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 | Apr 2024 | 9.28% | -1.45% |
AAII Cash Allocation | Apr 2024 | 16.62% | -0.57% |
AAII Individual Bond Allocation | Apr 2024 | 4.66% | 2.77% |
AAII Individual Stock Allocation | Apr 2024 | 30.90% | 1.50% |
AAII Stock Fund Allocation | Apr 2024 | 38.54% | -0.90% |
AAII Total Bond Allocation | Apr 2024 | 13.94% | -0.08% |
AAII Total Stock Allocation | Apr 2024 | 69.44% | 0.15% |
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 May 16 2024 | 23.26% | -2.33% |
US Investor Sentiment, % Bull-Bear Spread | Wk of May 16 2024 | 17.61% | 3.54% |
US Investor Sentiment, % Bullish | Wk of May 16 2024 | 40.86% | 0.12% |
US Investor Sentiment, % Bullish 8 Week Moving Average | Wk of May 16 2024 | 41.41% | -0.70% |
US Investor Sentiment, % Neutral | Wk of May 16 2024 | 35.88% | 1.43% |
Cboe Daily Market Statistics Summary Data.
Major CBOE Daily Market Statistics Indicators
Indicator | Period | Value | % CHG PREV |
CBOE Equity Call Volume | May 17 2024 | 2.173M | -- |
CBOE Equity Put Volume | May 17 2024 | 1.166M | -- |
CBOE Equity Put/Call Ratio | May 17 2024 | 0.54 | -- |
CBOE Equity Volume | May 17 2024 | 3.339M | -- |
CBOE Index Call Volume | May 17 2024 | 1.797M | -- |
CBOE Index Put Volume | May 17 2024 | 1.981M | -- |
CBOE Index Put/Call Ratio | May 17 2024 | 1.10 | -- |
CBOE Index Volume | May 17 2024 | 3.778M | -- |
CBOE Total Call Volume | May 17 2024 | 4.958M | -- |
CBOE Total Put Volume | May 17 2024 | 3.998M | -- |
CBOE Total Put/Call Ratio | May 17 2024 | 0.81 | -- |
CBOE Total Volume | May 17 2024 | 8.956M | -- |
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 | May 17 2024 | 1.060M | -- |
SPX Put Volume | May 17 2024 | 1.561M | -- |
SPX Put/Call Ratio | May 17 2024 | 1.47 | -- |
SPX Volume | May 17 2024 | 2.622M | -- |
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 | May 17 2024 | 24.87 | -7.68% |
DJIA VIX | May 17 2024 | 10.82 | 6.39% |
Emerging Markets ETF VIX | May 17 2024 | 14.50 | -2.29% |
EuroCurrency VIX | May 17 2024 | 6.31 | 24.46% |
Gold ETF VIX | May 17 2024 | 17.40 | 7.01% |
NASDAQ-100 VIX | May 17 2024 | 15.85 | -2.52% |
Oil VIX | May 17 2024 | 28.06 | 3.62% |
S&P 500 3-Month VIX | May 17 2024 | 13.99 | -1.62% |
SKEW | May 16 2024 | 147.85 | 5.13% |
VIX | May 16 2024 | 12.42 | -0.24% |
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 | Mar 2024 | 4.19 | -- |
Fama-French Monthly Market Benchmark Return | Mar 2024 | 2.83 | -44.07% |
Fama-French Monthly SMB Benchmark Return | Mar 2024 | -2.49 | -- |
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 May 15 2024 | 89.25 | -2.51% |
NAAIM Exposure Index: 1st Quartile | Wk of May 15 2024 | 80.00 | 4.92% |
NAAIM Exposure Index: 2nd Quartile | Wk of May 15 2024 | 100.00 | 0.00% |
NAAIM Exposure Index: 3rd Quartile | Wk of May 15 2024 | 100.00 | 0.00% |
NAAIM Exposure Index: Bearish | Wk of May 15 2024 | -200.00 | -- |
NAAIM Exposure Index: Bullish | Wk of May 15 2024 | -200.00 | -- |
NAAIM Exposure Index: Deviation | Wk of May 15 2024 | 71.74 | 20.79% |
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 | Q4 2023 | 1106.21 USD | 2.79% |
S&P 500 Dividend Yield | Mar 2024 | 1.35% | -8.55% |
S&P 500 Earnings Per Share | Q4 2023 | 47.79 USD | 0.29% |
S&P 500 Earnings Per Share | Q4 2023 | 47.79 USD | 0.29% |
S&P 500 Earnings Yield | Q4 2023 | 4.03% | -6.11% |
S&P 500 Level | Q1 2024 | 5254.35 USD | 10.16% |
S&P 500 Market Cap | Mar 2024 | 44.08T USD | 10.09% |
