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: Jul 1 2024, 21:33 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 Jun 2024 9.39% 1.42%
AAII Cash Allocation Jun 2024 15.02% -5.12%
AAII Individual Bond Allocation Jun 2024 5.09% 12.89%
AAII Individual Stock Allocation Jun 2024 34.58% 2.94%
AAII Stock Fund Allocation Jun 2024 35.91% -2.42%
AAII Total Bond Allocation Jun 2024 14.49% 5.18%
AAII Total Stock Allocation Jun 2024 70.49% 0.14%
Last Updated: Jul 25 2024, 12:21 EDT Next Release: Aug 1 2024, 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 Jul 25 2024 31.73% 35.37%
US Investor Sentiment, % Bull-Bear Spread Wk of Jul 25 2024 11.44% -60.96%
US Investor Sentiment, % Bullish Wk of Jul 25 2024 43.17% -18.15%
US Investor Sentiment, % Bullish 8 Week Moving Average Wk of Jul 25 2024 44.91% 1.16%
US Investor Sentiment, % Neutral Wk of Jul 25 2024 25.09% 5.39%
Last Updated: Jul 26 2024, 21:34 EDT Next Release: Jul 29 2024, 20:00 EDT

Cboe Daily Market Statistics Summary Data.

Major CBOE Daily Market Statistics Indicators

Indicator Period Value % CHG PREV
CBOE Equity Call Volume Jul 26 2024 1.502M --
CBOE Equity Put Volume Jul 26 2024 1.098M --
CBOE Equity Put/Call Ratio Jul 26 2024 0.73 --
CBOE Equity Volume Jul 26 2024 2.600M --
CBOE Index Call Volume Jul 26 2024 1.621M --
CBOE Index Put Volume Jul 26 2024 2.118M --
CBOE Index Put/Call Ratio Jul 26 2024 1.31 --
CBOE Index Volume Jul 26 2024 3.739M --
CBOE Total Call Volume Jul 26 2024 4.246M --
CBOE Total Put Volume Jul 26 2024 4.400M --
CBOE Total Put/Call Ratio Jul 26 2024 1.04 --
CBOE Total Volume Jul 26 2024 8.646M --
Last Updated: Jul 26 2024, 21:34 EDT Next Release: Jul 29 2024, 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 Jul 26 2024 1.305M --
SPX Put Volume Jul 26 2024 1.868M --
SPX Put/Call Ratio Jul 26 2024 1.43 --
SPX Volume Jul 26 2024 3.173M --
Last Updated: Jul 25 2024, 23:04 EDT Next Release: Jul 26 2024, 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 Jul 25 2024 24.52 -1.76%
DJIA VIX Jul 25 2024 16.06 1.52%
Emerging Markets ETF VIX Jul 25 2024 17.70 -0.23%
EuroCurrency VIX Jul 25 2024 8.83 4.37%
Gold ETF VIX Jul 25 2024 15.54 -2.75%
NASDAQ-100 VIX Jul 25 2024 24.11 4.55%
Oil VIX Jul 25 2024 26.49 -1.34%
S&P 500 3-Month VIX Jul 25 2024 18.69 1.41%
SKEW Jul 25 2024 134.17 -1.95%
VIX Jul 25 2024 18.46 2.33%
Last Updated: Jul 26 2024, 15:30 EDT Next Release: Aug 2 2024, 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: Jul 15 2024, 10:03 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 May 2024 -1.33 --
Fama-French Monthly Market Benchmark Return May 2024 4.34 --
Fama-French Monthly SMB Benchmark Return May 2024 0.54 --
Last Updated: Jul 25 2024, 11:33 EDT Next Release: Aug 1 2024, 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 Jul 24 2024 76.70 -12.78%
NAAIM Exposure Index: 1st Quartile Wk of Jul 24 2024 50.00 -37.50%
NAAIM Exposure Index: 2nd Quartile Wk of Jul 24 2024 90.00 -10.00%
NAAIM Exposure Index: 3rd Quartile Wk of Jul 24 2024 100.00 0.00%
NAAIM Exposure Index: Bearish Wk of Jul 24 2024 -100.00 --
NAAIM Exposure Index: Bullish Wk of Jul 24 2024 -100.00 --
NAAIM Exposure Index: Deviation Wk of Jul 24 2024 54.03 -24.49%
Last Updated: Jul 26 2024, 11:03 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 Q4 2023 1106.21 USD 2.79%
S&P 500 Dividend Yield Jun 2024 1.32% -2.21%
S&P 500 Earnings Per Share Q1 2024 47.37 USD -0.88%
S&P 500 Earnings Per Share Q4 2023 47.79 USD 0.29%
S&P 500 Earnings Yield Q1 2024 3.64% -9.71%
S&P 500 Level Q2 2024 5460.48 USD 3.92%
S&P 500 Market Cap Jun 2024 45.84T USD 4.00%
S&P 500 Operating Earnings Per Share Q1 2024 54.63 USD 1.35%
S&P 500 Operating Earnings Per Share Q4 2023 53.90 USD 3.16%
S&P 500 Operating Earnings Per Share Forward Estimate Q4 2025 73.85 USD 3.23%
S&P 500 P/E Ratio Q1 2024 27.45 10.76%
S&P 500 Real Estate Earnings Per Share Q4 2023 1.53 USD -5.56%
S&P 500 Real Estate Operating Earnings Per Share Q4 2023 1.57 USD -9.25%
S&P 500 Real Estate Operating Earnings Per Share Forward Estimate Q4 2025 2.16 USD 8.00%
S&P 500 Sales Per Share Q1 2024 471.95 USD -3.72%
Last Updated: Jul 5 2024, 11:03 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 2023 26.29% --
S&P 500 Monthly Return Jun 2024 3.47% -27.80%
S&P 500 Monthly Total Return Jun 2024 3.59% -27.63%
Last Updated: Jul 8 2024, 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 Jun 2024 5509.01 USD 1.73%
S&P 500 Dividend Jun 2024 71.98 USD 0.54%
S&P 500 Earnings Mar 2024 191.39 USD -0.18%
S&P 500 Real Dividend Jun 2024 72.01 USD 0.45%
S&P 500 Real Earnings Mar 2024 192.69 USD -0.82%
S&P 500 Real Price Jun 2024 5509.01 USD 1.69%
S&P 500 Shiller CAPE Ratio Jun 2024 35.49 1.58%
S&P 500 Shiller Excess CAPE Yield Jun 2024 1.15% -15.20%
US Consumer Price Index Jun 2024 314.46 0.04%
US Long-Term Interest Rates Jun 2024 4.48% 3.94%
Last Updated: Jul 10 2024, 16:16 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

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