DAILY SUMMARY

• Daily performance of US indices: S&P 500 up 1.73%; Nasdaq Composite up 2.09%; Wilshire 5000 up 1.76%
• 94.4% of S&P 500 stocks were up today, with 44.5% of stocks above their 200-day moving average (DMA) and 91.8% above their 50-DMA
• Top performing sectors in the S&P 500: consumer discretionary up 2.30% and technology up 2.07%
• Bottom performing sectors in the S&P 500: energy up 0.80% and consumer staples up 0.92%
• The number of shares in the S&P 500 traded today was 509m for a total turnover of US$ 57 bn
• The S&P 500 Value Index was up 1.4%, while the S&P 500 Growth Index was up 2.1%; the S&P small caps index was up 1.8% and mid-caps were up 1.5%
• The volume on CME's INX (S&P 500 Index) was 1828.5m (3-month z-score: -1.2); the 3-month average volume is 2406.3m and the 12-month range is 1340.2 - 4692.3m
• Daily performance of international indices: Europe Stoxx 600 up 0.16%; UK FTSE 100 up 0.47%; Hang Seng SH-SZ-HK 300 Index up 0.21%; Japan's TOPIX 500 up 2.07%

VOLATILITY TODAY

• 1-month at-the-money implied volatility on the S&P 500 at 16.6%, down from 17.0%
• 1-month at-the-money implied volatility on the Euro Stoxx 50 at 17.4%, down from 17.8%

S&P 500 EARNINGS DASHBOARD

TOP EARNINGS BEATS

TOP EARNINGS MISSES

TOP S&P 500 PERFORMERS THIS WEEK

• Nielsen Holdings PLC (NLSN), up 19.7% to $27.58 / YTD price return: +34.5% / 12-Month Price Range: $ 16.02-27.77 / Short interest (% of float): 4.8%; days to cover: 6.9
• Albemarle Corp (ALB), up 18.3% to $281.57 / YTD price return: +20.4% / 12-Month Price Range: $ 169.95-291.48 / Short interest (% of float): 2.0%; days to cover: 1.9
• Principal Financial Group Inc (PFG), up 16.5% to $79.51 / YTD price return: +9.9% / 12-Month Price Range: $ 60.97-80.34 / Short interest (% of float): 4.2%; days to cover: 6.9
• Devon Energy Corp (DVN), up 15.7% to $65.55 / YTD price return: +48.8% / 12-Month Price Range: $ 24.47-79.40 / Short interest (% of float): 2.1%; days to cover: 1.0
• Viatris Inc (VTRS), up 14.4% to $11.13 / YTD price return: -17.7% / 12-Month Price Range: $ 9.45-15.60 / Short interest (% of float): 2.2%; days to cover: 2.4
• Walt Disney Co (DIS), up 14.0% to $121.57 / YTD price return: -21.5% / 12-Month Price Range: $ 90.23-187.57 / Short interest (% of float): 1.1%; days to cover: 1.9
• Aptiv PLC (APTV), up 13.2% to $111.43 / YTD price return: -32.4% / 12-Month Price Range: $ 84.15-180.70 / Short interest (% of float): 2.0%; days to cover: 2.8
• Generac Holdings Inc (GNRC), up 13.1% to $280.52 / YTD price return: -20.3% / 12-Month Price Range: $ 197.94-522.66 / Short interest (% of float): 9.0%; days to cover: 5.8
• Cardinal Health Inc (CAH), up 12.7% to $69.32 / YTD price return: +34.6% / 12-Month Price Range: $ 45.86-69.32 / Short interest (% of float): 2.4%; days to cover: 2.9
• SVB Financial Group (SIVB), up 12.3% to $464.24 / YTD price return: -31.6% / 12-Month Price Range: $ 355.42-763.22 / Short interest (% of float): 3.0%; days to cover: 2.9

BOTTOM S&P 500 PERFORMERS THIS WEEK

• Moderna Inc (MRNA), down 8.4% to $171.18 / YTD price return: -32.6% / 12-Month Price Range: $ 115.64-464.85 / Short interest (% of float): 4.2%; days to cover: 3.1
• Illumina Inc (ILMN), down 6.9% to $208.33 / YTD price return: -45.2% / 12-Month Price Range: $ 173.48-526.00 / Short interest (% of float): 1.9%; days to cover: 2.0 (the stock is currently on the short sale restriction list)
• Tyson Foods Inc (TSN), down 6.5% to $81.79 / YTD price return: -6.2% / 12-Month Price Range: $ 74.43-100.70 / Short interest (% of float): 1.7%; days to cover: 2.8
• Warner Bros Discovery Inc (WBD), down 6.2% to $13.68 / YTD price return: -41.9% / 12-Month Price Range: $ 12.77-31.55 / Short interest (% of float): 2.7%; days to cover: 2.9
• KLA Corp (KLAC), down 3.7% to $381.20 / YTD price return: -11.4% / 12-Month Price Range: $ 282.97-456.98 / Short interest (% of float): 5.3%; days to cover: 4.8
• Johnson & Johnson (JNJ), down 3.4% to $165.30 / YTD price return: -3.4% / 12-Month Price Range: $ 155.72-186.69 / Short interest (% of float): 0.5%; days to cover: 1.7
• Take-Two Interactive Software Inc (TTWO), down 3.2% to $123.14 / YTD price return: -30.7% / 12-Month Price Range: $ 101.85-195.83 / Short interest (% of float): 2.8%; days to cover: 2.5
• IDEXX Laboratories Inc (IDXX), down 2.8% to $396.43 / YTD price return: -39.8% / 12-Month Price Range: $ 318.50-694.95 / Short interest (% of float): 2.0%; days to cover: 2.8
• Tyler Technologies Inc (TYL), down 2.3% to $409.34 / YTD price return: -23.9% / 12-Month Price Range: $ 300.96-553.82 / Short interest (% of float): 1.4%; days to cover: 2.4
• Visa Inc (V), down 2.1% to $211.33 / YTD price return: -2.5% / 12-Month Price Range: $ 185.99-236.96 / Short interest (% of float): 2.1%; days to cover: 5.3

NOTABLE US EARNINGS RELEASES NEXT WEEK

VALUATION MULTIPLES BY SECTORS

WEEKLY TOTAL RETURNS OF MAJOR GLOBAL EQUITY MARKETS

TOP / BOTTOM PERFORMING WORLD MARKETS YTD

WORLD MARKET CAPITALIZATION (US$ Trillion)