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Stock Market Sentiment

Download data for:  Models   STEM.MR and STEM Models   Breadth   PutCall Ratios   Rydex Funds   VIX

 

The following table shows indicators related to the stock market.  Click any column heading to sort the table by that column, and click again to reverse it.  Click the "excess" icon to sort the table by indicators showing the most pessimism for the stock market; click again to sort it by indicators showing the most optimism.  Click the hyperlinked Name to pull up an interactive chart for that indicator.

 

Name

Group

Time Frame Value Change Date
Smart Money ConfidenceModelM46%0%21-Nov-20144
Dumb Money ConfidenceModelM63%0%21-Nov-20145
Smart - Dumb SpreadModelM-17%0%21-Nov-20144
STEM.MR ModelModelS31%-22%21-Nov-20143
STEM.MR Model - NasdaqModelS36%-14%21-Nov-20143
STEM ModelModelM69%3%21-Nov-20144
Short-Term OptixModelS48-421-Nov-20144
Intermediate-Term OptixModelM58021-Nov-20144
% Showing Excess PessimismModelM4%0%21-Nov-20145
% Showing Excess OptimismModelM28%1%21-Nov-20144
AIM ModelModelL58%4%21-Nov-20144
SPY OptixETFM68421-Nov-20145
QQQ OptixETFM73621-Nov-20146
DIA OptixETFM69321-Nov-20145
IWM OptixETFM65221-Nov-20145
VIXVolatilityM12.9-0.6821-Nov-20146
VIX TransformVolatilityL5%0%21-Nov-20144
VXNVolatilityM14.71-0.1621-Nov-20145
CS Fear BarometerVolatilityM26.54021-Nov-20144
Stock / Bond RatioVolatilityM0.630.0121-Nov-20144
Smart $ IndexVolatilityM227.14-16.221-Nov-20144
Credit Defaults (CDX)VolatilityM342-1121-Nov-20144
VIX Term StructureVolatilityM0.89-0.0121-Nov-20144
SKEW IndexVolatilityM138.52.121-Nov-20147
VXX OptixVolatilityM62421-Nov-20145
ROBO PutCall RatioPutCallM0.540.0321-Nov-20144
Small Trader CallsPutCallM0.35-0.0121-Nov-20144
Small Trader PutsPutCallM0.190.0121-Nov-20144
LOBO PutCall RatioPutCallM0.810.0821-Nov-20144
Large Trader CallsPutCallM0.31-0.0321-Nov-20144
Large Trader PutsPutCallM0.25021-Nov-20144
Options Speculation IndexPutCallM1.14-0.121-Nov-20144
Total PutCallPutCallS0.75-0.2121-Nov-20144
Equity PutCallPutCallS0.49-0.0621-Nov-20145
Equity PutCall De-TrendedPutCallM-0.07-0.0121-Nov-20144
ISE Sentiment IndexPutCallS83-2621-Nov-20144
ISE Sentiment Index - EquitiesPutCallS111-3921-Nov-20144
OEX PutCallPutCallS1.340.7921-Nov-20144
OEX PutCall Open InterestPutCallM1.74-0.0521-Nov-20144
OEX Determination IndexPutCallM0.52-0.0221-Nov-20144
Liquidity Premium - SPYBreadthM-23%4%21-Nov-20146
Liquidity Premium - QQQBreadthM-29%3%21-Nov-20147
Fidelity Funds BreadthBreadthM75%2%21-Nov-20144
Arms Index - NYSEBreadthM0.58-0.3321-Nov-20146
Arms Index- NasdaqBreadthM0.770.0721-Nov-20144
Up Issues - NYSEBreadthM0.670.0121-Nov-20144
Up Volume - NYSEBreadthM0.770.0921-Nov-20145
New High / New Low - NYSEBreadthM0.940.221-Nov-20147
Up Issues- NasdaqBreadthM0.55-0.1221-Nov-20144
Up Volume - NasdaqBreadthM0.61-0.1321-Nov-20144
New High / New Low - NasdaqBreadthM0.740.1921-Nov-20145
Down Pressure - SPXBreadthS19%-12%21-Nov-20145
Down Pressure - NDXBreadthS28%-9%21-Nov-20144
Price Oscillator - SPXBreadthS43%-15%21-Nov-20144
Price Oscillator - NDXBreadthS39%-23%21-Nov-20143
TICK - NYSEBreadthS-799-164321-Nov-20144
TICK - NasdaqBreadthS105-44921-Nov-20144
Consensus BullsSurveysM6727-Nov-20144
Market Vane BullsSurveysM63114-Nov-20144
AAII BullsSurveysM49-919-Nov-20144
AAII BearsSurveysM24519-Nov-20144
AAII Bull RatioSurveysM67-819-Nov-20145
AAII Allocation - StocksSurveysM64.1-2.631-Oct-20144
NAAIM ManagersSurveysM72.1-13.319-Nov-20145
Equity Hedging IndexSurveysM31.5-4.114-Nov-20144
Risk Appetite IndexSurveysM0.19019-Nov-20142
Japanese Margin TradersSurveysM-8.32.531-Oct-20144
Strategists' AllocationSurveysL51.1131-Oct-20144
Economic Surprise IndexSurveysL21.410.820-Nov-20144
U Of Mich Consumer ConfSurveysL86.41.831-Oct-20144
Conf Board Consumer ConfSurveysL94.55.531-Oct-20144
ABC Consumer ComfortSurveysL38.50.316-Nov-20144
NFIB Small Bus OptimismSurveysL96.10.831-Oct-20144
All-Index Futures PositioningCOTM25-2318-Nov-20144
Commercial TradersCOTM47-1318-Nov-20144
Small SpeculatorsCOTM221018-Nov-20143
S&P 500 COTM-16386-397018-Nov-20144
S&P 500 E-MiniCOTM-107581-2633218-Nov-20144
