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: Sep 1 2022, 09:43 EDT 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 Aug 2022 11.35% 9.55%
AAII Cash Allocation Aug 2022 21.17% -4.87%
AAII Individual Bond Allocation Aug 2022 3.00% -11.29%
AAII Individual Stock Allocation Aug 2022 30.39% -2.28%
AAII Stock Fund Allocation Aug 2022 34.08% 3.60%
AAII Total Bond Allocation Aug 2022 14.36% 4.41%
AAII Total Stock Allocation Aug 2022 64.47% 0.74%
Last Updated: Sep 22 2022, 12:04 EDT Next Release: Sep 29 2022, 12:00 EDT

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 Sep 22 2022 60.87% 32.35%
US Investor Sentiment, % Bull-Bear Spread Wk of Sep 22 2022 -43.14% --
US Investor Sentiment, % Bullish Wk of Sep 22 2022 17.73% -32.17%
US Investor Sentiment, % Bullish 8 Week Moving Average Wk of Sep 22 2022 26.49% -3.34%
US Investor Sentiment, % Neutral Wk of Sep 22 2022 21.40% -23.21%
Last Updated: Sep 27 2022, 21:19 EDT Next Release: Sep 28 2022, 18:00 EDT

Cboe Daily Market Statistics Summary Data.

Major CBOE Daily Market Statistics Indicators

Indicator Period Value % CHG PREV
CBOE Equity Call Volume Sep 27 2022 873406.0 --
CBOE Equity Put Volume Sep 27 2022 679832.0 --
CBOE Equity Put/Call Ratio Sep 27 2022 0.78 --
CBOE Equity Volume Sep 27 2022 1.553M --
CBOE Index Call Volume Sep 27 2022 1.686M --
CBOE Index Put Volume Sep 27 2022 2.302M --
CBOE Index Put/Call Ratio Sep 27 2022 1.37 --
CBOE Index Volume Sep 27 2022 3.988M --
CBOE Total Call Volume Sep 27 2022 3.467M --
CBOE Total Put Volume Sep 27 2022 3.975M --
CBOE Total Put/Call Ratio Sep 27 2022 1.15 --
CBOE Total Volume Sep 27 2022 7.441M --
Last Updated: Sep 27 2022, 21:26 EDT Next Release: Sep 28 2022, 18:00 EDT

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 Sep 27 2022 1.185M --
SPX Put Volume Sep 27 2022 2.002M --
SPX Put/Call Ratio Sep 27 2022 1.69 --
SPX Volume Sep 27 2022 3.186M --
Last Updated: Sep 28 2022, 18:16 EDT Next Release: Sep 29 2022, 18:30 EDT

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 Sep 27 2022 51.79 1.61%
DJIA VIX Sep 27 2022 27.82 2.35%
Emerging Markets ETF VIX Sep 27 2022 29.56 4.79%
EuroCurrency VIX Sep 27 2022 14.21 0.85%
Gold ETF VIX Sep 27 2022 19.26 -4.94%
NASDAQ-100 VIX Sep 27 2022 37.15 0.60%
Oil VIX Sep 27 2022 55.89 -1.39%
S&P 500 3-Month VIX Sep 27 2022 32.12 1.10%
SKEW Sep 27 2022 120.39 0.32%
VIX Sep 27 2022 32.60 1.05%
Last Updated: Sep 23 2022, 15:33 EDT Next Release: Sep 30 2022, 15:30 EDT

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: Aug 31 2022, 20:01 EDT 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 Jul 2022 -4.08 --
Fama-French Monthly Market Benchmark Return Jul 2022 9.56 --
Fama-French Monthly SMB Benchmark Return Jul 2022 2.78 33.01%
Last Updated: Jun 7 2022, 15:25 EDT Next Release: --

The Masterworks Art Indices measure the historical trend of realized auction prices for artworks. The index construction methodology is consistent with that of the S&P CoreLogic Case-Shiller Indices and is dollar weighted. The indices control for variations in specific artwork characteristics (e.g., artist, medium, size, year created) by measuring realized price differences between the same artwork selling multiple times at public auction. A weighted index tracks historical price movement weighted by the magnitude of the return of each repeat sale, representing an indicator of the expected return of a single dollar invested in the market.

