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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.

Source: Sterling Valuation Signals (derived)22,018 lignesMis à jour: 22/09/2026Licence: OGL-UK-3.0
forexsterlinggbpexchange-ratesvaluationmomentumvolatilityanomaly-detectionforecastinguksignals

Qualité

99.2

Attribution

Bank of England

Schéma

ColonneTypeDescription
datestringObservation date (IADB DATE column; UK business days).
countrystring
country_codestring
series_idstringIADB series code: XUDLUSS (US dollar into sterling spot rate), XUDLERS (euro into sterling spot rate) or XUDLBK67 (broad sterling effective exchange rate index).
series_labelstringEnglish 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.
valuefloatObservation 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_pctfloat
mom_5d_pctfloat
volatility_30dfloat
anomaly_flaginteger
forecast_1mfloat
rankinteger
valuation_z_5yfloat
dev_from_5y_avg_pctfloat

Exemple de lignes

datecountrycountry_codeseries_idseries_labelvaluemom_1d_pctmom_5d_pctvolatility_30danomaly_flagforecast_1mrankvaluation_z_5ydev_from_5y_avg_pct
1997-01-02United KingdomGBRXUDLBK67Broad sterling effective exchange rate index (BoE IADB XUDLBK67; January 2005 = 100)91.79720
1997-01-02United KingdomGBRXUDLUSSUS dollar into sterling spot rate (BoE IADB XUDLUSS; foreign currency per GBP 1)1.69070
1997-01-03United KingdomGBRXUDLBK67Broad sterling effective exchange rate index (BoE IADB XUDLBK67; January 2005 = 100)92.43680.69675327787774850
1997-01-03United KingdomGBRXUDLUSSUS dollar into sterling spot rate (BoE IADB XUDLUSS; foreign currency per GBP 1)1.69160.0532323889513186540
1997-01-06United KingdomGBRXUDLBK67Broad sterling effective exchange rate index (BoE IADB XUDLBK67; January 2005 = 100)92.2827-0.16670849704879530

Télécharger un échantillon

Téléchargez l'échantillon complet de ce jeu de données (lignes d'exemple, pas le jeu complet).

Utiliser avec un LLM

Dirigez n’importe quel LLM vers le point d’accès des métadonnées — la documentation ci-dessus est aussi lisible par machine (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)

Point d’accès API: https://datazimuts.com/v1/datasets/gbp_fx_signals/sterling_valuation_signals

Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.

Sterling valuation signals (GBP spot rates, daily momentum, valuation gauges)