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: Oct 1 2024, 09:19 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 Sep 2024 9.99% -1.04%
AAII Cash Allocation Sep 2024 16.81% -0.18%
AAII Individual Bond Allocation Sep 2024 4.45% 4.47%
AAII Individual Stock Allocation Sep 2024 29.30% -4.47%
AAII Stock Fund Allocation Sep 2024 39.44% 3.45%
AAII Total Bond Allocation Sep 2024 14.45% 0.60%
AAII Total Stock Allocation Sep 2024 68.74% -0.08%
Last Updated: Oct 31 2024, 12:01 EDT Next Release: Nov 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 Oct 31 2024 30.90% 3.29%
US Investor Sentiment, % Bull-Bear Spread Wk of Oct 31 2024 8.58% 10.23%
US Investor Sentiment, % Bullish Wk of Oct 31 2024 39.48% 4.72%
US Investor Sentiment, % Bullish 8 Week Moving Average Wk of Oct 31 2024 44.67% -1.61%
US Investor Sentiment, % Neutral Wk of Oct 31 2024 29.61% -8.53%
Last Updated: Nov 4 2024, 21:56 EST Next Release: Nov 5 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 Nov 04 2024 1.204M --
CBOE Equity Put Volume Nov 04 2024 739710.0 --
CBOE Equity Put/Call Ratio Nov 04 2024 0.61 --
CBOE Equity Volume Nov 04 2024 1.943M --
CBOE Index Call Volume Nov 04 2024 1.552M --
CBOE Index Put Volume Nov 04 2024 2.959M --
CBOE Index Put/Call Ratio Nov 04 2024 1.91 --
CBOE Index Volume Nov 04 2024 4.511M --
CBOE Total Call Volume Nov 04 2024 3.577M --
CBOE Total Put Volume Nov 04 2024 4.768M --
CBOE Total Put/Call Ratio Nov 04 2024 1.33 --
CBOE Total Volume Nov 04 2024 8.345M --
Last Updated: Nov 4 2024, 21:58 EST Next Release: Nov 5 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 Nov 04 2024 1.148M --
SPX Put Volume Nov 04 2024 1.806M --
SPX Put/Call Ratio Nov 04 2024 1.57 --
SPX Volume Nov 04 2024 2.954M --
Last Updated: Nov 1 2024, 23:24 EDT Next Release: Nov 4 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 Nov 01 2024 35.15 4.40%
DJIA VIX Nov 01 2024 19.72 33.97%
Emerging Markets ETF VIX Nov 01 2024 25.90 -1.93%
EuroCurrency VIX Nov 01 2024 8.25 5.23%
Gold ETF VIX Nov 01 2024 19.29 -0.87%
NASDAQ-100 VIX Nov 01 2024 23.74 -4.51%
Oil VIX Nov 01 2024 44.14 -9.53%
S&P 500 3-Month VIX Nov 01 2024 21.91 -3.22%
SKEW Nov 01 2024 146.66 -3.56%
VIX Nov 01 2024 21.88 -5.53%
Last Updated: Nov 1 2024, 15:31 EDT Next Release: Nov 8 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: Oct 15 2024, 10:00 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 Aug 2024 -1.12 --
Fama-French Monthly Market Benchmark Return Aug 2024 1.61 29.84%
Fama-French Monthly SMB Benchmark Return Aug 2024 -3.55 --
Last Updated: Oct 31 2024, 12:56 EDT Next Release: Nov 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 Oct 30 2024 82.53 0.00%
NAAIM Exposure Index: 1st Quartile Wk of Oct 30 2024 76.25 0.00%
NAAIM Exposure Index: 2nd Quartile Wk of Oct 30 2024 95.00 0.00%
NAAIM Exposure Index: 3rd Quartile Wk of Oct 30 2024 100.00 0.00%
NAAIM Exposure Index: Bearish Wk of Oct 30 2024 -100.00 --
NAAIM Exposure Index: Bullish Wk of Oct 30 2024 -100.00 --
NAAIM Exposure Index: Deviation Wk of Oct 30 2024 60.95 0.00%
Last Updated: Nov 2 2024, 11:02 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 Q2 2024 1139.31 USD 2.02%
S&P 500 Dividend Yield Jun 2024 1.32% -2.21%
S&P 500 Earnings Per Share Q2 2024 53.12 USD 12.14%
S&P 500 Earnings Per Share Q2 2024 53.12 USD 12.14%
S&P 500 Earnings Yield Q2 2024 3.59% -1.49%
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 Q2 2024 58.36 USD 6.83%
S&P 500 Operating Earnings Per Share Q2 2024 58.36 USD 6.83%
S&P 500 Operating Earnings Per Share Forward Estimate Q4 2025 72.59 USD 3.33%
S&P 500 P/E Ratio Q2 2024 27.87 1.51%
S&P 500 Real Estate Earnings Per Share Q2 2024 1.66 USD 0.61%
S&P 500 Real Estate Operating Earnings Per Share Q2 2024 1.71 USD 2.40%
S&P 500 Real Estate Operating Earnings Per Share Forward Estimate Q4 2025 2.13 USD 7.58%
S&P 500 Sales Per Share Q2 2024 488.71 USD 3.55%
Last Updated: Oct 5 2024, 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 2023 26.29% --
S&P 500 Monthly Return Sep 2024 2.02% -11.54%
S&P 500 Monthly Total Return Sep 2024 2.14% -11.95%
Last Updated: Sep 8 2024, 20:04 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 Sep 2024 5520.07 USD 0.76%
S&P 500 Dividend Jun 2024 71.98 USD 0.54%
S&P 500 Earnings Jun 2024 196.76 USD 0.92%
S&P 500 Real Dividend Jun 2024 72.12 USD 0.50%
S&P 500 Real Earnings Jun 2024 197.16 USD 0.88%
S&P 500 Real Price Sep 2024 5520.07 USD 0.73%
S&P 500 Shiller CAPE Ratio Sep 2024 35.23 0.64%
S&P 500 Shiller Excess CAPE Yield Sep 2024 1.83% 0.39%
US Consumer Price Index Sep 2024 314.81 0.03%
US Long-Term Interest Rates Sep 2024 3.84% -0.78%
Last Updated: Oct 10 2024, 10:02 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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