S&P 500 Smart MoneyCOTM-19442-482518-Nov-20144
Nasdaq 100 (NDX)COTM-3556-66418-Nov-20144
NDX E-MiniCOTM-72986392118-Nov-20144
NDX Smart MoneyCOTM-7701-5018-Nov-20145
DowCOTM-11304-188118-Nov-20144
Dow E-MiniCOTM-22608-376318-Nov-20144
Dow Smart MoneyCOTM-3999-67918-Nov-20144
Russell 2000 E-Mini COTM28106-943918-Nov-20144
NikkeiCOTM8680-88018-Nov-20144
VIXCOTM22373954018-Nov-20144
Odd Lot Purchase %ShortsS64%-1%20-Nov-20144
Odd Lot ShortsShortsS18.383-1.94920-Nov-20144
Inverse ETF VolumeShortsM0.39%0.05%21-Nov-20144
Short Int. Ratio (SIR) - NYSEShortsL1517320225-Sep-20144
SIR De-Trended NyseShortsL0.080.0125-Sep-20144
Short Int. Ratio - NasdaqShortsL892116725-Sep-20144
Mutual Fund Cash %CashL3.60.130-Sep-20145
Fund Cash Premium / DiscountCashL-0.96%0.10%30-Sep-20144
Equity / Money Market RatioCashL4.12-0.1730-Sep-20147
Retail Money MarketCashL2.81-0.0220-Oct-20147
Margin Debt - NYSECashL46387886030-Sep-20147
Free Credits - NYSECashL286865690630-Sep-20144
Net Available Cash - NYSECashL-177013604630-Sep-20147
Margin Debt - NasdaqCashL40023204130-Sep-20144
Free Credits - NasdaqCashL57999189330-Sep-20144
Net Available Cash - NasdaqCashL17976-14830-Sep-20144
IPOsCashL6-831-Oct-20142
Secondary OfferingsCashL5-731-Oct-20142
Penny Stock Share VolumeCashL11548143531-Oct-20144
Penny Stock Dollar VolumeCashL3153147031-Oct-20144
Penny Stock TransactionsCashL37811531-Oct-20144
Mutual Fund Flow (With ETFs)CashM571-1012919-Nov-20144
Mutual Fund Flow (No ETFs)CashM122202219-Nov-20144
Insider Buys/SellsInsidersM-96%-23%10-Nov-20144
Insiderscore.Com Buy/SellInsidersM-0.90.319-Nov-20144
Rydex Bullish FlowRydexM12%1%21-Nov-20144
Rydex Bearish FlowRydexM-15%1%21-Nov-20145
Rydex RatioRydexM69%3%21-Nov-20147
Rydex Beta Chase IndexRydexS2.90.221-Nov-20144
Rydex Money Market %RydexM22%0%21-Nov-20147
Rydex Bull/Bear SpreadRydexS993021-Nov-20147
Rydex Sectors W/Assets > 50-DayRydexM73%-6%21-Nov-20145
Rydex Total Bull AssetsRydexM1785.839.121-Nov-20147
Rydex Leveraged BullsRydexM687.711.921-Nov-20146
Rydex Total Bear AssetsRydexM159.6-2.521-Nov-20145
Rydex Leveraged BearsRydexM63.72.121-Nov-20146
Rydex Bull / Bear RatioRydexM11.20.421-Nov-20147
Rydex Leveraged Bull / Bear RatioRydexM10.8-0.221-Nov-20147
Rydex BankingRydexM15021-Nov-20144
Rydex Basic MaterialsRydexM70.1-1.221-Nov-20144
Rydex BiotechnologyRydexM519.62.921-Nov-20147
Rydex Consumer ProductsRydexM3274.221-Nov-20147
Rydex ElectronicsRydexM28.2021-Nov-20144
Rydex EnergyRydexM48.40.621-Nov-20143
Rydex Energy ServicesRydexM50-0.321-Nov-20143
Rydex EuropeRydexM7.6-0.921-Nov-20143
Rydex Financial ServicesRydexM66.20.821-Nov-20147
Rydex Health CareRydexM225.12.421-Nov-20147
Rydex InternetRydexM15-1.121-Nov-20144
Rydex Japan RydexM8.60.421-Nov-20144
Rydex LeisureRydexM46.8-1.221-Nov-20147
Rydex RetailingRydexM28.40.221-Nov-20144
Rydex TechnologyRydexM39-0.121-Nov-20144
Rydex TelecommunicationsRydexM2.5-0.221-Nov-20142
Rydex TransportationRydexM104.22.421-Nov-20147
Rydex UtilitiesRydexM114.13.621-Nov-20147

                                                                                                                                                     

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Daily models and indicators are usually updated by 6pm EST, except for Rydex which is usually by 10pm EST.

 

The "TIME FRAME" column shows the applicable time frame for each indicator:

  • S = Short-term (several days)

  • M = Medium-term (one to three months)

  • L = Long-term (longer than three months)

Each indicator in the table is accompanied by an icon.  That icon tells you how extreme the indicator is relative to its recent range.  "Extremely Pessimistic" means the indicator is showing that investors have likely already sold and stocks should rise; "Optimistic", on the other hand, means that the indicator is mildly suggesting investors are too confident and stocks may fall going forward.  The more extreme the indicator, the stronger the contrary signal.

 

Icon Meaning

1

Extremely Pessimistic

2

Very Pessimistic
3 Pessimistic
4 Neutral

5

Optimistic
6 Very Optimistic

7

Extremely Optimistic

 

 

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