Market indices and statistics provide an overall look at a section of the stock market. The indices allow for the ability to gauge performance of portfolios as they are often used as a benchmark relative to the entire market or section of the market which the indices measure.
The AAII Asset Allocation Survey polls members monthly on their current holdings among the five asset categories.
Major AAII Asset Allocation Survey Indicators
Indicator | Period | Value | % CHG PREV |
AAII Bond Fund Allocation | Dec 2024 | 10.39% | -1.76% |
AAII Cash Allocation | Dec 2024 | 15.55% | -2.87% |
AAII Individual Bond Allocation | Dec 2024 | 4.25% | -10.53% |
AAII Individual Stock Allocation | Dec 2024 | 31.24% | -0.84% |
AAII Stock Fund Allocation | Dec 2024 | 38.57% | 3.80% |
AAII Total Bond Allocation | Dec 2024 | 14.64% | -4.47% |
AAII Total Stock Allocation | Dec 2024 | 69.80% | 1.67% |
The AAII Sentiment Survey is a weekly survey of its members which asks if they are "Bullish," "Bearish," or "Neutral" on the stock market over the next six months.
Major AAII Sentiment Survey Indicators
Indicator | Period | Value | % CHG PREV |
US Investor Sentiment, % Bearish | Wk of Jan 16 2025 | 40.57% | 8.58% |
US Investor Sentiment, % Bull-Bear Spread | Wk of Jan 16 2025 | -15.14% | -- |
US Investor Sentiment, % Bullish | Wk of Jan 16 2025 | 25.43% | -26.65% |
US Investor Sentiment, % Bullish 8 Week Moving Average | Wk of Jan 16 2025 | 37.85% | -4.98% |
US Investor Sentiment, % Neutral | Wk of Jan 16 2025 | 34.00% | 21.62% |
Cboe Daily Market Statistics Summary Data.
Major CBOE Daily Market Statistics Indicators
Indicator | Period | Value | % CHG PREV |
CBOE Equity Call Volume | Jan 21 2025 | 2.481M | -- |
CBOE Equity Put Volume | Jan 21 2025 | 1.134M | -- |
CBOE Equity Put/Call Ratio | Jan 21 2025 | 0.46 | -- |
CBOE Equity Volume | Jan 21 2025 | 3.615M | -- |
CBOE Index Call Volume | Jan 21 2025 | 2.568M | -- |
CBOE Index Put Volume | Jan 21 2025 | 2.424M | -- |
CBOE Index Put/Call Ratio | Jan 21 2025 | 0.94 | -- |
CBOE Index Volume | Jan 21 2025 | 4.993M | -- |
CBOE Total Call Volume | Jan 21 2025 | 6.174M | -- |
CBOE Total Put Volume | Jan 21 2025 | 4.467M | -- |
CBOE Total Put/Call Ratio | Jan 21 2025 | 0.72 | -- |
CBOE Total Volume | Jan 21 2025 | 10.64M | -- |
The S&P 500 Index is widely regarded as the leading benchmark of the overall US stock market. Comprised of 500 leading companies, the index is considered the best single gauge of large cap US equities.
Major CBOE SPX Indicators
Indicator | Period | Value | % CHG PREV |
SPX Call Volume | Jan 21 2025 | 1.445M | -- |
SPX Put Volume | Jan 21 2025 | 1.859M | -- |
SPX Put/Call Ratio | Jan 21 2025 | 1.29 | -- |
SPX Volume | Jan 21 2025 | 3.304M | -- |
The Cboe Volatility Index is based on real-time prices of options on the S&P 500 Index and is designed to reflect investors' consensus view of future (30-day) expected stock market volatility. The VIX Index is often referred to as the market's "fear gauge". These revolutionary volatility products can offer investors effective ways to help manage risk, leverage volatility and diversify a portfolio.
