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 2 2026, 09:48 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 2026 9.10% -4.29%
AAII Cash Allocation Sep 2026 13.30% -7.02%
AAII Individual Bond Allocation Sep 2026 5.70% 11.04%
AAII Individual Stock Allocation Sep 2026 33.40% -0.12%
AAII Stock Fund Allocation Sep 2026 38.30% 1.82%
AAII Total Bond Allocation Sep 2026 14.80% 1.08%
AAII Total Stock Allocation Sep 2026 71.70% 0.91%
Last Updated: Oct 2 2026, 09:53 EDT Next Release: Oct 8 2026, 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 Oct 01 2026 46.49% -3.30%
US Investor Sentiment, % Bull-Bear Spread Wk of Oct 01 2026 -11.84% --
US Investor Sentiment, % Bullish Wk of Oct 01 2026 34.65% 5.99%
US Investor Sentiment, % Bullish 8 Week Moving Average Wk of Oct 01 2026 34.61% -0.86%
US Investor Sentiment, % Neutral Wk of Oct 01 2026 18.86% -1.93%
Last Updated: Oct 2 2026, 22:52 EDT Next Release: Oct 2 2026, 20:00 EDT

Cboe Daily Market Statistics Summary Data.

Major CBOE Daily Market Statistics Indicators

Indicator Period Value % CHG PREV
CBOE Equity Call Volume Oct 01 2026 2.039M --
CBOE Equity Put Volume Oct 01 2026 1.156M --
CBOE Equity Put/Call Ratio Oct 02 2026 0.58 --
CBOE Equity Volume Oct 01 2026 3.195M --
CBOE Index Call Volume Oct 01 2026 3.624M --
CBOE Index Put Volume Oct 01 2026 3.661M --
CBOE Index Put/Call Ratio Oct 02 2026 0.86 --
CBOE Index Volume Oct 01 2026 7.285M --
CBOE Total Call Volume Oct 01 2026 7.262M --
CBOE Total Put Volume Oct 01 2026 6.561M --
CBOE Total Put/Call Ratio Oct 02 2026 0.78 --
CBOE Total Volume Oct 01 2026 13.82M --
Last Updated: Oct 2 2026, 22:55 EDT Next Release: Oct 2 2026, 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 Oct 01 2026 2.771M --
SPX Put Volume Oct 01 2026 3.079M --
SPX Put/Call Ratio Oct 02 2026 1.15 --
SPX Volume Oct 01 2026 5.850M --
Last Updated: Oct 2 2026, 23:06 EDT Next Release: Oct 5 2026, 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 Oct 02 2026 52.10 0.37%
DJIA VIX Oct 02 2026 15.42 -3.75%
Emerging Markets ETF VIX Oct 02 2026 25.40 -4.83%
Gold ETF VIX Oct 02 2026 23.23 -0.39%
NASDAQ-100 VIX Oct 02 2026 21.20 -5.82%
Oil VIX Oct 02 2026 51.00 -1.33%
S&P 500 3-Month VIX Oct 02 2026 18.01 -3.07%
SKEW Oct 02 2026 144.88 1.48%
VIX Oct 02 2026 15.31 -6.59%
Last Updated: Oct 2 2026, 15:32 EDT Next Release: Oct 9 2026, 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: Sep 15 2026, 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 Jul 2026 2.11 -41.06%
Fama-French Monthly Market Benchmark Return Jul 2026 -0.60 --
Fama-French Monthly SMB Benchmark Return Jul 2026 -1.96 --
Last Updated: Sep 8 2026, 19:03 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 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%
Last Updated: Sep 10 2026, 10:05 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

Upcoming Reports

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