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