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 12 2024, 11:58 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 2024 10.57% 0.16%
AAII Cash Allocation Jan 2024 16.92% -15.37%
AAII Individual Bond Allocation Jan 2024 5.53% 29.95%
AAII Individual Stock Allocation Jan 2024 30.53% -9.03%
AAII Stock Fund Allocation Jan 2024 36.44% 15.22%
AAII Total Bond Allocation Jan 2024 16.11% -1.03%
AAII Total Stock Allocation Jan 2024 66.97% 0.90%
Last Updated: Feb 29 2024, 19:42 EST Next Release: Mar 7 2024, 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 29 2024 21.34% -18.57%
US Investor Sentiment, % Bull-Bear Spread Wk of Feb 29 2024 25.16% 39.21%
US Investor Sentiment, % Bullish Wk of Feb 29 2024 46.50% 5.01%
US Investor Sentiment, % Bullish 8 Week Moving Average Wk of Feb 29 2024 44.91% -0.57%
US Investor Sentiment, % Neutral Wk of Feb 29 2024 32.17% 8.97%
Last Updated: Feb 29 2024, 23:06 EST Next Release: Mar 1 2024, 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 29 2024 1.453M --
CBOE Equity Put Volume Feb 29 2024 930510.0 --
CBOE Equity Put/Call Ratio Feb 29 2024 0.64 --
CBOE Equity Volume Feb 29 2024 2.383M --
CBOE Index Call Volume Feb 29 2024 1.609M --
CBOE Index Put Volume Feb 29 2024 1.912M --
CBOE Index Put/Call Ratio Feb 29 2024 1.19 --
CBOE Index Volume Feb 29 2024 3.521M --
CBOE Total Call Volume Feb 29 2024 4.031M --
CBOE Total Put Volume Feb 29 2024 3.739M --
CBOE Total Put/Call Ratio Feb 29 2024 0.93 --
CBOE Total Volume Feb 29 2024 7.769M --
Last Updated: Feb 29 2024, 23:06 EST Next Release: Mar 1 2024, 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 29 2024 1.335M --
SPX Put Volume Feb 29 2024 1.716M --
SPX Put/Call Ratio Feb 29 2024 1.28 --
SPX Volume Feb 29 2024 3.051M --
Last Updated: Feb 29 2024, 23:01 EST Next Release: Mar 1 2024, 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 29 2024 23.72 0.59%
DJIA VIX Feb 29 2024 11.73 -17.63%
Emerging Markets ETF VIX Feb 29 2024 15.14 -5.61%
EuroCurrency VIX Feb 29 2024 6.22 -6.18%
Gold ETF VIX Feb 29 2024 11.16 2.10%
NASDAQ-100 VIX Feb 29 2024 17.21 -3.64%
Oil VIX Feb 29 2024 31.50 0.93%
S&P 500 3-Month VIX Feb 29 2024 14.93 -1.91%
SKEW Feb 28 2024 149.09 1.22%
VIX Feb 28 2024 13.84 3.05%
Last Updated: Feb 29 2024, 13:27 EST Next Release: Mar 1 2024, 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 25 2024, 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 2023 4.94 201.2%
Fama-French Monthly Market Benchmark Return Dec 2023 4.85 -45.14%
Fama-French Monthly SMB Benchmark Return Dec 2023 6.35 --
Last Updated: Feb 29 2024, 16:30 EST Next Release: Mar 7 2024, 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 28 2024 88.99 19.13%
NAAIM Exposure Index: 1st Quartile Wk of Feb 28 2024 80.00 10.73%
NAAIM Exposure Index: 2nd Quartile Wk of Feb 28 2024 99.00 -1.00%
NAAIM Exposure Index: 3rd Quartile Wk of Feb 28 2024 100.00 0.00%
NAAIM Exposure Index: Bearish Wk of Feb 28 2024 -200.00 --
NAAIM Exposure Index: Bullish Wk of Feb 28 2024 200.00 0.00%
NAAIM Exposure Index: Deviation Wk of Feb 28 2024 63.80 -26.95%
Last Updated: Feb 23 2024, 11:04 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 2023 1061.91 USD 1.59%
S&P 500 Dividend Yield Dec 2023 1.47% -8.82%
S&P 500 Earnings Per Share Q3 2023 47.65 USD -1.91%
S&P 500 Earnings Per Share Q3 2023 47.65 USD -1.91%
S&P 500 Earnings Yield Q3 2023 4.30% 5.64%
S&P 500 Level Q4 2023 4783.35 USD 11.55%
S&P 500 Market Cap Dec 2023 40.04T USD 11.41%
S&P 500 Operating Earnings Per Share Q3 2023 52.25 USD -4.72%
S&P 500 Operating Earnings Per Share Q3 2023 52.25 USD -4.72%
S&P 500 Operating Earnings Per Share Forward Estimate Q4 2024 64.23 USD 2.41%
S&P 500 P/E Ratio Q3 2023 23.27 -5.34%
S&P 500 Real Estate Earnings Per Share Q3 2023 1.62 USD -13.83%
S&P 500 Real Estate Operating Earnings Per Share Q3 2023 1.73 USD -9.90%
S&P 500 Real Estate Operating Earnings Per Share Forward Estimate Q4 2024 1.70 USD 5.59%
S&P 500 Sales Per Share Q3 2023 468.52 USD 1.38%
Last Updated: Feb 5 2024, 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 2023 26.29% --
S&P 500 Monthly Return Jan 2024 1.59% -64.06%
S&P 500 Monthly Total Return Jan 2024 1.59% -65.01%
Last Updated: Feb 8 2024, 19:04 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 Sep 2023 4515.77 USD 1.31%
S&P 500 Dividend Jun 2023 68.71 USD 0.24%
S&P 500 Earnings Jun 2023 181.17 USD 1.12%
S&P 500 Real Dividend Jun 2023 68.94 USD -0.08%
S&P 500 Real Earnings Jun 2023 181.77 USD 0.79%
S&P 500 Real Price Sep 2023 4515.77 USD 1.26%
S&P 500 Shiller CAPE Ratio Sep 2023 30.81 1.12%
S&P 500 Shiller Excess CAPE Yield Sep 2023 1.87% 1.99%
US Consumer Price Index Sep 2023 306.13 0.05%
US Long-Term Interest Rates Sep 2023 4.09% -1.92%
Last Updated: Feb 12 2024, 10:06 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

