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: Jun 2 2025, 14:49 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 May 2025 10.60% -4.25%
AAII Cash Allocation May 2025 19.60% -0.51%
AAII Individual Bond Allocation May 2025 5.50% 7.84%
AAII Individual Stock Allocation May 2025 29.60% 3.50%
AAII Stock Fund Allocation May 2025 34.70% -2.25%
AAII Total Bond Allocation May 2025 16.10% -0.44%
AAII Total Stock Allocation May 2025 64.30% 0.31%
Last Updated: Jun 9 2025, 10:37 EDT Next Release: Jun 12 2025, 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 Jun 05 2025 41.41% -1.08%
US Investor Sentiment, % Bull-Bear Spread Wk of Jun 05 2025 -8.80% --
US Investor Sentiment, % Bullish Wk of Jun 05 2025 32.66% -0.70%
US Investor Sentiment, % Bullish 8 Week Moving Average Wk of Jun 05 2025 29.62% 1.79%
US Investor Sentiment, % Neutral Wk of Jun 05 2025 25.93% 2.69%
Last Updated: Jun 10 2025, 21:43 EDT Next Release: Jun 11 2025, 20:00 EDT

Cboe Daily Market Statistics Summary Data.

Major CBOE Daily Market Statistics Indicators

Indicator Period Value % CHG PREV
CBOE Equity Call Volume Jun 10 2025 2.151M --
CBOE Equity Put Volume Jun 10 2025 1.234M --
CBOE Equity Put/Call Ratio Jun 10 2025 0.57 --
CBOE Equity Volume Jun 10 2025 3.385M --
CBOE Index Call Volume Jun 10 2025 2.116M --
CBOE Index Put Volume Jun 10 2025 2.362M --
CBOE Index Put/Call Ratio Jun 10 2025 1.12 --
CBOE Index Volume Jun 10 2025 4.478M --
CBOE Total Call Volume Jun 10 2025 5.289M --
CBOE Total Put Volume Jun 10 2025 4.580M --
CBOE Total Put/Call Ratio Jun 10 2025 0.87 --
CBOE Total Volume Jun 10 2025 9.868M --
Last Updated: Jun 10 2025, 21:44 EDT Next Release: Jun 11 2025, 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 Jun 10 2025 1.500M --
SPX Put Volume Jun 10 2025 1.924M --
SPX Put/Call Ratio Jun 10 2025 1.28 --
SPX Volume Jun 10 2025 3.424M --
Last Updated: Jun 10 2025, 23:01 EDT Next Release: Jun 11 2025, 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 Jun 10 2025 26.06 -2.91%
DJIA VIX Jun 10 2025 15.82 -0.88%
Emerging Markets ETF VIX Jun 10 2025 14.87 -14.24%
Gold ETF VIX Jun 10 2025 19.00 -2.31%
NASDAQ-100 VIX Jun 10 2025 19.82 -1.74%
Oil VIX Jun 10 2025 35.05 1.83%
S&P 500 3-Month VIX Jun 10 2025 19.94 -0.75%
SKEW Jun 10 2025 141.22 1.47%
VIX Jun 10 2025 16.95 -1.22%
Last Updated: Jun 6 2025, 15:31 EDT Next Release: Jun 13 2025, 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: Feb 18 2025, 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 2024 -2.95 --
Fama-French Monthly Market Benchmark Return Dec 2024 -3.17 --
Fama-French Monthly SMB Benchmark Return Dec 2024 -2.73 --
Last Updated: Jun 5 2025, 11:13 EDT Next Release: Jun 12 2025, 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 Jun 04 2025 81.62 -7.68%
NAAIM Exposure Index: 1st Quartile Wk of Jun 04 2025 75.00 0.00%
NAAIM Exposure Index: 2nd Quartile Wk of Jun 04 2025 100.00 1.52%
NAAIM Exposure Index: 3rd Quartile Wk of Jun 04 2025 100.00 0.00%
NAAIM Exposure Index: Bearish Wk of Jun 04 2025 -200.00 --
NAAIM Exposure Index: Bullish Wk of Jun 04 2025 200.00 0.00%
NAAIM Exposure Index: Deviation Wk of Jun 04 2025 67.68 27.22%
Last Updated: Jun 5 2025, 11:11 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 Q3 2024 1166.35 USD 2.37%
S&P 500 Dividend Yield Dec 2024 1.27% -0.12%
S&P 500 Earnings Per Share Q4 2024 57.69 USD 10.96%
S&P 500 Earnings Per Share Q4 2024 57.69 USD 10.96%
S&P 500 Earnings Yield Q4 2024 3.57% 2.82%
S&P 500 Level Q1 2025 5611.85 USD -4.59%
S&P 500 Market Cap Mar 2025 47.55T USD -4.52%
S&P 500 Operating Earnings Per Share Q4 2024 61.21 USD 3.47%
S&P 500 Operating Earnings Per Share Q3 2024 59.16 USD 1.37%
S&P 500 Operating Earnings Per Share Forward Estimate Q4 2026 78.82 USD 3.57%
S&P 500 P/E Ratio Q4 2024 27.99 -2.74%
S&P 500 Real Estate Earnings Per Share Q4 2024 0.62 USD -61.25%
S&P 500 Real Estate Operating Earnings Per Share Q3 2024 1.66 USD -2.92%
S&P 500 Real Estate Operating Earnings Per Share Forward Estimate Q4 2026 2.07 USD 8.95%
S&P 500 Sales Per Share Q4 2024 508.59 USD 1.44%
Last Updated: Jun 5 2025, 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 2024 25.02% -4.82%
S&P 500 Monthly Return May 2025 6.15% --
S&P 500 Monthly Total Return May 2025 6.29% --
Last Updated: Jun 8 2025, 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 2025 5970.37 USD 2.74%
S&P 500 Dividend Mar 2025 76.15 USD 0.58%
S&P 500 Earnings Mar 2025 217.05 USD 1.07%
S&P 500 Real Dividend Mar 2025 76.56 USD 0.35%
S&P 500 Real Earnings Mar 2025 218.23 USD 0.84%
S&P 500 Real Price Jun 2025 5970.37 USD 2.66%
S&P 500 Shiller CAPE Ratio Jun 2025 36.06 2.48%
S&P 500 Shiller Excess CAPE Yield Jun 2025 1.34% -9.27%
US Consumer Price Index Jun 2025 321.54 0.08%
US Long-Term Interest Rates Jun 2025 4.46% 0.90%
Last Updated: Jun 10 2025, 10:03 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