Sterling valuation signals (GBP spot rates, daily momentum, valuation gauges)
Daily sterling valuation signals derived from the Bank of England's Statistical Interactive Database: GBP/USD and GBP/EUR spot rates plus the broad sterling effective exchange rate index, with 1-day and 5-day percent changes, 30-day annualized change volatility, 3-sigma anomaly flags vs a trailing 60-day baseline, naive-drift 21-day forecasts, a per-day cross-series volatility rank, and 5-year valuation gauges (z-score and percent deviation from the trailing 5-year mean — the cheap/expensive-sterling gauge). All rows are normalized to country_code GBR so they join cleanly with UK data. Raw series: Bank of England (IADB), free and keyless.
Quality
Attribution
Bank of England
Schema
| Column | Type | Description |
|---|---|---|
| date | string | Observation date (IADB DATE column; UK business days). |
| country | string | |
| country_code | string | |
| series_id | string | IADB series code: XUDLUSS (US dollar into sterling spot rate), XUDLERS (euro into sterling spot rate) or XUDLBK67 (broad sterling effective exchange rate index). |
| series_label | string | English label for the IADB series code, as documented in the Bank of England's Statistical Interactive Database: spot rates are quoted in foreign currency per GBP 1; XUDLBK67 is indexed to January 2005 = 100. |
| value | float | Observation value as published in the IADB CSV export: spot exchange rate (foreign currency per GBP 1) for XUDLUSS/XUDLERS, index points for XUDLBK67. |
| mom_1d_pct | float | |
| mom_5d_pct | float | |
| volatility_30d | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer | |
| valuation_z_5y | float | |
| dev_from_5y_avg_pct | float |
Sample rows
| date | country | country_code | series_id | series_label | value | mom_1d_pct | mom_5d_pct | volatility_30d | anomaly_flag | forecast_1m | rank | valuation_z_5y | dev_from_5y_avg_pct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1997-01-02 | United Kingdom | GBR | XUDLBK67 | Broad sterling effective exchange rate index (BoE IADB XUDLBK67; January 2005 = 100) | 91.7972 | — | — | — | 0 | — | — | — | — |
| 1997-01-02 | United Kingdom | GBR | XUDLUSS | US dollar into sterling spot rate (BoE IADB XUDLUSS; foreign currency per GBP 1) | 1.6907 | — | — | — | 0 | — | — | — | — |
| 1997-01-03 | United Kingdom | GBR | XUDLBK67 | Broad sterling effective exchange rate index (BoE IADB XUDLBK67; January 2005 = 100) | 92.4368 | 0.6967532778777485 | — | — | 0 | — | — | — | — |
| 1997-01-03 | United Kingdom | GBR | XUDLUSS | US dollar into sterling spot rate (BoE IADB XUDLUSS; foreign currency per GBP 1) | 1.6916 | 0.053232388951318654 | — | — | 0 | — | — | — | — |
| 1997-01-06 | United Kingdom | GBR | XUDLBK67 | Broad sterling effective exchange rate index (BoE IADB XUDLBK67; January 2005 = 100) | 92.2827 | -0.1667084970487953 | — | — | 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/gbp_fx_signals/sterling_valuation_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/gbp_fx_signals/sterling_valuation_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/gbp_fx_signals/sterling_valuation_signals
Tip: fetch /llms.txt for the full machine-readable catalog.