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the Chinese Stock Index to S&P500 Ratio | Asset-Specific Analysis | Aug 01 2019


VanAurum Analysis

VanAurum has identified a significant relationship between this signal and one or more of the 2-week, 2-month, or 6-month returns for at least one asset. These are shown below, along with the analytics for each:


EEM_D
126-day returns for iShares MSCI Emerging Markets ETF where the Chinese Stock Index to S&P500 ratio's 25-day net sum of up-days and down-days has been less than or equal to -11.0
Signal: -7.98

FXI_D
126-day returns for the iShares China large cap ETF (FXI) where the Chinese Stock Index to S&P500 ratio's 25-day net sum of up-days and down-days has been less than or equal to -11.0
Signal: -6.11


38 indicators at extremes




Click here to learn more about technical indicators that are shown.


Market Extremes | the Chinese Stock Index to S&P500 Ratio


Below is a table of market indicators for the Chinese Stock Index to S&P500 Ratio that are exhibiting extremes. The chart above is a selection of indicators that VanAurum has calculated to be the most significant on a historical basis.

Note: you can sort by column by clicking on the column titles.

ID Date Asset Indicator Percentile Value
377751 08/01/2019 RATIO_FXI_SPX_D CLOSE 0.0269469145782808 0.0136081845590975
377745 08/01/2019 RATIO_FXI_SPX_D PROXTOBOLL15 1.24425209629429 -0.0917990894632506
377746 08/01/2019 RATIO_FXI_SPX_D PROXTOBOLL20 0.62296858071506 -0.149072409949828
377747 08/01/2019 RATIO_FXI_SPX_D PROXTOBOLL40 2.34204793028322 -0.102810239861129
377748 08/01/2019 RATIO_FXI_SPX_D PROXTOBOLL50 2.32113599126161 -0.116143057471527
377749 08/01/2019 RATIO_FXI_SPX_D PROXTOBOLL55 1.72272354388843 -0.142402260744809
377750 08/01/2019 RATIO_FXI_SPX_D PROXTOBOLL60 1.80722891566265 -0.148965056100286
377720 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS100 2.06371191135734 0.0
377721 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS105 2.01109570041609 0.0
377722 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS110 2.01388888888889 0.0
377723 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS115 2.00278164116829 0.0
377724 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS120 1.94986072423398 0.0
377725 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS125 1.86889818688982 0.0
377726 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS130 1.74581005586592 0.0
377727 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS135 1.70629370629371 0.0
377728 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS140 1.65266106442577 0.0
377729 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS145 1.62692847124825 0.0
377703 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS15 2.92286874154263 0.0
377730 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS150 1.60112359550562 0.0
377731 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS155 1.61744022503516 0.0
377732 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS160 1.61971830985915 0.0
377733 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS165 1.62200282087447 0.0
377734 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS170 1.66666666666667 0.0
377735 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS175 1.71145685997171 0.0
377736 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS180 1.72804532577904 0.0
377737 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS185 1.71631205673759 0.0
377738 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS190 1.73295454545455 0.0
377739 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS195 1.73541963015647 0.0
377704 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS20 2.60162601626016 0.0
377705 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS25 2.33378561736771 0.0
377706 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS30 2.28260869565217 0.0
377707 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS35 2.27210884353741 0.0
377708 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS40 2.20708446866485 0.0
377709 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS45 2.07366984993179 0.0
377710 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS50 2.07650273224044 0.0
377711 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS55 2.05198358413133 0.0
377712 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS60 2.0958904109589 0.0
377713 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS65 2.04389574759945 0.0
377714 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS70 2.07417582417582 0.0
377715 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS75 2.09078404401651 0.0
377716 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS80 2.13498622589532 0.0
377717 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS85 2.12413793103448 0.0
377718 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS90 2.14088397790055 0.0
377719 08/01/2019 RATIO_FXI_SPX_D SLOWSTOCHS95 2.10235131396957 0.0
377741 08/01/2019 RATIO_FXI_SPX_D UPDOWNSUM10 1.02647217720151 -8.0
377742 08/01/2019 RATIO_FXI_SPX_D UPDOWNSUM20 0.555254604550379 -12.0
377743 08/01/2019 RATIO_FXI_SPX_D UPDOWNSUM25 0.70518036343911 -13.0
377744 08/01/2019 RATIO_FXI_SPX_D UPDOWNSUM30 2.52580119500272 -12.0
377740 08/01/2019 RATIO_FXI_SPX_D UPDOWNSUM5 2.02319935257621 -5.0