Major CBOE Volatility Indexes Indicators
Indicator | Period | Value | % CHG PREV |
Brazil ETF VIX | Jan 21 2025 | 27.45 | -2.52% |
DJIA VIX | Jan 21 2025 | 13.24 | -1.71% |
Emerging Markets ETF VIX | Jan 21 2025 | 16.58 | -5.37% |
EuroCurrency VIX | Jan 21 2025 | 7.17 | 3.46% |
Gold ETF VIX | Jan 21 2025 | 15.50 | 3.47% |
NASDAQ-100 VIX | Jan 21 2025 | 18.64 | -1.69% |
Oil VIX | Jan 21 2025 | 35.10 | 4.71% |
S&P 500 3-Month VIX | Jan 21 2025 | 17.50 | -3.79% |
SKEW | Jan 21 2025 | 173.00 | 4.63% |
VIX | Jan 21 2025 | 15.06 | -4.74% |
Commitments of Traders reports provide a breakdown of each Tuesday’s open interest for futures and options on futures markets in which 20 or more traders hold positions equal to or above the reporting levels established by the Commodity Futures Trading Commission.
Major Commitments of Traders Indicators
The market return used to measure Rm-Rf in the US. It is now the value-weight return of all CRSP firms incorporated in the US and listed on the NYSE, AMEX, or NASDAQ that have (i) a CRSP share code of 10 or 11 at the beginning of month t, (ii) good shares and price data at the beginning of t, and (iii) good return data for t. The set of firms in the new series is more consistent with the universe used to compute the other US returns.
Major Fama/French Market Returns Indicators
Indicator | Period | Value | % CHG PREV |
Fama-French Monthly HML Benchmark Return | Nov 2024 | -0.05 | -- |
Fama-French Monthly Market Benchmark Return | Nov 2024 | 6.50 | -- |
Fama-French Monthly SMB Benchmark Return | Nov 2024 | 4.63 | -- |
The NAAIM Exposure Index represents the average exposure to US Equity markets reported by our members.
Major NAAIM Exposure Index Indicators
Indicator | Period | Value | % CHG PREV |
NAAIM Exposure Index Number | Wk of Jan 15 2025 | 70.21 | 7.39% |
NAAIM Exposure Index: 1st Quartile | Wk of Jan 15 2025 | 37.25 | 86.25% |
NAAIM Exposure Index: 2nd Quartile | Wk of Jan 15 2025 | 92.00 | 15.00% |
NAAIM Exposure Index: 3rd Quartile | Wk of Jan 15 2025 | 100.00 | 0.00% |
NAAIM Exposure Index: Bearish | Wk of Jan 15 2025 | -100.00 | -- |
NAAIM Exposure Index: Bullish | Wk of Jan 15 2025 | 200.00 | 0.00% |
NAAIM Exposure Index: Deviation | Wk of Jan 15 2025 | 58.09 | 5.52% |
The S&P 500 is widely regarded as the best single gauge of large-cap US equities. There is over USD 9.9 trillion indexed or benchmarked to the index, with indexed assets comprising approximately USD 3.4 trillion of this total. The index includes 500 leading companies and covers approximately 80% of available market capitalization.
Major S&P 500 Earnings Indicators
Indicator | Period | Value | % CHG PREV |
S&P 500 Book Value Per Share | Q2 2024 | 1139.31 USD | 2.02% |
S&P 500 Dividend Yield | Dec 2024 | 1.27% | -0.12% |
S&P 500 Earnings Per Share | Q3 2024 | 51.99 USD | -2.13% |
S&P 500 Earnings Per Share | Q3 2024 | 51.99 USD | -2.13% |
S&P 500 Earnings Yield | Q2 2024 | 3.59% | -1.49% |
S&P 500 Level | Q4 2024 | 5881.63 USD | 2.07% |
S&P 500 Market Cap | Dec 2024 | 49.81T USD | 2.27% |
S&P 500 Operating Earnings Per Share | Q3 2024 | 59.16 USD | 1.37% |
S&P 500 Operating Earnings Per Share | Q3 2024 | 59.16 USD | 1.37% |
S&P 500 Operating Earnings Per Share Forward Estimate | Q4 2025 | 72.14 USD | 2.28% |
S&P 500 P/E Ratio | Q3 2024 | 28.77 | 3.23% |
S&P 500 Real Estate Earnings Per Share | Q3 2024 | 1.60 USD | -3.61% |
S&P 500 Real Estate Operating Earnings Per Share | Q3 2024 | 1.66 USD | -2.92% |
S&P 500 Real Estate Operating Earnings Per Share Forward Estimate | Q4 2025 | 1.94 USD | 4.86% |
S&P 500 Sales Per Share | Q2 2024 | 488.71 USD | 3.55% |
Standard and Poor's S&P 500 Monthly and Annual Returns contains data for the returns of the 500 large-capitalization common stocks which are used to produce the S&P 500. Change in price is displayed over a range of periods, from 1 month to 10 years. Total Returns which includes dividends are reported for over a one month and a 12 month period.
