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: Jan 2 2026, 09:03 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 Dec 2025 9.77% 5.17%
AAII Cash Allocation Dec 2025 14.78% -0.34%
AAII Individual Bond Allocation Dec 2025 4.68% -0.60%
AAII Individual Stock Allocation Dec 2025 29.80% -7.19%
AAII Stock Fund Allocation Dec 2025 40.97% 4.88%
AAII Total Bond Allocation Dec 2025 14.45% 3.23%
AAII Total Stock Allocation Dec 2025 70.77% -0.57%
Last Updated: Jan 5 2026, 07:56 EST Next Release: Jan 8 2026, 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 Jan 01 2026 26.99% -22.44%
US Investor Sentiment, % Bull-Bear Spread Wk of Jan 01 2026 15.04% 469.2%
US Investor Sentiment, % Bullish Wk of Jan 01 2026 42.04% 12.26%
US Investor Sentiment, % Bullish 8 Week Moving Average Wk of Jan 01 2026 38.59% 1.34%
US Investor Sentiment, % Neutral Wk of Jan 01 2026 30.97% 11.60%
Last Updated: Jan 5 2026, 21:31 EST Next Release: Jan 6 2026, 20:00 EST

Cboe Daily Market Statistics Summary Data.

Major CBOE Daily Market Statistics Indicators

Indicator Period Value % CHG PREV
CBOE Equity Call Volume Jan 05 2026 2.439M --
CBOE Equity Put Volume Jan 05 2026 1.322M --
CBOE Equity Put/Call Ratio Jan 05 2026 0.54 --
CBOE Equity Volume Jan 05 2026 3.762M --
CBOE Index Call Volume Jan 05 2026 2.331M --
CBOE Index Put Volume Jan 05 2026 2.555M --
CBOE Index Put/Call Ratio Jan 05 2026 1.10 --
CBOE Index Volume Jan 05 2026 4.886M --
CBOE Total Call Volume Jan 05 2026 5.959M --
CBOE Total Put Volume Jan 05 2026 5.279M --
CBOE Total Put/Call Ratio Jan 05 2026 0.89 --
CBOE Total Volume Jan 05 2026 11.24M --
Last Updated: Jan 5 2026, 21:31 EST Next Release: Jan 6 2026, 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 Jan 05 2026 1.732M --
SPX Put Volume Jan 05 2026 2.179M --
SPX Put/Call Ratio Jan 05 2026 1.26 --
SPX Volume Jan 05 2026 3.910M --
Last Updated: Jan 5 2026, 23:01 EST Next Release: Jan 6 2026, 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 Jan 05 2026 26.99 2.66%
DJIA VIX Jan 05 2026 14.07 3.99%
Emerging Markets ETF VIX Jan 05 2026 17.55 2.27%
Gold ETF VIX Jan 05 2026 24.25 1.89%
NASDAQ-100 VIX Jan 05 2026 20.01 1.32%
Oil VIX Jan 05 2026 29.41 3.56%
S&P 500 3-Month VIX Jan 05 2026 18.32 1.66%
SKEW Jan 05 2026 142.45 0.42%
VIX Jan 05 2026 14.90 2.69%
Last Updated: Jan 5 2026, 15:31 EST Next Release: Jan 9 2026, 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: Dec 15 2025, 10:03 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 Oct 2025 -3.10 --
Fama-French Monthly Market Benchmark Return Oct 2025 1.95 -42.48%
Fama-French Monthly SMB Benchmark Return Oct 2025 -0.55 --
Last Updated: Jan 1 2026, 12:28 EST Next Release: Jan 8 2026, 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 31 2025 92.93 -2.26%
NAAIM Exposure Index: 1st Quartile Wk of Dec 31 2025 81.25 -16.24%
NAAIM Exposure Index: 2nd Quartile Wk of Dec 31 2025 100.00 0.00%
NAAIM Exposure Index: 3rd Quartile Wk of Dec 31 2025 100.00 0.00%
NAAIM Exposure Index: Bearish Wk of Dec 31 2025 0.00 --
NAAIM Exposure Index: Bullish Wk of Dec 31 2025 200.00 0.00%
NAAIM Exposure Index: Deviation Wk of Dec 31 2025 48.97 -0.61%
Last Updated: Jan 5 2026, 11:01 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 83.02 USD 2.61%
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 2.28 USD 8.57%
S&P 500 Sales Per Share Q2 2025 513.69 USD 5.17%
Last Updated: Jan 5 2026, 11:01 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 2025 17.88% -28.54%
S&P 500 Monthly Return Dec 2025 -0.05% --
S&P 500 Monthly Total Return Dec 2025 0.06% -75.02%
Last Updated: Dec 8 2025, 19:00 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 Dec 2025 6812.63 USD 1.06%
S&P 500 Dividend Sep 2025 78.48 USD 0.48%
S&P 500 Earnings Sep 2025 235.25 USD 1.84%
S&P 500 Real Dividend Sep 2025 78.63 USD 0.23%
S&P 500 Real Earnings Sep 2025 235.70 USD 1.58%
S&P 500 Real Price Dec 2025 6810.47 USD 1.03%
S&P 500 Shiller CAPE Ratio Dec 2025 39.42 0.78%
S&P 500 Shiller Excess CAPE Yield Dec 2025 1.76% 5.31%
US Consumer Price Index Dec 2025 325.52 0.03%
US Long-Term Interest Rates Dec 2025 4.02% -1.71%
Last Updated: Dec 10 2025, 10:04 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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