Euro effective exchange signals (valuation vs 10-year baseline, momentum, volatility)
Value-added euro valuation signals derived from the free European Central Bank effective-exchange-rate statistics: nominal and real (CPI-deflated) EER deviation from trailing-10-year means, valuation z-scores with overvalued-regime flags, 3-month momentum, 12-month volatility and 3-sigma anomaly flags — a compact euro-valuation dashboard for FX watchers. All computation is local pandas/numpy; no paid models or APIs.
Quality
Attribution
European Central Bank statistics; derived signals by Frontier Data Hub
Schema
| Column | Type | Description |
|---|---|---|
| date | string | Reference month of the observation (first day of the month), as published in the ECB effective-exchange-rate statistics. |
| country | string | |
| country_code | string | |
| series_id | string | Derived series identifier: EER_NOMINAL (euro nominal effective exchange rate vs the narrow EER-12 group) or EER_REAL (euro real effective exchange rate, CPI-deflated). |
| series_label | string | Human-readable series label naming the ECB effective-exchange-rate series. |
| value | float | Effective exchange rate index value as published by the European Central Bank. |
| deviation_10y | float | |
| valuation_z_10y | float | |
| overvalued_flag | integer | |
| momentum_3m | float | |
| volatility_12m | float | |
| anomaly_flag | integer |
Sample rows
| date | country | country_code | series_id | series_label | value | deviation_10y | valuation_z_10y | overvalued_flag | momentum_3m | volatility_12m | anomaly_flag |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1981-09-01 | Euro area (20 countries) | EA20 | EER_NOMINAL | Euro nominal effective exchange rate against narrow group of trading partners (EER-12) (European Central Bank) | 100.4448 | — | — | 0 | — | — | 0 |
| 1981-10-01 | Euro area (20 countries) | EA20 | EER_NOMINAL | Euro nominal effective exchange rate against narrow group of trading partners (EER-12) (European Central Bank) | 100.1132 | — | — | 0 | — | — | 0 |
| 1981-11-01 | Euro area (20 countries) | EA20 | EER_NOMINAL | Euro nominal effective exchange rate against narrow group of trading partners (EER-12) (European Central Bank) | 98.8812 | — | — | 0 | — | — | 0 |
| 1981-12-01 | Euro area (20 countries) | EA20 | EER_NOMINAL | Euro nominal effective exchange rate against narrow group of trading partners (EER-12) (European Central Bank) | 97.5762 | — | — | 0 | -2.855896970276217 | — | 0 |
| 1982-01-01 | Euro area (20 countries) | EA20 | EER_NOMINAL | Euro nominal effective exchange rate against narrow group of trading partners (EER-12) (European Central Bank) | 97.1645 | — | — | 0 | -2.945365845862491 | — | 0 |
Download sample data
Download the full sample snapshot for this dataset (sample rows, not the complete dataset).
Use with an LLM
Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).
cURL
curl "https://datazimuts.com/v1/datasets/ecb_eurofx_signals/euro_effective_exchange_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/ecb_eurofx_signals/euro_effective_exchange_signals").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)API endpoint: https://datazimuts.com/v1/datasets/ecb_eurofx_signals/euro_effective_exchange_signals
Tip: fetch /llms.txt for the full machine-readable catalog.