Major S&P 500 Returns Indicators
Indicator | Period | Value | % CHG PREV |
S&P 500 Annual Total Return | 2023 | 26.29% | -- |
S&P 500 Monthly Return | Dec 2024 | -2.50% | -- |
S&P 500 Monthly Total Return | Dec 2024 | -2.38% | -- |
Robert Shiller has collected data on the S&P 500 and the Consumer Price Index. This report contains that data as well as the Cyclically Adjusted Price Earnings (CAPE) Ratio of the S&P 500.
Major Shiller S&P 500 PE 10 Indicators
Indicator | Period | Value | % CHG PREV |
S&P 500 | Jan 2025 | 5868.55 USD | -2.37% |
S&P 500 Dividend | Dec 2024 | 74.83 USD | 0.64% |
S&P 500 Earnings | Sep 2024 | 200.27 USD | 0.59% |
S&P 500 Real Dividend | Dec 2024 | 74.82 USD | 0.67% |
S&P 500 Real Earnings | Sep 2024 | 200.31 USD | 0.43% |
S&P 500 Real Price | Jan 2025 | 5868.55 USD | -2.36% |
S&P 500 Shiller CAPE Ratio | Jan 2025 | 36.98 | -2.47% |
S&P 500 Shiller Excess CAPE Yield | Jan 2025 | 1.17% | -6.13% |
US Consumer Price Index | Jan 2025 | 315.36 | -0.01% |
US Long-Term Interest Rates | Jan 2025 | 4.58% | 4.33% |
The Thrift Savings Plan is a retirement savings plan offered to private sector employees. A wide selection of funds are available with differnet objectives, investment strategies, and composition depending on the client's risk tolerance and objective.
Major Thrift Savings Plan Monthly Returns Indicators
Indicator | Period | Value | % CHG PREV |
Thrift Savings Plan C Fund Monthly Returns | Dec 2024 | -2.39% | -- |
Thrift Savings Plan F Fund Monthly Returns | Dec 2024 | -1.71% | -- |
Thrift Savings Plan G Fund Monthly Returns | Dec 2024 | 0.36% | 0.00% |
Thrift Savings Plan I Fund Monthly Returns | Dec 2024 | -2.83% | -- |
Thrift Savings Plan L 2030 Fund Monthly Returns | Dec 2024 | -1.86% | -- |
Thrift Savings Plan L 2040 Fund Monthly Returns | Dec 2024 | -2.30% | -- |
Thrift Savings Plan L 2050 Fund Monthly Returns | Dec 2024 | -2.66% | -- |
Thrift Savings Plan L Income Fund Monthly Returns | Dec 2024 | -0.66% | -- |
Thrift Savings Plan S Fund Monthly Returns | Dec 2024 | -7.05% | -- |
Upcoming Reports
Report Name | Next Released |
Jan 22 2025, 20:00 EST | |
Jan 22 2025, 20:00 EST | |
Jan 22 2025, 23:00 EST | |
Jan 23 2025, 10:00 EST | |
Jan 23 2025, 12:00 EST | |
Jan 24 2025, 15:30 EST |