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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 ConfidenceModelM35%-5%1-May-20156
Dumb Money ConfidenceModelM71%0%1-May-20157
Smart - Dumb SpreadModelM-36%-5%1-May-20157
STEM.MR ModelModelS66%39%1-May-20155
STEM.MR Model - NasdaqModelS63%34%1-May-20155
STEM ModelModelM72%-1%1-May-20154
Short-Term OptixModelS73391-May-20156
Intermediate-Term OptixModelM7021-May-20155
% Showing Excess PessimismModelM2%-3%1-May-20156
% Showing Excess OptimismModelM42%4%1-May-20157
AIM ModelModelL75%8%1-May-20157
SPY OptixETFM5331-May-20154
QQQ OptixETFM6921-May-20155
DIA OptixETFM5621-May-20154
IWM OptixETFM3301-May-20153
VIXVolatilityM12.7-1.851-May-20156
VIX TransformVolatilityL12%0%1-May-20154
VXNVolatilityM15.07-1.441-May-20154
CS Fear BarometerVolatilityM34.871.221-May-20155
Stock / Bond RatioVolatilityM1.740.741-May-20154
Smart $ IndexVolatilityM158.2-8.451-May-20154
Credit Defaults (CDX)VolatilityM337-31-May-20154
VIX Term StructureVolatilityM0.83-0.051-May-20155
SKEW IndexVolatilityM122.46.41-May-20154
VXX OptixVolatilityM63-51-May-20155
ROBO PutCall RatioPutCallM0.53-0.041-May-20154
Small Trader CallsPutCallM0.350.041-May-20154
Small Trader PutsPutCallM0.190.011-May-20154
LOBO PutCall RatioPutCallM0.730.041-May-20154
Large Trader CallsPutCallM0.3301-May-20154
Large Trader PutsPutCallM0.240.011-May-20154
Options Speculation IndexPutCallM1.270.091-May-20157
Total PutCallPutCallS0.97-0.081-May-20154
Equity PutCallPutCallS0.61-0.111-May-20154
Equity PutCall De-TrendedPutCallM-0.01-0.021-May-20154
ISE Sentiment IndexPutCallS115151-May-20154
ISE Sentiment Index - EquitiesPutCallS161331-May-20154
OEX PutCallPutCallS1.33-0.111-May-20154
OEX PutCall Open InterestPutCallM2.54-0.091-May-20157
OEX Determination IndexPutCallM0.47-0.021-May-20154
Liquidity Premium - SPYBreadthM-15%-5%1-May-20154
Liquidity Premium - QQQBreadthM6%-2%1-May-20154
Fidelity Funds BreadthBreadthM80%0%1-May-20155
Arms Index - NYSEBreadthM0.62-0.051-May-20156
Arms Index- NasdaqBreadthM0.67-0.31-May-20155
Up Issues - NYSEBreadthM0.60.361-May-20154
Up Volume - NYSEBreadthM0.710.391-May-20155
New High / New Low - NYSEBreadthM0.510.071-May-20154
Up Issues- NasdaqBreadthM0.60.371-May-20154
Up Volume - NasdaqBreadthM0.690.451-May-20154
New High / New Low - NasdaqBreadthM0.3401-May-20154
Down Pressure - SPXBreadthS10%-75%1-May-20157
Down Pressure - NDXBreadthS4%-86%1-May-20157
Price Oscillator - SPXBreadthS64%23%1-May-20155
Price Oscillator - NDXBreadthS62%24%1-May-20155
TICK - NYSEBreadthS-45413141-May-20154
TICK - NasdaqBreadthS98812201-May-20154
Consensus BullsSurveysM67117-Apr-20154
Market Vane BullsSurveysM68124-Apr-20155
AAII BullsSurveysM31029-Apr-20154
AAII BearsSurveysM22-129-Apr-20154
AAII Bull RatioSurveysM58129-Apr-20154
AAII Allocation - StocksSurveysM68.60.327-Mar-20156
NAAIM ManagersSurveysM90.614.729-Apr-20157
Equity Hedging IndexSurveysM20.15.31-May-20155
Risk Appetite IndexSurveysM0.51-0.0529-Apr-20154
Pension Fund Allocation - StocksSurveysL0.720.0031-Dec-20144
Equities As % Of GDPSurveysL1.270.0431-Dec-20147
Equities As % Of Total AssetsSurveysL0.310.0031-Dec-20145
Japanese Margin TradersSurveysM-7.90.324-Apr-20154
Strategists' AllocationSurveysL50127-Mar-20153
Economic Surprise IndexSurveysL-62.24.630-Apr-20152
U Of Mich Consumer ConfSurveysL95.92.930-Apr-20154
Conf Board Consumer ConfSurveysL95.2-6.230-Apr-20154
ABC Consumer ComfortSurveysL44.7-0.727-Apr-20154
NFIB Small Bus OptimismSurveysL95.2-2.831-Mar-20154