Major Masterworks Art Indices Indicators

Indicator Period Value % CHG PREV
Masterworks Post-War and Contemporary Art Index 2021 79.90 6.92%
Masterworks Post-War and Contemporary Art Index Returns 2021 6.92% -57.07%
Last Updated: Sep 22 2022, 10:35 EDT Next Release: Sep 29 2022, 10:00 EDT

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 Sep 21 2022 29.59 -12.61%
NAAIM Exposure Index: 1st Quartile Wk of Sep 21 2022 0.00 --
NAAIM Exposure Index: 2nd Quartile Wk of Sep 21 2022 20.00 -50.00%
NAAIM Exposure Index: 3rd Quartile Wk of Sep 21 2022 54.00 -30.32%
NAAIM Exposure Index: Bearish Wk of Sep 21 2022 -100.00 --
NAAIM Exposure Index: Bullish Wk of Sep 21 2022 200.00 0.00%
NAAIM Exposure Index: Deviation Wk of Sep 21 2022 60.97 -13.47%
Last Updated: Sep 27 2022, 13:24 EDT 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 Q1 2022 1005.63 USD -0.24%
S&P 500 Dividend Yield Jun 2022 1.69% 23.63%
S&P 500 Earnings Per Share Q1 2022 45.99 USD -14.74%
S&P 500 Earnings Yield Q1 2022 4.37% 5.23%
S&P 500 Level Q2 2022 3785.38 USD -16.45%
S&P 500 Market Cap Jun 2022 31.90T USD -16.68%
S&P 500 Operating Earnings Per Share Q1 2022 49.36 USD -12.99%
S&P 500 P/E Ratio Q1 2022 22.89 -4.97%
S&P 500 Sales Per Share Q1 2022 413.73 USD -2.23%
Last Updated: Sep 5 2022, 11:02 EDT 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 2021 28.71% 56.02%
S&P 500 Monthly Return Aug 2022 -4.24% --
S&P 500 Monthly Total Return Aug 2022 -4.08% --
Last Updated: Jul 7 2022, 23:38 EDT 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 Jul 2022 3831.39 USD -1.73%
S&P 500 Dividend Jun 2022 64.02 USD 1.08%
S&P 500 Earnings Mar 2022 197.91 USD 0.01%
S&P 500 Real Dividend Jun 2022 64.19 USD 0.53%
S&P 500 Real Earnings Mar 2022 202.85 USD -1.31%
S&P 500 Real Price Jul 2022 3831.39 USD -2.00%
S&P 500 Shiller CAPE Ratio Jul 2022 28.90 -2.12%
S&P 500 Shiller Excess CAPE Yield Jul 2022 3.13% 13.73%
US Consumer Price Index Jul 2022 294.69 0.27%
US Long-Term Interest Rates Jul 2022 2.88% -8.28%
Last Updated: Sep 12 2022, 10:01 EDT 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

Last Updated: Sep 28 2022, 09:03 EDT Next Release: Sep 29 2022, 09:00 EDT

Wilshire Indexes help clients, investment professionals and researchers accurately measure and better understand the market. The Wilshire Index family leverages more than 40 years of Wilshire performance measurement expertise and employs unbiased construction rules.

Major Wilshire Indexes Indicators

Indicator Period Value % CHG PREV
US Total Market Capitalization as % of GDI Jun 30 2022 145.3% of GDI -19.66%
US Total Market Capitalization as % of GDP Jun 30 2022 151.0% of GDP -19.28%
Wilshire 2500 Price Index Sep 27 2022 8741.69 USD -0.11%
Wilshire 2500 Total Market Index Sep 27 2022 16221.67 USD -0.11%
Wilshire 4500 Price Index Sep 27 2022 1625.35 USD 0.54%
Wilshire 4500 Total Market Index Sep 27 2022 29.05 USD 0.52%
Wilshire 5000 Market Cap Sep 27 2022 37.03T USD -0.10%
Wilshire 5000 Price Index Sep 27 2022 37025.74 USD -0.10%
Wilshire 5000 Total Market Index Sep 27 2022 180.21 USD -0.09%
Wilshire US Large-Cap Price Index Sep 27 2022 8570.30 USD -0.15%
Wilshire US Large-Cap Total Market Index Sep 27 2022 121206.9 USD -0.14%
Wilshire US Micro-Cap Price Index Sep 27 2022 12076.01 USD 1.02%
Wilshire US Micro-Cap Total Market Index Sep 27 2022 69810.25 USD 1.02%
Wilshire US Mid-Cap Price Index Sep 27 2022 11668.34 USD 0.28%
Wilshire US Mid-Cap Total Market Index Sep 27 2022 159488.1 USD 0.28%
Wilshire US Small-Cap Price Index Sep 27 2022 11315.18 USD 0.27%
Wilshire US Small-Cap Total Market Index Sep 27 2022 137188.6 USD 0.28%

Upcoming Reports

Report Name Next Released
CBOE SPX Sep 28 2022, 18:00 EDT
CBOE Daily Market Statistics Sep 28 2022, 18:00 EDT
Wilshire Indexes Sep 29 2022, 09:00 EDT
NAAIM Exposure Index Sep 29 2022, 10:00 EDT
AAII Sentiment Survey Sep 29 2022, 12:00 EDT
CBOE Volatility Indexes Sep 29 2022, 18:30 EDT
Commitments of Traders Sep 30 2022, 15:30 EDT