Capitalytics collects several data series as part of its service, and builds linear regression models for the values that we track. The following list of variables are linked to the regression models that we have found based on the previous 40 quarters of information. We have also included the natural log and square of all variables as experimental (dependent) variables; these variables are denoted by a “LN_” prefix and a superscripted "2" suffix (respectively) in the linked datafiles. (as of June 23, 2021)
- Real GDP Growth
- Nominal GDP Growth
- Real Disposable Income Growth
- Nominal Disposable Income Growth
- Inflation
- Unemployment Rate
- 1-month Treasury Yield
- 3-month Treasury Yield
- 6-month Treasury Yield
- 1-year Treasury Yield
- 3-year Treasury Yield
- 5-year Treasury Yield
- 7-year Treasury Yield
- 10-year Treasury Yield
- 20-year Treasury Yield
- 30-year Treasury Yield
- 30-year Mortgage Rate
- Moody’s AAA Curve
- Moody’s BAA Curve
- BBB Corporate Yield
- Prime Rate
- US Average Retail Gasoline Price
- Cost of Federal Funds
- Dow Jones Total Stock Market Index
- S&P 500 Stock Price Index
- Commercial Real Estate Price Index
- Residential Home Price Index
- Market Volatility Index