Indices & rapports statistiques

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The purpose of the CPIS is to collect information on the stock of cross-border holdings of securities-equity securities and long- and short-term debt securities-valued at market prices prevailing at end-December of the reference year, and broken down by the economy of residence of the issuer of the securities (see Notes and Definitions ). In addition to this core (i.e., required) set of data, the CPIS also encourages the reporting of supplementary information that is considered to be useful, as indicated below. Considerable effort has been made to set standards for the compilation of CPIS data by documenting best practices in compilation (see CPIS Guide, Second Edition ), and to draw on the synergies released by a coordinated effort to conduct such surveys for a common reference date.

FMI // Portfolio Investment: CPIS Data

http://www.imf.org/external/np/sta/pi/datarsl.htm

Special relationship, indeed | afoe | A Fistful of Euros | Europ

For those of you who find the New Year’s celebrations too noisy and might be looking for an alternative use of your time, there’s lots of, er, fun to be had looking through the data in the latest IMF release of the Coordinated Portfolio Investment Survey (CPIS). This is a survey that the Fund does to assemble data on cross-border holdings of equity and debt securities. Unfortunately, some of the really juicy stuff is missing — don’t look here for data on overseas holdings of sovereign wealth funds or China, or assets held as official reserves. And the new release only covers up to end-2008: financial markets had already fallen a lot, but much of the economic impact of the crisis was still to come.  But for the countries that do provide meaningful data, one learns quite a bit. http://fistfulofeuros.net/afoe/special-relationship-indeed/
This programme involves two aspects of research into indices and benchmarks in traditional and alternative investment. The first aspect looks at the quality of indices, the criteria institutions use to select them, and revisits modern portfolio theory to develop innovative approaches to constructing new forms of indices in the traditional and alternative universes. As such, EDHEC-Risk has proposed a proprietary method of style index construction for the alternative universe and launched the first composite hedge fund strategy indices in 2003.

Indexes and Benchmarking / EDHEC Risk Institute

http://www.edhec-risk.com/indexes
Un article de Wikipédia, l'encyclopédie libre. Le ratio de Sharpe mesure l'écart de rentabilité d'un portefeuille d' actifs financiers ( actions par exemple) par rapport au taux de rendement d'un placement sans risque (autrement dit la prime de risque , positive ou négative), divisé par un indicateur de risque , l' écart type de la rentabilité de ce portefeuille (autrement dit sa volatilité ). Formellement, où est le taux de rendement du portefeuille considéré, étant le référentiel de comparaison choisi (en général le taux de placement sans risque), et l'écart-type du taux de rendement du portefeuille considéré.

Ratio de Sharpe - Wikipédia

http://fr.wikipedia.org/wiki/Ratio_de_Sharpe
http://www.wipo.int/ipstats/en/statistics/patents/index.html

Statistics on Patents

WIPO's World Intellectual Property Indicators 2011 provides a wide range of indicators covering various areas of intellectual property: patents, utility models, trademarks, industrial designs and microorganisms. It draws on data from national and regional IP offices, WIPO, the World Bank and UNESCO.
The Baltic Dry Index (BDI) is a number issued daily by the London -based Baltic Exchange . Not restricted to Baltic Sea countries, the index provides "an assessment of the price of moving the major raw materials by sea. Taking in 23 shipping routes measured on a timecharter basis, the index covers Handysize , Supramax , Panamax , and Capesize dry bulk carriers carrying a range of commodities including coal , iron ore and grain ." [ 1 ] Every working day, a panel of international shipbrokers submits their view of current freight cost on various routes to the Baltic Exchange. The routes are meant to be representative, i.e. large enough in volume to matter for the overall market. These rate assessments are then weighted together to create both the overall BDI and the size specific Supramax , Panamax , and Capesize indices.

Baltic Dry Index - Wikipedia, the free encyclopedia

http://en.wikipedia.org/wiki/Baltic_Dry_Index

Baltic Exchange Dry Index (BDI) & Freight Rates

The index—which measures the cost to haul dry freight over the world's oceans—has merely run aground after getting hit with a shipping-market tsunami. Don't worry. It will right itself soon enough–and should once again become a useful forecasting tool, as early as the end of the year. The cost of shipping dry commodities, such as coal, iron ore and grains, forms the basis for the BDI. When more raw materials are shipped, it is because they are needed to be made into ... http://investmenttools.com/futures/bdi_baltic_dry_index.htm
http://www.wikinvest.com/index/Baltic_Dry_Index_-_BDI_(BALDRY) The Baltic Dry Index is a daily average of prices to ship raw materials. It represents the cost paid by an end customer to have a shipping company transport raw materials across seas on the Baltic Exchange , the global marketplace for brokering shipping contracts. The index is quoted every working day at 1300 London time. This index can be used as an overall economic indicator as it shows where end prices are heading for items that use the raw materials that are shipped in dry bulk. Composition of the Index The index is maintained by the Baltic Exchange .

Index:Baltic Dry Index - BDI (BALDRY)

http://www.markiteconomics.com/ Markit Economics is an independent, global provider of some of the world’s most influential business surveys. Our indicators are closely watched by the financial markets and help shape economic policy, by providing some of the earliest signals of economic performance. "The price of oil has risen by more than a dollar a barrel after (PMI) surveys suggested strong manufacturing growth in both the US and the eurozone." BBC News, January 2011 “During the depths of the recession, the headline PMI figure for the dominant service sector … was a key indicator to highlight the impending severity of the recession in the immediate aftermath of the collapse of Lehman Brothers in late 2008.

Markit Economics