All-Index Futures PositioningCOTM50-628-Apr-20154
Commercial TradersCOTM50-628-Apr-20154
Small SpeculatorsCOTM0028-Apr-20151
S&P 500 COTM5948201928-Apr-20154
S&P 500 E-MiniCOTM-105803-582228-Apr-20154
S&P 500 Smart MoneyCOTM-804338228-Apr-20154
Nasdaq 100 (NDX)COTM-19124-286028-Apr-20154
NDX E-MiniCOTM-95622-1430028-Apr-20154
NDX Smart MoneyCOTM-17270-284128-Apr-20157
DowCOTM-10175-130328-Apr-20154
Dow E-MiniCOTM-20349-260428-Apr-20154
Dow Smart MoneyCOTM-3685-50028-Apr-20154
Russell 2000 E-Mini COTM-3386148428-Apr-20154
NikkeiCOTM-15470-59628-Apr-20154
VIXCOTM74827809328-Apr-20154
Odd Lot Purchase %ShortsS68%1%30-Apr-20157
Odd Lot ShortsShortsS33.4366.54930-Apr-20151
Inverse ETF VolumeShortsM0.45%-0.07%1-May-20154
Short Int. Ratio (SIR) - NYSEShortsL15056-26524-Feb-20154
SIR De-Trended NyseShortsL0.11-0.0324-Feb-20154
Short Int. Ratio - NasdaqShortsL841512111-Mar-20154
Mutual Fund Cash %CashL3.5-0.131-Mar-20156
Fund Cash Premium / DiscountCashL-1.06%-0.10%31-Mar-20154
Equity / Money Market RatioCashL4.320.0231-Mar-20157
Retail Money MarketCashL2.5-0.0113-Apr-20157
Margin Debt - NYSECashL4763811144831-Mar-20157
Free Credits - NYSECashL285623198131-Mar-20154
Net Available Cash - NYSECashL-190758-946731-Mar-20157
Margin Debt - NasdaqCashL41674168431-Mar-20154
Free Credits - NasdaqCashL5607641731-Mar-20154
Net Available Cash - NasdaqCashL14402-126731-Mar-20154
IPOsCashL2-227-Feb-20152
Secondary OfferingsCashL13127-Feb-20154
Penny Stock Share VolumeCashL9187314231-Mar-20154
Penny Stock Dollar VolumeCashL834-77531-Mar-20154
Penny Stock TransactionsCashL167-6131-Mar-20152
Mutual Fund Flow (With ETFs)CashM689-91129-Apr-20154
Mutual Fund Flow (No ETFs)CashM-1600-360029-Apr-20154
Insider Buys/SellsInsidersM-93%4%27-Apr-20154
Insiderscore.com Buy/SellInsidersM-2.7-0.54-Mar-20157
Rydex Bullish FlowRydexM9%9%1-May-20154
Rydex Bearish FlowRydexM7%4%1-May-20154
Rydex RatioRydexM71%2%1-May-20157
Rydex Beta Chase IndexRydexS4.51.91-May-20157
Rydex Money Market %RydexM0%-19%1-May-20157
Rydex Bull/Bear SpreadRydexS10-781-May-20154
Rydex Sectors W/Assets > 50-DayRydexM52%7%1-May-20154
Rydex Total Bull AssetsRydexM1598.648.21-May-20156
Rydex Leveraged BullsRydexM490.97.51-May-20154
Rydex Total Bear AssetsRydexM130.5-0.41-May-20156
Rydex Leveraged BearsRydexM50.60.41-May-20157
Rydex Bull / Bear RatioRydexM12.20.41-May-20157
Rydex Leveraged Bull / Bear RatioRydexM9.70.11-May-20154
Rydex BankingRydexM51.2-0.61-May-20157
Rydex Basic MaterialsRydexM63.1-0.61-May-20154
Rydex BiotechnologyRydexM692.116.31-May-20157
Rydex Consumer ProductsRydexM299.55.11-May-20157
Rydex ElectronicsRydexM32.75.21-May-20154
Rydex EnergyRydexM75.210.41-May-20154
Rydex Energy ServicesRydexM30.3-0.11-May-20152
Rydex EuropeRydexM10.901-May-20154
Rydex Financial ServicesRydexM54.50.11-May-20157
Rydex Health CareRydexM261.4-8.81-May-20157
Rydex InternetRydexM22.35.51-May-20154
Rydex Japan RydexM15.41.31-May-20154
Rydex LeisureRydexM60.1-6.71-May-20157
Rydex RetailingRydexM78.70.61-May-20157
Rydex TechnologyRydexM4310.21-May-20154
Rydex TelecommunicationsRydexM180.91-May-20154
Rydex TransportationRydexM554.34911-May-20157
Rydex UtilitiesRydexM139631-May-20157

                                                                                                                                                     

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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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