DAILY SUMMARY

• Daily performance of US indices: S&P 500 up 1.36%; Nasdaq Composite up 1.28%; Wilshire 5000 up 1.73%
• 80.1% of S&P 500 stocks were up today, with 34.4% of stocks above their 200-day moving average (DMA) and 56.9% above their 50-DMA
• Top performing sectors in the S&P 500: materials up 3.41% and financials up 1.87%
• Bottom performing sectors in the S&P 500: utilities up 0.57% and utilities up 0.57%
• The number of shares in the S&P 500 traded today was 762m for a total turnover of US$ 70 bn
• The S&P 500 Value Index was up 1.3%, while the S&P 500 Growth Index was up 1.4%; the S&P small caps index was up 1.7% and mid caps were up 1.9%
• The volume on CME's INX (S&P 500 Index) was 3025.9m (3-month z-score: 1.2); the 3-month average volume is 2460.8m and the 12-month range is 1340.2 - 4692.3m
• Daily performance of international indices: Europe Stoxx 600 up 1.81%; UK FTSE 100 up 2.03%; Hang Seng SH-SZ-HK 300 Index up 4.22%; Japan's TOPIX 500 down -1.31%

VOLATILITY TODAY

• 1-month at-the-money implied volatility on the S&P 500 at 23.7%, down from 24.4%
• 1-month at-the-money implied volatility on the STOXX Europe 600 at 17.5%, down from 18.6%

S&P 500 EARNINGS DASHBOARD

BEATS & MISSES IN 3Q22 EARNINGS

TOP US COMPANIES REPORTING NEXT WEEK

TOP S&P 500 PERFORMERS THIS WEEK

• ABIOMED Inc (ABMD), up 44.9% to $373.99 / YTD price return: +4.1% / 12-Month Price Range: $ 220.03-381.48 / Short interest (% of float): 4.5%; days to cover: 6.4
• Wynn Resorts Ltd (WYNN), up 21.5% to $70.81 / YTD price return: -16.7% / 12-Month Price Range: $ 50.22-98.99 / Short interest (% of float): 6.9%; days to cover: 1.6
• Hologic Inc (HOLX), up 12.4% to $75.23 / YTD price return: -1.7% / 12-Month Price Range: $ 59.78-80.49 / Short interest (% of float): 3.2%; days to cover: 4.7
• Boeing Co (BA), up 11.2% to $160.01 / YTD price return: -20.5% / 12-Month Price Range: $ 113.03-233.94 / Short interest (% of float): 1.5%; days to cover: 1.3
• Freeport-McMoRan Inc (FCX), up 9.3% to $35.19 / YTD price return: -15.7% / 12-Month Price Range: $ 24.81-51.99 / Short interest (% of float): 2.3%; days to cover: 2.0
• Johnson Controls International PLC (JCI), up 8.7% to $63.81 / YTD price return: -21.5% / 12-Month Price Range: $ 45.53-81.77 / Short interest (% of float): 1.1%; days to cover: 2.0
• Air Products and Chemicals Inc (APD), up 8.5% to $276.06 / YTD price return: -9.3% / 12-Month Price Range: $ 216.24-316.38 / Short interest (% of float): 1.0%; days to cover: 2.4
• Las Vegas Sands Corp (LVS), up 8.5% to $40.24 / YTD price return: +6.9% / 12-Month Price Range: $ 28.88-48.26 / Short interest (% of float): 4.8%; days to cover: 2.0
• Arista Networks Inc (ANET), up 7.9% to $131.07 / YTD price return: -8.8% / 12-Month Price Range: $ 89.13-148.49 / Short interest (% of float): 2.0%; days to cover: 2.3
• Aptiv PLC (APTV), up 7.8% to $97.63 / YTD price return: -40.8% / 12-Month Price Range: $ 77.97-180.70 / Short interest (% of float): 1.6%; days to cover: 2.3

BOTTOM S&P 500 PERFORMERS THIS WEEK

• Lincoln National Corp (LNC), down 36.3% to $34.42 / YTD price return: -49.6% / 12-Month Price Range: $ 34.42-76.40 / Short interest (% of float): 2.1%; days to cover: 1.8 (the stock is currently on the short sale restriction list)
• Catalent Inc (CTLT), down 35.5% to $42.45 / YTD price return: -66.7% / 12-Month Price Range: $ 41.66-136.22 / Short interest (% of float): 2.5%; days to cover: 2.8
• Fidelity National Information Services Inc (FIS), down 29.1% to $60.17 / YTD price return: -44.9% / 12-Month Price Range: $ 56.53-122.00 / Short interest (% of float): 1.3%; days to cover: 1.4 (the stock is currently on the short sale restriction list)
• Global Payments Inc (GPN), down 22.2% to $97.45 / YTD price return: -27.9% / 12-Month Price Range: $ 94.00-153.74 / Short interest (% of float): 2.7%; days to cover: 3.1 (the stock is currently on the short sale restriction list)
• Zebra Technologies Corp (ZBRA), down 19.9% to $230.56 / YTD price return: -61.3% / 12-Month Price Range: $ 227.23-614.99 / Short interest (% of float): 1.8%; days to cover: 2.3
• Warner Bros Discovery Inc (WBD), down 19.5% to $10.43 / YTD price return: -55.7% / 12-Month Price Range: $ 10.43-31.55 / Short interest (% of float): 3.7%; days to cover: 3.7 (the stock is currently on the short sale restriction list)
• Lumen Technologies Inc (LUMN), down 19.3% to $5.92 / YTD price return: -52.8% / 12-Month Price Range: $ 5.78-14.49 / Short interest (% of float): 16.1%; days to cover: 8.3 (the stock is currently on the short sale restriction list)
• Paramount Global (PARA), down 18.1% to $15.57 / YTD price return: -48.4% / 12-Month Price Range: $ 15.57-39.21 / Short interest (% of float): 11.8%; days to cover: 6.3
• Fortinet Inc (FTNT), down 17.5% to $47.10 / YTD price return: -34.5% / 12-Month Price Range: $ 42.69-74.11 / Short interest (% of float): 1.4%; days to cover: 1.8
• Cognizant Technology Solutions Corp (CTSH), down 16.5% to $52.63 / YTD price return: -40.7% / 12-Month Price Range: $ 51.33-93.45 / Short interest (% of float): 1.6%

VALUATION MULTIPLES BY SECTORS

WEEKLY TOTAL RETURNS OF MAJOR GLOBAL EQUITY MARKETS

TOP / BOTTOM PERFORMING WORLD MARKETS YTD

WORLD MARKET CAPITALIZATION (US$ Trillion)