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: Dec 2 2025, 09:43 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 Nov 2025 9.29% -11.53%
AAII Cash Allocation Nov 2025 14.83% 1.10%
AAII Individual Bond Allocation Nov 2025 4.71% 8.70%
AAII Individual Stock Allocation Nov 2025 32.11% 5.64%
AAII Stock Fund Allocation Nov 2025 39.07% -2.59%
AAII Total Bond Allocation Nov 2025 14.00% -5.63%
AAII Total Stock Allocation Nov 2025 71.17% 0.96%
Last Updated: Dec 5 2025, 08:10 EST Next Release: Dec 11 2025, 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 Dec 04 2025 30.80% -27.89%
US Investor Sentiment, % Bull-Bear Spread Wk of Dec 04 2025 13.49% --
US Investor Sentiment, % Bullish Wk of Dec 04 2025 44.29% 38.29%
US Investor Sentiment, % Bullish 8 Week Moving Average Wk of Dec 04 2025 36.63% -0.54%
US Investor Sentiment, % Neutral Wk of Dec 04 2025 24.91% -1.40%
Last Updated: Dec 3 2025, 21:25 EST Next Release: Dec 5 2025, 20:00 EST

Cboe Daily Market Statistics Summary Data.

Major CBOE Daily Market Statistics Indicators

Indicator Period Value % CHG PREV
CBOE Equity Call Volume Dec 04 2025 2.592M --
CBOE Equity Put Volume Dec 04 2025 1.296M --
CBOE Equity Put/Call Ratio Dec 04 2025 0.50 --
CBOE Equity Volume Dec 04 2025 3.888M --
CBOE Index Call Volume Dec 04 2025 2.304M --
CBOE Index Put Volume Dec 04 2025 2.392M --
CBOE Index Put/Call Ratio Dec 04 2025 1.04 --
CBOE Index Volume Dec 04 2025 4.696M --
CBOE Total Call Volume Dec 04 2025 5.816M --
CBOE Total Put Volume Dec 04 2025 4.510M --
CBOE Total Put/Call Ratio Dec 04 2025 0.78 --
CBOE Total Volume Dec 04 2025 10.33M --
Last Updated: Dec 3 2025, 21:25 EST Next Release: Dec 5 2025, 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 Dec 04 2025 1.878M --
SPX Put Volume Dec 04 2025 2.076M --
SPX Put/Call Ratio Dec 04 2025 1.11 --
SPX Volume Dec 04 2025 3.953M --
Last Updated: Dec 3 2025, 23:04 EST Next Release: Dec 5 2025, 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 Dec 04 2025 28.59 -0.76%
DJIA VIX Dec 04 2025 14.94 -2.54%
Emerging Markets ETF VIX Dec 04 2025 18.90 -0.16%
Gold ETF VIX Dec 04 2025 20.57 -6.33%
NASDAQ-100 VIX Dec 04 2025 20.19 -2.23%
Oil VIX Dec 04 2025 33.30 -1.25%
S&P 500 3-Month VIX Dec 04 2025 19.49 -1.12%
SKEW Dec 04 2025 148.91 -0.21%
VIX Dec 04 2025 15.78 -1.87%
Last Updated: Dec 1 2025, 15:33 EST Next Release: Dec 5 2025, 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: Nov 17 2025, 10:01 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 Sep 2025 -1.05 --
Fama-French Monthly Market Benchmark Return Sep 2025 3.39 84.24%
Fama-French Monthly SMB Benchmark Return Sep 2025 -1.84 --
Last Updated: Dec 4 2025, 10:44 EST Next Release: Dec 11 2025, 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 Dec 03 2025 98.57 9.62%
NAAIM Exposure Index: 1st Quartile Wk of Dec 03 2025 88.00 10.00%
NAAIM Exposure Index: 2nd Quartile Wk of Dec 03 2025 100.00 0.00%
NAAIM Exposure Index: 3rd Quartile Wk of Dec 03 2025 100.00 0.00%
NAAIM Exposure Index: Bearish Wk of Dec 03 2025 0.00 --
NAAIM Exposure Index: Bullish Wk of Dec 03 2025 200.00 0.00%
NAAIM Exposure Index: Deviation Wk of Dec 03 2025 47.59 -5.37%
Last Updated: Dec 4 2025, 16:32 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 Q2 2025 1238.93 USD 3.49%
S&P 500 Dividend Yield Sep 2025 1.17% -5.88%
S&P 500 Earnings Per Share Q2 2025 58.96 USD 9.41%
S&P 500 Earnings Per Share Q2 2025 58.96 USD 9.41%
S&P 500 Earnings Yield Q2 2025 3.59% -7.12%
S&P 500 Level Q3 2025 6688.46 USD 7.79%
S&P 500 Market Cap Sep 2025 57.05T USD 8.66%
S&P 500 Operating Earnings Per Share Q2 2025 64.01 USD 11.30%
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 82.17 USD 2.55%
S&P 500 P/E Ratio Q2 2025 27.88 7.67%
S&P 500 Real Estate Earnings Per Share Q2 2025 1.72 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 2.31 USD 8.45%
S&P 500 Sales Per Share Q2 2025 513.69 USD 5.17%
Last Updated: Dec 5 2025, 11:00 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 2024 25.02% -4.82%
S&P 500 Monthly Return Nov 2025 0.13% -94.27%
S&P 500 Monthly Total Return Nov 2025 0.25% -89.53%
Last Updated: Nov 11 2025, 11:35 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 Oct 2025 6715.35 USD 1.99%
S&P 500 Dividend Sep 2025 78.48 USD 0.48%
S&P 500 Earnings Jun 2025 222.53 USD 0.88%
S&P 500 Real Dividend Jun 2025 77.86 USD 0.18%
S&P 500 Real Earnings Jun 2025 223.99 USD 0.54%
S&P 500 Real Price Oct 2025 6715.35 USD 1.92%
S&P 500 Shiller CAPE Ratio Nov 2025 40.01 1.13%
S&P 500 Shiller Excess CAPE Yield Oct 2025 1.57% -1.91%
US Consumer Price Index Oct 2025 324.67 0.07%
US Long-Term Interest Rates Oct 2025 4.12% 0.00%
Last Updated: Nov 10 2025, 10:00 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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