Total Vehicle Sale

 

Source: https://fred.stlouisfed.org/series/TOTALSA

S&P/Case-Shiller U.S National Home Price and Real Estate Loans (All Commercial Banks)

Source:https://fred.stlouisfed.org/series/REALLN#0

Real Estate Loans, All Commercial Banks (REALLN)

Source: https://fred.stlouisfed.org/series/REALLN

Commercial and Industrial Loans as of July 2017

Commercial and Industrial Loans 

Commercial and Industrial Loans from previous month 

 Industrial and Commercial loans from previous year

Source: https://fred.stlouisfed.org/series/BUSLOANS#0

Weibo Stock

요즈음 중국 IT 기업들의 주가가 미국의 FAANG (Facebook, Apple, Amazon, Netflix and Google) 보다 더 잘나가고 있습니다. 그중에 하나가 웨이보기업 (Weibo) 인데 작년까지 불가 $20 내외였는데 현재 $90 가까이 상승했습니다. 거의 4배가 올랐습니다. 

Industrial Production Index (INDPRO)

library(zoo)

library(quantmod)

library(TTR)

library(forecast)

library(ggfortify)

library(psych)

library(pastecs)

library(xts)

getSymbols('INDPRO', src='FRED')

mydata=INDPRO

Annual<-annualReturn(mydata)*100

barplot(last(Annual, '20 year'), main='Annual Changes')

tail(Annual)

 yearly.returns

2012-12-01      2.3161888

2013-12-01      2.0991660

2014-12-01      3.1831880

2015-12-01     -3.2541923

2016-12-01      0.8255124

2017-07-01      1.6461802 (as of July 2017)

# Annual changes from 1998 to July 2017

the industrial production index increased by 1.65% in 2017 as of July 2017.

Diff_Year=diff(mydata,lag=12)

barplot(last(Diff_Year, '20 year'))

Industrial production index begins to increase positively from January 2017.

autoplot(last(Diff_Year, '20 year'))

 summary(last(Diff_Year, '20 year'))

     Index                INDPRO        

 Min.   :1998-01-01   Min.   :-15.8834  

 1st Qu.:2002-11-16   1st Qu.:  0.0678  

 Median :2007-10-01   Median :  2.2094  

 Mean   :2007-10-01   Mean   :  1.0568  

 3rd Qu.:2012-08-16   3rd Qu.:  3.3462  

 Max.   :2017-07-01   Max.   :  7.4406  

#forecasting

fit<-arima(last(Diff_Year, '5 year'), order=c(2,0,1))

accuracy(fit)

forecast(fit,50)

plot(forecast(fit,50))

Source: https://fred.stlouisfed.org/series/INDPRO

Emerging Stock Markets Leverage 3X ETFs

The emerging stock markets:

EDC (Direxion Daily MSCI Em Mkts Bull 3X ETF (EDC))

RUSL (Direxion Daily Russia Bull 3X Shares(RUSL)) 

YINN (Direxion Daily FTSE China Bull 3X ETF (YINN))

BRZU (Direxion Daily MSCI Brazil Bull 3X ETF (BRZU))

INDL (Direxion Daily MSCI India Bull 3X Shares )

If you have invested $1.00 at the beginning of year, then the returns would be following: India would the highest yield among emerging countries.

           EDC.Close RUSL.Close YINN.Close BRZU.Close INDL.Close

2017-08-10  1.703108  0.7183414   1.611931   1.011147   1.752255

2017-08-11  1.720110  0.7172208   1.619628   1.040188   1.789659

2017-08-14  1.772395  0.7162869   1.661963   1.044881   1.859186

2017-08-15  1.775503  0.7209563   1.651058   1.077442   1.839824

2017-08-16  1.831810  0.7293612   1.724182   1.117630   1.914631

2017-08-17  1.758318  0.7259993   1.622835   1.058082   1.853685