3Q Ahead GDP
Indicator Correlation* Current Last Updated
(yyyymm)
1mth Chg (%) 3mth Chg (%) 12mth Chg (%)  
新屋銷售
New Home Sales
0.594 355 200911 -11.25 -12.99 -8.97

2Q Ahead GDP
Indicator Correlation* Current Last Updated
(yyyymm)
1mth Chg (%) 3mth Chg (%) 12mth Chg (%)  
新屋動工
Housing Starts
0.603 574 200911 8.92 -1.20 -12.37
建築批則
Building Permits
0.603 589 200911 6.90 1.55 -6.51

1Q Ahead GDP
Indicator Correlation* Current Last Updated
(yyyymm)
1mth Chg (%) 3mth Chg (%) 12mth Chg (%)  
ISM 非製造業指數
ISM Non-Manufacturing Business Survey (NMI)
0.777 55.4 201003 4.53 11.24 35.78
領先指標
Index of Leading Economic Indicators (LEI)
0.788 104.9 200911 0.87 2.34 5.96
密歇根大學消費情緒
Survey of Consumer Sentiment (University of Michigan)
0.55 72.5 200912 7.57 -1.36 20.63

In phase with GDP
Indicator Correlation* Current Last Updated
(yyyymm)
1mth Chg (%) 3mth Chg (%) 12mth Chg (%)  
芝加哥採購經理
Chicago Purchasing Managers Index
0.769 60 200912 6.95 30.15 70.94
ISM 製造業指數
ISM Manufacturing Survey
0.694 55.9 200912 4.29 6.27 69.91
新屋價格
New Home Prices
0.415 217400 200911 3.82 4.97 -1.90
耐用品訂單
Durable Goods Orders
0.744 352889 200908 -0.80 1.52 -20.38
零售銷售
Retail Sales
0.614 352073 200911 1.29 0.36 1.26

1Q Behind GDP
Indicator Correlation* Current Last Updated
(yyyymm)
1mth Chg (%) 3mth Chg (%) 12mth Chg (%)  
會議局消費信心
Consumer Confidence Index (Conference Board)
0.509 47.7 200910 -10.17 0.63 25.53
非農就業職位
Nonfarm payroll employment
0.869 130947 200909 -0.20 -0.58 -4.23

2Q Behind GDP
Indicator Correlation* Current Last Updated
(yyyymm)
1mth Chg (%) 3mth Chg (%) 12mth Chg (%)  
失業率
Unemployment Rate
0.463 9.8 200909 1.03 3.16 58.06

3Q Behind GDP
Indicator Correlation* Current Last Updated
(yyyymm)
1mth Chg (%) 3mth Chg (%) 12mth Chg (%)  
設備使用率
Capacity Utilization
0.596 70.5 200909 0.86 3.22 -5.37

4Q Behind GDP
Indicator Correlation* Current Last Updated
(yyyymm)
1mth Chg (%) 3mth Chg (%) 12mth Chg (%)  
ABC消費信心
ABC News Consumer Comfort Index
0.625 -46 200909 2.22 -9.80 12.20
消費物價
Consumer Price Index (CPI)
0.043 215.969 200909 0.06 0.13 -1.29

*Correlation 數值參考自 "勢事循環 市場周期與投資智慧" By 羅家聰