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 3 2025, 14:22 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 2025 10.06% -3.26%
AAII Cash Allocation Jan 2025 16.42% 5.60%
AAII Individual Bond Allocation Jan 2025 4.38% 3.04%
AAII Individual Stock Allocation Jan 2025 30.39% -2.71%
AAII Stock Fund Allocation Jan 2025 38.75% 0.48%
AAII Total Bond Allocation Jan 2025 14.43% -1.43%
AAII Total Stock Allocation Jan 2025 69.14% -0.95%
Last Updated: Apr 10 2025, 12:01 EDT Next Release: Apr 17 2025, 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 Apr 10 2025 58.94% -4.82%
US Investor Sentiment, % Bull-Bear Spread Wk of Apr 10 2025 -30.42% --
US Investor Sentiment, % Bullish Wk of Apr 10 2025 28.52% 31.04%
US Investor Sentiment, % Bullish 8 Week Moving Average Wk of Apr 10 2025 23.29% 0.05%
US Investor Sentiment, % Neutral Wk of Apr 10 2025 12.55% -23.12%
Last Updated: Apr 11 2025, 21:24 EDT Next Release: Apr 14 2025, 20:00 EDT

Cboe Daily Market Statistics Summary Data.

Major CBOE Daily Market Statistics Indicators

Indicator Period Value % CHG PREV
CBOE Equity Call Volume Apr 11 2025 2.128M --
CBOE Equity Put Volume Apr 11 2025 915592.0 --
CBOE Equity Put/Call Ratio Apr 11 2025 0.43 --
CBOE Equity Volume Apr 11 2025 3.043M --
CBOE Index Call Volume Apr 11 2025 2.389M --
CBOE Index Put Volume Apr 11 2025 2.360M --
CBOE Index Put/Call Ratio Apr 11 2025 0.99 --
CBOE Index Volume Apr 11 2025 4.749M --
CBOE Total Call Volume Apr 11 2025 5.714M --
CBOE Total Put Volume Apr 11 2025 4.456M --
CBOE Total Put/Call Ratio Apr 11 2025 0.78 --
CBOE Total Volume Apr 11 2025 10.17M --
Last Updated: Apr 11 2025, 21:24 EDT Next Release: Apr 14 2025, 20:00 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 Apr 11 2025 1.370M --
SPX Put Volume Apr 11 2025 1.737M --
SPX Put/Call Ratio Apr 11 2025 1.27 --
SPX Volume Apr 11 2025 3.107M --
Last Updated: Apr 11 2025, 23:08 EDT Next Release: Apr 14 2025, 23:00 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 Apr 11 2025 39.24 -8.38%
DJIA VIX Apr 11 2025 32.93 -6.98%
Emerging Markets ETF VIX Apr 11 2025 28.22 -19.60%
Gold ETF VIX Apr 11 2025 28.44 6.96%
NASDAQ-100 VIX Apr 11 2025 39.95 -7.63%
Oil VIX Apr 11 2025 50.88 3.84%
S&P 500 3-Month VIX Apr 11 2025 33.91 -5.04%
SKEW Apr 11 2025 128.64 0.86%
VIX Apr 11 2025 37.56 -7.76%
Last Updated: Apr 11 2025, 15:32 EDT Next Release: Apr 18 2025, 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: Feb 18 2025, 10:02 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 2024 -2.95 --
Fama-French Monthly Market Benchmark Return Dec 2024 -3.17 --
Fama-French Monthly SMB Benchmark Return Dec 2024 -2.73 --
Last Updated: Apr 10 2025, 10:38 EDT Next Release: Apr 17 2025, 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 Apr 09 2025 56.96 15.37%
NAAIM Exposure Index: 1st Quartile Wk of Apr 09 2025 0.00 -100.0%
NAAIM Exposure Index: 2nd Quartile Wk of Apr 09 2025 40.00 -33.33%
NAAIM Exposure Index: 3rd Quartile Wk of Apr 09 2025 94.00 -5.05%
NAAIM Exposure Index: Bearish Wk of Apr 09 2025 0.00 --
NAAIM Exposure Index: Bullish Wk of Apr 09 2025 200.00 0.00%
NAAIM Exposure Index: Deviation Wk of Apr 09 2025 60.04 -28.25%
Last Updated: Apr 10 2025, 16:31 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 Q3 2024 1166.35 USD 2.37%
S&P 500 Dividend Yield Dec 2024 1.27% -0.12%
S&P 500 Earnings Per Share Q4 2024 57.69 USD 10.96%
S&P 500 Earnings Per Share Q4 2024 57.69 USD 10.96%
S&P 500 Earnings Yield Q4 2024 3.57% 2.82%
S&P 500 Level Q1 2025 5611.85 USD -4.59%
S&P 500 Market Cap Mar 2025 47.55T USD -4.52%
S&P 500 Operating Earnings Per Share Q4 2024 61.21 USD 3.47%
S&P 500 Operating Earnings Per Share Q3 2024 59.16 USD 1.37%
S&P 500 Operating Earnings Per Share Forward Estimate Q4 2026 80.74 USD 2.45%
S&P 500 P/E Ratio Q4 2024 27.99 -2.74%
S&P 500 Real Estate Earnings Per Share Q4 2024 0.62 USD -61.25%
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 2026 2.19 USD 9.50%
S&P 500 Sales Per Share Q4 2024 508.59 USD 1.44%
Last Updated: Apr 5 2025, 11:00 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 2024 25.02% -4.82%
S&P 500 Monthly Return Mar 2025 -5.75% --
S&P 500 Monthly Total Return Mar 2025 -5.63% --
Last Updated: Apr 8 2025, 19:00 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 Apr 2025 5396.52 USD -5.06%
S&P 500 Dividend Dec 2024 74.83 USD 0.64%
S&P 500 Earnings Dec 2024 210.17 USD 1.60%
S&P 500 Real Dividend Dec 2024 75.91 USD 0.61%
S&P 500 Real Earnings Dec 2024 213.19 USD 1.56%
S&P 500 Real Price Apr 2025 5396.52 USD -5.16%
S&P 500 Shiller CAPE Ratio Apr 2025 33.12 -5.30%
S&P 500 Shiller Excess CAPE Yield Apr 2025 1.89% 13.89%
US Consumer Price Index Apr 2025 320.14 0.11%
US Long-Term Interest Rates Apr 2025 4.20% -1.87%
Last Updated: Apr 10 2025, 10:00 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