DAILY SUMMARY

• Daily performance of US indices: S&P 500 up 1.53%; Nasdaq Composite up 2.11%; Wilshire 5000 up 1.66%
• 89.9% of S&P 500 stocks were up today, with 36.8% of stocks above their 200-day moving average (DMA) and 64.0% above their 50-DMA
• Top performing sectors in the S&P 500: communication services up 2.53% and energy up 2.38%
• Bottom performing sectors in the S&P 500: utilities up 0.42% and healthcare up 0.83%
• The number of shares in the S&P 500 traded today was 576m for a total turnover of US$ 57 bn
• The S&P 500 Value Index was up 1.2%, while the S&P 500 Growth Index was up 1.9%; the S&P small caps index was up 1.9% and mid-caps were up 1.8%
• The volume on CME's INX (S&P 500 Index) was 2,097.3m (3-month z-score: -0.4); the 3-month average volume is 2,285.7m and the 12-month range is 1,340.2 - 4,692.3m
• Daily performance of international indices: Europe Stoxx 600 up 1.52%; UK FTSE 100 up 1.23%; Hang Seng SH-SZ-HK 300 Index up 1.69%; Japan's TOPIX 500 up 0.37%

VOLATILITY TODAY

• 1-month at-the-money implied volatility on the S&P 500 at 20.7%, down from 23.5%
• 1-month at-the-money implied volatility on the Euro Stoxx 50 at 21.9%, down from 22.8%

TOP S&P 500 PERFORMERS THIS WEEK

• Regeneron Pharmaceuticals Inc (REGN), up 24.7% to $724.32 / YTD price return: +14.7% / 12-Month Price Range: $ 538.27-747.19
• Solaredge Technologies Inc (SEDG), up 17.2% to $313.00 / YTD price return: +11.6% / 12-Month Price Range: $ 200.95-389.00 / Short interest (% of float): 3.4%; days to cover: 1.6
• Albemarle Corp (ALB), up 15.6% to $300.37 / YTD price return: +28.5% / 12-Month Price Range: $ 169.95-300.37
• Royal Caribbean Cruises Ltd (RCL), up 15.2% to $47.24 / YTD price return: -38.6% / 12-Month Price Range: $ 31.09-98.21
• Freeport-McMoRan Inc (FCX), up 13.7% to $32.17 / YTD price return: -22.9% / 12-Month Price Range: $ 24.81-51.99 / Short interest (% of float): 1.9%; days to cover: 1.3
• DISH Network Corp (DISH), up 13.6% to $19.33 / YTD price return: -40.4% / 12-Month Price Range: $ 16.21-46.30
• Caesars Entertainment Inc (CZR), up 13.5% to $48.33 / YTD price return: -48.3% / 12-Month Price Range: $ 35.10-119.79 / Short interest (% of float): 5.9%; days to cover: 3.5
• Dexcom Inc (DXCM), up 13.3% to $92.89 / YTD price return: -30.8% / 12-Month Price Range: $ 66.94-164.63 / Short interest (% of float): 3.4%; days to cover: 4.8
• Stryker Corp (SYK), up 12.9% to $230.00 / YTD price return: -14.0% / 12-Month Price Range: $ 188.89-281.12
• Match Group Inc (MTCH), up 12.8% to $62.25 / YTD price return: -52.9% / 12-Month Price Range: $ 53.22-181.99

BOTTOM S&P 500 PERFORMERS THIS WEEK

• Occidental Petroleum Corp (OXY), down 4.6% to $65.61 / YTD price return: +126.3% / 12-Month Price Range: $ 24.39-77.11
• McCormick & Company Inc (MKC), down 3.8% to $79.89 / YTD price return: -17.3% / 12-Month Price Range: $ 77.68-107.34
• Church & Dwight Co Inc (CHD), down 3.1% to $81.56 / YTD price return: -20.4% / 12-Month Price Range: $ 79.37-105.28
• CF Industries Holdings Inc (CF), down 3.0% to $103.68 / YTD price return: +46.5% / 12-Month Price Range: $ 44.06-119.57 / Short interest (% of float): 2.8%; days to cover: 2.4
• Williams Companies Inc (WMB), down 2.8% to $32.77 / YTD price return: +25.8% / 12-Month Price Range: $ 23.99-37.96
• DXC Technology Co (DXC), down 2.6% to $26.76 / YTD price return: -16.9% / 12-Month Price Range: $ 24.00-39.65 / Short interest (% of float): 3.8%; days to cover: 5.5
• Devon Energy Corp (DVN), down 2.6% to $68.51 / YTD price return: +55.5% / 12-Month Price Range: $ 27.41-79.40 / Short interest (% of float): 2.6%; days to cover: 1.5
• Campbell Soup Co (CPB), down 2.4% to $47.93 / YTD price return: +10.3% / 12-Month Price Range: $ 39.77-51.94
• Kraft Heinz Co (KHC), down 2.3% to $36.46 / YTD price return: +1.6% / 12-Month Price Range: $ 32.79-44.87 / Short interest (% of float): 1.8%; days to cover: 2.0
• APA Corp (US) (APA), down 1.8% to $38.09 / YTD price return: +41.7% / 12-Month Price Range: $ 18.53-51.95

VALUATION MULTIPLES BY SECTORS

WEEKLY TOTAL RETURNS OF MAJOR GLOBAL EQUITY MARKETS

TOP / BOTTOM PERFORMING WORLD MARKETS YTD

WORLD MARKET CAPITALIZATION (US$ Trillion)