The Citigroup Economic Surprise Index, or CESI, tracks how the economic data are faring compared with expectations. The index rises when economic data exceed economists’ consensus estimates and falls when data are below estimates. Citigroup Economic Surprise Index Trading Discussion. Does anybody know of a way to view a live (or even end of day) overlay of the various G10 Citigroup Economic Surprise Indices without shelling out $24k a year on a Bloomberg terminal or something similar? In June of this year, the Citigroup U.S. Economic Surprise Index (CESI-US) was a minus 78 after falling from plus 57 in March. At the June low, some commentary began noting the U.S. economy might

Citigroup major economy surprise index is trending higher Getty Images and a recent jump in the Citigroup Economic Surprise index, which shows global economic data has begun to surpass Citigroup C delivered a positive earnings surprise of 4.4% in fourth-quarter 2019, backed by revenue strength. Adjusted earnings per share of $1.90 for the quarter handily outpaced the Zacks Citigroup Financials: This is the Financials-site for the company Citigroup on Markets Insider The index was never designed for this purpose. Citigroup Economic Surprise indices (CESIs) were originally designed to provide trading signals for currency moves over the very short term (originally over a time horizon of just one minute). The Citigroup Economic Surprise Indexes are a clever concoction that measures the variations in the gap between the expectations and the real economic data. The input consists of the actual econometric data that moves foreign exchange markets – the bigger the data moves forex markets, the more significant its weight in the index.

4 Mar 2019 News from around the global economy continues to disappoint, and Citigroup's global surprise index, which measures whether data exceed or 

Well, as it turns out, there's an index that measures this - the Citigroup Economic Surprise Index and it is shown below from a screenshot over at Bloomberg (under the ticker CESIUSD:IND). If you The Citigroup Economic Surprise Indices are objective and quantitative measures of economic news. They are defined as weighted historical standard deviations of data surprises (actual releases vs Bloomberg survey median). A positive reading of the Economic Surprise Index suggests that economic releases have on balance been beating consensus. The index shows recent global economic data surprising to the upside But economic reports don’t look as good as they used to. In fact, this year the number of reports beating expectations has started to nosedive. Take a look at the chart below. The top half looks at the S&P 500 since 2003. The bottom half shows the Citigroup Economic Surprise Index for the U.S.

Well, as it turns out, there's an index that measures this - the Citigroup Economic Surprise Index and it is shown below from a screenshot over at Bloomberg (under the ticker CESIUSD:IND). If you

4 Mar 2019 News from around the global economy continues to disappoint, and Citigroup's global surprise index, which measures whether data exceed or  22 Jun 2017 Citigroup's Economic Surprise Index, a widely followed indicator of how the data are performing up to expectations, is plumbing new depths.

4 Mar 2019 News from around the global economy continues to disappoint, and Citigroup's global surprise index, which measures whether data exceed or 

The Citi Economic Surprise Index is a perfect example of unique proprietary design which has almost no bearing on those who discuss it. The models were built by quantitative analysts in Citi’s FX CITIGROUP ECONOMIC SURPRISE INDEX (percent) Based on G10 Currencies (34) yardeni.com Source: Citigroup. Figure 10. Citigroup Economic Surprise Index Page 5 / March 16, 2020 / High Frequency Indicators www.yardeni.com Yardeni Research, Inc. Citigroup major economy surprise index is trending higher Getty Images and a recent jump in the Citigroup Economic Surprise index, which shows global economic data has begun to surpass Citigroup C delivered a positive earnings surprise of 4.4% in fourth-quarter 2019, backed by revenue strength. Adjusted earnings per share of $1.90 for the quarter handily outpaced the Zacks

Citigroup major economy surprise index is trending higher Getty Images and a recent jump in the Citigroup Economic Surprise index, which shows global economic data has begun to surpass

A positive (negative) reading of the surprise index suggests that economic by Citigroup to construct the so-called "Citigroup Economic Surprise Indexes. 14 Aug 2018 Bloomberg's Macro Man tested the surprise indexes against changes in by Bloomberg and Citigroup Inc. But can economic surprises actually  4 Mar 2019 News from around the global economy continues to disappoint, and Citigroup's global surprise index, which measures whether data exceed or  22 Jun 2017 Citigroup's Economic Surprise Index, a widely followed indicator of how the data are performing up to expectations, is plumbing new depths. 23 Sep 2019 The Yardeni Research chart below shows the Citigroup Economic Surprise Index in blue and the yield on a Ten-Year Treasury in red. CITIGROUP ECONOMIC SURPRISE INDEX & 10-YEAR US TREASURY BOND YIELD: 2003-2009 Surprise Index (percent) 10-Year Yield* (13-week change, basis points) yardeni.com * Average for the week ending Friday. Source: Federal Reserve Board and Citigroup. Figure 4. Citigroup Economic Surprise Index Page 2 / March 12, 2020 / Citigroup Economic Surprise Index

23 Sep 2019 The Yardeni Research chart below shows the Citigroup Economic Surprise Index in blue and the yield on a Ten-Year Treasury in red. CITIGROUP ECONOMIC SURPRISE INDEX & 10-YEAR US TREASURY BOND YIELD: 2003-2009 Surprise Index (percent) 10-Year Yield* (13-week change, basis points) yardeni.com * Average for the week ending Friday. Source: Federal Reserve Board and Citigroup. Figure 4. Citigroup Economic Surprise Index Page 2 / March 12, 2020 / Citigroup Economic Surprise Index Citi tracks a measure known as the "economic surprise index" for various locales, which shows how economic data are progressing relative to the consensus forecasts of market economists. Citigroup's Economic Surprise Index, a widely followed indicator of how the data are matching up to expectations, continues to plumb new depths.