S&P 500 Operating Earnings Per Share | Q4 2023 | 53.90 USD | 3.16% |
S&P 500 Operating Earnings Per Share | Q4 2023 | 53.90 USD | 3.16% |
S&P 500 Operating Earnings Per Share Forward Estimate | Q4 2025 | 73.09 USD | 2.73% |
S&P 500 P/E Ratio | Q4 2023 | 24.79 | 6.51% |
S&P 500 Real Estate Earnings Per Share | Q4 2023 | 1.53 USD | -5.56% |
S&P 500 Real Estate Operating Earnings Per Share | Q4 2023 | 1.57 USD | -9.25% |
S&P 500 Real Estate Operating Earnings Per Share Forward Estimate | Q4 2025 | 2.05 USD | 7.33% |
S&P 500 Sales Per Share | Q4 2023 | 490.20 USD | 4.63% |
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 | Apr 2024 | -4.16% | -- |
S&P 500 Monthly Total Return | Apr 2024 | -4.08% | -- |
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 | May 2024 | 5064.20 USD | -0.94% |
S&P 500 Dividend | Mar 2024 | 70.82 USD | 0.25% |
S&P 500 Earnings | Dec 2023 | 192.43 USD | 1.44% |
S&P 500 Real Dividend | Mar 2024 | 71.17 USD | -0.40% |
S&P 500 Real Earnings | Dec 2023 | 195.57 USD | 1.54% |
S&P 500 Real Price | May 2024 | 5064.20 USD | -1.10% |
S&P 500 Shiller CAPE Ratio | May 2024 | 32.98 | -1.21% |
S&P 500 Shiller Excess CAPE Yield | May 2024 | 1.21% | -5.67% |
US Consumer Price Index | May 2024 | 313.84 | 0.16% |
US Long-Term Interest Rates | May 2024 | 4.63% | 1.98% |
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 | Apr 2024 | -4.08% | -- |
Thrift Savings Plan F Fund Monthly Returns | Apr 2024 | -2.47% | -- |
Thrift Savings Plan G Fund Monthly Returns | Apr 2024 | 0.35% | -7.89% |
Thrift Savings Plan I Fund Monthly Returns | Apr 2024 | -3.17% | -- |
Thrift Savings Plan L 2030 Fund Monthly Returns | Apr 2024 | -2.48% | -- |
Thrift Savings Plan L 2040 Fund Monthly Returns | Apr 2024 | -3.03% | -- |
Thrift Savings Plan L 2050 Fund Monthly Returns | Apr 2024 | -3.49% | -- |
Thrift Savings Plan L Income Fund Monthly Returns | Apr 2024 | -0.95% | -- |
Thrift Savings Plan S Fund Monthly Returns | Apr 2024 | -6.46% | -- |
Wilshire Indexes help clients, investment professionals and researchers accurately measure and better understand the market. The Wilshire Index family leverages more than 40 years of Wilshire performance measurement expertise and employs unbiased construction rules.
Major Wilshire Indexes Indicators
Indicator | Period | Value | % CHG PREV |
Wilshire 2500 Price Index | May 16 2024 | 12561.54 USD | -0.28% |
Wilshire 2500 Total Market Index | May 16 2024 | 23935.08 USD | -0.26% |
Wilshire 4500 Price Index | May 16 2024 | 2224.31 USD | -0.66% |
Wilshire 4500 Total Market Index | May 16 2024 | 40.67 USD | -0.66% |
Wilshire 5000 Market Cap | May 16 2024 | 53.21T USD | -0.28% |
Wilshire 5000 Price Index | May 16 2024 | 53206.76 USD | -0.28% |
Wilshire 5000 Total Market Index | May 16 2024 | 265.78 USD | -0.26% |
Wilshire US Large-Cap Price Index | May 16 2024 | 12414.64 USD | -0.25% |
Wilshire US Large-Cap Total Market Index | May 16 2024 | 180288.7 USD | -0.23% |
Wilshire US Micro-Cap Price Index | May 16 2024 | 13624.36 USD | 0.30% |
Wilshire US Micro-Cap Total Market Index | May 16 2024 | 82259.21 USD | 0.31% |
Wilshire US Mid-Cap Price Index | May 16 2024 | 15453.39 USD | -0.77% |
Wilshire US Mid-Cap Total Market Index | May 16 2024 | 217376.2 USD | -0.76% |
Wilshire US Small-Cap Price Index | May 16 2024 | 14677.93 USD | -0.66% |
Wilshire US Small-Cap Total Market Index | May 16 2024 | 182662.4 USD | -0.65% |
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