Last Updated: Feb 29 2024, 10:00 EST Next Release: Mar 1 2024, 09:00 EST

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
Wilshire 2500 Price Index Feb 28 2024 12050.00 USD -0.19%
Wilshire 2500 Total Market Index Feb 28 2024 22889.17 USD -0.18%
Wilshire 4500 Price Index Feb 28 2024 2169.48 USD -0.34%
Wilshire 4500 Total Market Index Feb 28 2024 39.57 USD -0.33%
Wilshire 5000 Market Cap Feb 28 2024 51.04T USD -0.19%
Wilshire 5000 Price Index Feb 28 2024 51043.50 USD -0.19%
Wilshire 5000 Total Market Index Feb 28 2024 254.18 USD -0.18%
Wilshire US Large-Cap Price Index Feb 28 2024 11895.59 USD -0.16%
Wilshire US Large-Cap Total Market Index Feb 28 2024 172216.6 USD -0.15%
Wilshire US Micro-Cap Price Index Feb 28 2024 13446.35 USD -1.35%
Wilshire US Micro-Cap Total Market Index Feb 28 2024 80936.71 USD -1.35%
Wilshire US Mid-Cap Price Index Feb 28 2024 14856.30 USD -0.19%
Wilshire US Mid-Cap Total Market Index Feb 28 2024 208226.5 USD -0.18%
Wilshire US Small-Cap Price Index Feb 28 2024 14297.63 USD -0.57%
Wilshire US Small-Cap Total Market Index Feb 28 2024 177358.6 USD -0.56%

Upcoming Reports

Report Name Next Released
Mar 1 2024, 09:00 EST
Mar 1 2024, 15:30 EST
Mar 1 2024, 20:00 EST
Mar 1 2024, 20:00 EST
Mar 1 2024, 23:00 EST
Mar 7 2024, 10:00 EST
Mar 7 2024, 12:00 EST