%; the S&P small caps index was up 0.8% and mid-caps were up 1.3%
• The volume on CME's INX (S&P 500 Index) was 2894.2m (3-month z-score: 0.8); the 3-month average volume is 2507.5m and the 12-month range is 1340.2 - 4692.3m
• Daily performance of international indices: Europe Stoxx 600 up 1.28%; UK FTSE 100 up 1.06%; Hang Seng SH-SZ-HK 300 Index down -2.13%; Japan's TOPIX 500 down -0.41%

VOLATILITY TODAY

• 1-month at-the-money implied volatility on the S&P 500 at 18.3%, down from 18.7%
• 1-month at-the-money implied volatility on the Euro Stoxx 50 at 18.9%, down from 19.5%

S&P 500 2Q 2022 EARNINGS DASHBOARD

TOP BEATS

TOP MISSES

US EARNINGS NEXT WEEK

• Another 30% of the S&P 500 is reporting next week, with the Tuesday and Thursday as the busiest days

TOP S&P 500 PERFORMERS THIS WEEK

• Bath & Body Works Inc (BBWI), up 21.7% to $33.47 / YTD price return: -52.0% / 12-Month Price Range: $ 25.80-82.00 / Short interest (% of float): 8.4%; days to cover: 3.6
• HCA Healthcare Inc (HCA), up 17.7% to $202.03 / YTD price return: -21.4% / 12-Month Price Range: $ 164.55-279.01 / Short interest (% of float): 2.0%; days to cover: 2.1
• ETSY Inc (ETSY), up 17.7% to $97.11 / YTD price return: -55.6% / 12-Month Price Range: $ 67.06-307.34 / Short interest (% of float): 12.8%; days to cover: 4.0
• Netflix Inc (NFLX), up 16.6% to $220.44 / YTD price return: -63.4% / 12-Month Price Range: $ 162.81-700.50 / Short interest (% of float): 3.0%; days to cover: 1.5
• Tesla Inc (TSLA), up 13.4% to $816.73 / YTD price return: -22.7% / 12-Month Price Range: $ 620.60-1,243.25 / Short interest (% of float): 2.7%; days to cover: 0.8
• Caesars Entertainment Inc (CZR), up 13.3% to $42.65 / YTD price return: -54.4% / 12-Month Price Range: $ 35.10-119.79 / Short interest (% of float): 5.7%; days to cover: 2.8
• Las Vegas Sands Corp (LVS), up 12.9% to $38.99 / YTD price return: +3.6% / 12-Month Price Range: $ 28.88-48.26 / Short interest (% of float): 6.7%; days to cover: 2.9
• Generac Holdings Inc (GNRC), up 11.6% to $239.93 / YTD price return: -31.8% / 12-Month Price Range: $ 197.94-522.66 / Short interest (% of float): 8.8%; days to cover: 5.3
• Wynn Resorts Ltd (WYNN), up 11.3% to $61.73 / YTD price return: -27.4% / 12-Month Price Range: $ 50.22-109.10 / Short interest (% of float): 10.0%; days to cover: 3.0
• Autodesk Inc (ADSK), up 11.2% to $195.95 / YTD price return: -30.3% / 12-Month Price Range: $ 163.20-344.39 / Short interest (% of float): 1.2%; days to cover: 1.7

BOTTOM S&P 500 PERFORMERS THIS WEEK

• Stanley Black & Decker Inc (SWK), down 15.9% to $97.33 / YTD price return: -48.4% / 12-Month Price Range: $ 97.33-203.60 / Short interest (% of float): 3.6%; days to cover: 2.9 (the stock is currently on the short sale restriction list)
• Cincinnati Financial Corp (CINF), down 12.2% to $97.34 / YTD price return: -14.6% / 12-Month Price Range: $ 97.18-143.22 / Short interest (% of float): 2.1%; days to cover: 4.2
• Comcast Corp (CMCSA), down 11.9% to $37.52 / YTD price return: -25.5% / 12-Month Price Range: $ 37.52-61.80 / Short interest (% of float): 1.6%; days to cover: 3.0
• Newmont Corporation (NEM), down 11.9% to $45.28 / YTD price return: -27.0% / 12-Month Price Range: $ 44.00-86.37 / Short interest (% of float): 1.4%; days to cover: 1.8
• Baxter International Inc (BAX), down 11.3% to $58.66 / YTD price return: -31.7% / 12-Month Price Range: $ 58.66-89.69 / Short interest (% of float): 1.3%; days to cover: 2.3 (the stock is currently on the short sale restriction list)
• Charter Communications Inc (CHTR), down 11.0% to $432.10 / YTD price return: -33.7% / 12-Month Price Range: $ 407.75-825.62 / Short interest (% of float): 5.4%; days to cover: 5.9
• Teleflex Inc (TFX), down 9.3% to $240.46 / YTD price return: -26.8% / 12-Month Price Range: $ 235.15-405.97 / Short interest (% of float): 3.1%; days to cover: 4.3 (the stock is currently on the short sale restriction list)
• Intel Corp (INTC), down 7.4% to $36.31 / YTD price return: -29.5% / 12-Month Price Range: $ 35.55-56.28 / Short interest (% of float): 1.7%; days to cover: 2.0 (the stock is currently on the short sale restriction list)
• DISH Network Corp (DISH), down 7.1% to $17.37 / YTD price return: -46.5% / 12-Month Price Range: $ 16.21-46.30 / Short interest (% of float): 12.6%; days to cover: 6.8
• Garmin Ltd (GRMN), down 7.0% to $97.62 / YTD price return: -28.3% / 12-Month Price Range: $ 92.38-178.79 / Short interest (% of float): 1.7%; days to cover: 2.5

VALUATION MULTIPLES BY SECTORS

WEEKLY TOTAL RETURNS OF MAJOR GLOBAL EQUITY MARKETS

TOP / BOTTOM PERFORMING WORLD MARKETS YTD

WORLD MARKET CAPITALIZATION ($ Trillion)