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.
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 2026 | 9.51% | -13.45% |
| AAII Cash Allocation | Aug 2026 | 14.30% | 0.80% |
| AAII Individual Bond Allocation | Aug 2026 | 5.13% | 15.53% |
| AAII Individual Stock Allocation | Aug 2026 | 33.44% | 9.29% |
| AAII Stock Fund Allocation | Aug 2026 | 37.62% | -5.45% |
| AAII Total Bond Allocation | Aug 2026 | 14.64% | -5.10% |
| AAII Total Stock Allocation | Aug 2026 | 71.05% | 0.96% |
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 10 2026 | 39.34% | 4.77% |
| US Investor Sentiment, % Bull-Bear Spread | Wk of Sep 10 2026 | -1.40% | -- |
| US Investor Sentiment, % Bullish | Wk of Sep 10 2026 | 37.95% | -4.50% |
| US Investor Sentiment, % Bullish 8 Week Moving Average | Wk of Sep 10 2026 | 35.54% | -1.77% |
| US Investor Sentiment, % Neutral | Wk of Sep 10 2026 | 22.71% | 0.00% |
Cboe Daily Market Statistics Summary Data.
Major CBOE Daily Market Statistics Indicators
| Indicator | Period | Value | % CHG PREV |
| CBOE Equity Call Volume | Sep 10 2026 | 2.380M | -- |
| CBOE Equity Put Volume | Sep 10 2026 | 1.432M | -- |
| CBOE Equity Put/Call Ratio | Sep 11 2026 | 0.58 | -- |
| CBOE Equity Volume | Sep 10 2026 | 3.812M | -- |
| CBOE Index Call Volume | Sep 10 2026 | 3.774M | -- |
| CBOE Index Put Volume | Sep 10 2026 | 3.200M | -- |
| CBOE Index Put/Call Ratio | Sep 11 2026 | 1.06 | -- |
| CBOE Index Volume | Sep 10 2026 | 6.975M | -- |
| CBOE Total Call Volume | Sep 10 2026 | 7.504M | -- |
| CBOE Total Put Volume | Sep 10 2026 | 6.206M | -- |
| CBOE Total Put/Call Ratio | Sep 11 2026 | 0.86 | -- |
| CBOE Total Volume | Sep 10 2026 | 13.71M | -- |
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 10 2026 | 2.347M | -- |
| SPX Put Volume | Sep 10 2026 | 2.684M | -- |
| SPX Put/Call Ratio | Sep 11 2026 | 1.23 | -- |
| SPX Volume | Sep 10 2026 | 5.031M | -- |
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 11 2026 | 40.71 | 0.72% |
| DJIA VIX | Sep 11 2026 | 14.58 | -11.15% |
| Emerging Markets ETF VIX | Sep 11 2026 | 25.26 | -3.95% |
| Gold ETF VIX | Sep 11 2026 | 25.68 | -9.83% |
| NASDAQ-100 VIX | Sep 11 2026 | 21.02 | -9.90% |
| Oil VIX | Sep 11 2026 | 58.92 | -3.03% |
| S&P 500 3-Month VIX | Sep 11 2026 | 18.60 | -5.73% |
| SKEW | Sep 11 2026 | 154.49 | 5.08% |
| VIX | Sep 11 2026 | 15.84 | -11.21% |
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
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 | Jun 2026 | 3.34 | -- |
| Fama-French Monthly Market Benchmark Return | Jun 2026 | -1.07 | -- |
| Fama-French Monthly SMB Benchmark Return | Jun 2026 | 3.58 | -- |
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 2026 | 7631.47 USD | -1.04% |
| S&P 500 Dividend | Jun 2026 | 81.70 USD | 0.55% |
| S&P 500 Earnings | Jun 2026 | 295.39 USD | 3.95% |
| S&P 500 Real Dividend | Jun 2026 | 81.69 USD | 0.90% |
| S&P 500 Real Earnings | Jun 2026 | 0.00 USD | -- |
| S&P 500 Real Price | Sep 2026 | 7631.47 USD | -1.03% |
| S&P 500 Shiller CAPE Ratio | Sep 2026 | 40.58 | -1.32% |
| S&P 500 Shiller Excess CAPE Yield | Sep 2026 | 1.01% | -5.82% |
| US Consumer Price Index | Sep 2026 | 333.89 | 0.00% |
| US Long-Term Interest Rates | Sep 2026 | 4.75% | 1.50% |
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
| Indicator | Period | Value | % CHG PREV |
| Thrift Savings Plan C Fund Monthly Returns | Aug 2026 | 2.72% | -- |
| Thrift Savings Plan F Fund Monthly Returns | Aug 2026 | 0.40% | -- |
| Thrift Savings Plan G Fund Monthly Returns | Aug 2026 | 0.41% | 5.13% |
| Thrift Savings Plan I Fund Monthly Returns | Aug 2026 | 3.32% | -- |
| Thrift Savings Plan L 2030 Fund Monthly Returns | Aug 2026 | 1.75% | -- |
| Thrift Savings Plan L 2040 Fund Monthly Returns | Aug 2026 | 2.19% | -- |
| Thrift Savings Plan L 2050 Fund Monthly Returns | Aug 2026 | 2.43% | -- |
| Thrift Savings Plan L Income Fund Monthly Returns | Aug 2026 | 1.11% | -- |
| Thrift Savings Plan S Fund Monthly Returns | Aug 2026 | 2.27% | -- |
Upcoming Reports
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Sep 11 2026, 20:00 EDT |
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Sep 11 2026, 20:00 EDT |
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Sep 14 2026, 23:00 EDT |
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Sep 18 2026, 15:30 EDT |