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.

Last Updated: Feb 2 2026, 08:39 EST Next Release: --

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 Jan 2026 10.85% 11.05%
AAII Cash Allocation Jan 2026 14.42% -2.42%
AAII Individual Bond Allocation Jan 2026 4.52% -3.43%
AAII Individual Stock Allocation Jan 2026 29.10% -2.33%
AAII Stock Fund Allocation Jan 2026 41.11% 0.32%
AAII Total Bond Allocation Jan 2026 15.37% 6.36%
AAII Total Stock Allocation Jan 2026 70.21% -0.79%
Last Updated: Feb 13 2026, 08:21 EST Next Release: Feb 19 2026, 12:00 EST

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 Feb 12 2026 38.13% 31.49%
US Investor Sentiment, % Bull-Bear Spread Wk of Feb 12 2026 0.39% -96.35%
US Investor Sentiment, % Bullish Wk of Feb 12 2026 38.52% -2.89%
US Investor Sentiment, % Bullish 8 Week Moving Average Wk of Feb 12 2026 42.15% -1.64%
US Investor Sentiment, % Neutral Wk of Feb 12 2026 23.35% -25.49%
Last Updated: Feb 13 2026, 21:53 EST Next Release: Feb 17 2026, 20:00 EST

Cboe Daily Market Statistics Summary Data.

Major CBOE Daily Market Statistics Indicators

Indicator Period Value % CHG PREV
CBOE Equity Call Volume Feb 13 2026 2.486M --
CBOE Equity Put Volume Feb 13 2026 1.497M --
CBOE Equity Put/Call Ratio Feb 13 2026 0.60 --
CBOE Equity Volume Feb 13 2026 3.983M --
CBOE Index Call Volume Feb 13 2026 2.972M --
CBOE Index Put Volume Feb 13 2026 3.402M --
CBOE Index Put/Call Ratio Feb 13 2026 1.14 --
CBOE Index Volume Feb 13 2026 6.375M --
CBOE Total Call Volume Feb 13 2026 6.889M --
CBOE Total Put Volume Feb 13 2026 6.067M --
CBOE Total Put/Call Ratio Feb 13 2026 0.88 --
CBOE Total Volume Feb 13 2026 12.96M --
Last Updated: Feb 13 2026, 21:54 EST Next Release: Feb 17 2026, 20:00 EST

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 Feb 13 2026 2.045M --
SPX Put Volume Feb 13 2026 2.815M --
SPX Put/Call Ratio Feb 13 2026 1.38 --
SPX Volume Feb 13 2026 4.860M --
Last Updated: Feb 13 2026, 23:03 EST Next Release: Feb 17 2026, 23:00 EST

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 Feb 13 2026 33.26 -0.42%
DJIA VIX Feb 13 2026 18.51 -2.94%
Emerging Markets ETF VIX Feb 13 2026 23.76 -0.92%
Gold ETF VIX Feb 13 2026 30.84 2.02%
NASDAQ-100 VIX Feb 13 2026 26.37 -1.86%
Oil VIX Feb 13 2026 42.18 0.43%
S&P 500 3-Month VIX Feb 13 2026 22.17 0.00%
SKEW Feb 13 2026 139.35 -2.21%
VIX Feb 13 2026 20.60 -1.06%
Last Updated: Feb 13 2026, 14:44 EST Next Release: Feb 20 2026, 15:30 EST

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

Last Updated: Feb 15 2026, 10:00 EST Next Release: --

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 Dec 2025 2.42 -35.64%
Fama-French Monthly Market Benchmark Return Dec 2025 -0.36 --
Fama-French Monthly SMB Benchmark Return Dec 2025 -1.06 --
Last Updated: Feb 12 2026, 11:46 EST Next Release: Feb 19 2026, 10:00 EST

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 Feb 11 2026 80.61 -5.09%
NAAIM Exposure Index: 1st Quartile Wk of Feb 11 2026 80.00 0.00%
NAAIM Exposure Index: 2nd Quartile Wk of Feb 11 2026 100.00 1.01%
NAAIM Exposure Index: 3rd Quartile Wk of Feb 11 2026 100.00 0.00%
NAAIM Exposure Index: Bearish Wk of Feb 11 2026 -200.00 --
NAAIM Exposure Index: Bullish Wk of Feb 11 2026 200.00 0.00%
NAAIM Exposure Index: Deviation Wk of Feb 11 2026 63.52 -1.63%
Last Updated: Feb 5 2026, 11:02 EST Next Release: --

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 Q3 2025 1270.32 USD 2.53%
S&P 500 Dividend Yield Dec 2025 1.15% -1.74%
S&P 500 Earnings Per Share Q3 2025 63.52 USD 7.73%
S&P 500 Earnings Per Share Q3 2025 63.52 USD --
S&P 500 Earnings Yield Q3 2025 3.50% -2.42%
S&P 500 Level Q4 2025 6845.50 USD 2.35%
S&P 500 Market Cap Dec 2025 58.44T USD 2.44%
S&P 500 Operating Earnings Per Share Q3 2025 72.03 USD 12.53%
S&P 500 Operating Earnings Per Share Q2 2025 64.01 USD 11.30%
S&P 500 Operating Earnings Per Share Forward Estimate Q4 2026 83.31 USD 2.51%
S&P 500 P/E Ratio Q3 2025 28.58 2.48%
S&P 500 Real Estate Earnings Per Share Q3 2025 1.63 USD --
S&P 500 Real Estate Operating Earnings Per Share Q2 2025 1.75 USD 15.89%
S&P 500 Real Estate Operating Earnings Per Share Forward Estimate Q4 2026 2.29 USD 8.53%
S&P 500 Sales Per Share Q3 2025 531.47 USD 3.46%
Last Updated: Feb 5 2026, 11:02 EST Next Release: --

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 2025 17.88% -28.54%
S&P 500 Monthly Return Jan 2026 1.37% --
S&P 500 Monthly Total Return Jan 2026 1.37% 2.13K%
Last Updated: Feb 8 2026, 19:03 EST Next Release: --

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 Feb 2026 6882.72 USD -0.67%
S&P 500 Dividend Dec 2025 78.92 USD 0.19%
S&P 500 Earnings Sep 2025 235.25 USD 1.84%
S&P 500 Real Dividend Dec 2025 78.91 USD 0.21%
S&P 500 Real Earnings Sep 2025 234.67 USD 1.58%
S&P 500 Real Price Feb 2026 6882.72 USD -0.66%
S&P 500 Shiller CAPE Ratio Feb 2026 39.80 -0.93%
S&P 500 Shiller Excess CAPE Yield Feb 2026 1.40% -3.81%
US Consumer Price Index Feb 2026 324.00 -0.01%
US Long-Term Interest Rates Feb 2026 4.28% 1.66%
Last Updated: Feb 10 2026, 10:01 EST Next Release: --

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

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