Variable | Description |
PROF_MARGIN | Profit margin |
JPM-CPI-REER/ToT Z-score | JPMorgan data consumer price index, real effective exchange rate and terms of trade z-score calculate |
JPM-PPI-REER/ToT Z-score | JPMorgan data producer price index, real effective exchange rate and terms of trade z-score calculate |
TradeBalance | Balance of trade |
1mFwdYield | One-month forward yield |
AGGR Sentiment | Aggregate sentiment |
TermsTrade | Terms of trade |
1m FX MOM | One-month forward exchange momentum |
BEST_PX_BPS_RATIO | Bloomberg estimates price/book ratio |
JPM_PPI_REER | JPMorgan China’s producer price indices and real effective exchange rate |
HOLD Sentiment | Investors’ hold sentiment |
INDX_ADV_VOL | Advance volume index |
EST_PX_CASHFLOW_FY3_AGGTE | Estimated cashflow fiscal year three aggregate indexes |
Fixed Income Uncertainty | Fixed Income Uncertainty |
PX_TO_TANG_BV_PER_SH | Price to tangible book value per share |
OECD.PPP | OCED purchasing power parities |
Fixed Income Total Positioning | Fixed Income Total Positioning |
BEST_EPS | Bloomberg estimates, the earnings per share |