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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 ConfidenceModelM80%0%28-Aug-20151
Dumb Money ConfidenceModelM21%-4%28-Aug-20151
Smart - Dumb SpreadModelM59%4%28-Aug-20151
STEM.MR ModelModelS65%-17%28-Aug-20155
STEM.MR Model - NasdaqModelS67%-5%28-Aug-20155
STEM ModelModelM60%4%28-Aug-20154
Short-Term OptixModelS39-2728-Aug-20153
Intermediate-Term OptixModelM20-128-Aug-20151
% Showing Excess PessimismModelM41%-4%28-Aug-20151
% Showing Excess OptimismModelM14%0%28-Aug-20154
AIM ModelModelL2%-16%28-Aug-20151
SPY OptixETFM46028-Aug-20154
QQQ OptixETFM41128-Aug-20154
DIA OptixETFM51028-Aug-20154
IWM OptixETFM25128-Aug-20152
VIXVolatilityM26.05-0.0528-Aug-20151
VIX TransformVolatilityL-13%2%28-Aug-20154
VXNVolatilityM28.750.2928-Aug-20151
CS Fear BarometerVolatilityM30.31.2528-Aug-20154
Stock / Bond RatioVolatilityM-1.55-0.0928-Aug-20154
Smart $ IndexVolatilityM120.243.4928-Aug-20154
Credit Defaults (CDX)VolatilityM384828-Aug-20154
VIX Term StructureVolatilityM1.03-0.0228-Aug-20152
SKEW IndexVolatilityM130.3428-Aug-20155
VXX OptixVolatilityM45-128-Aug-20154
ROBO PutCall RatioPutCallM0.62-0.0421-Aug-20154
Small Trader CallsPutCallM0.350.0121-Aug-20154
Small Trader PutsPutCallM0.22021-Aug-20153
LOBO PutCall RatioPutCallM1.06021-Aug-20154
Large Trader CallsPutCallM0.28021-Aug-20154
Large Trader PutsPutCallM0.29-0.0121-Aug-20154
Options Speculation IndexPutCallM1.140.0921-Aug-20154
Total PutCallPutCallS1.280.0828-Aug-20152
Equity PutCallPutCallS0.72-0.0428-Aug-20154
Equity PutCall De-TrendedPutCallM0.20.0128-Aug-20151
ISE Sentiment IndexPutCallS87928-Aug-20154
ISE Sentiment Index - EquitiesPutCallS1564228-Aug-20154
OEX PutCallPutCallS0.76-0.428-Aug-20154
OEX PutCall Open InterestPutCallM1.470.1428-Aug-20154
OEX Determination IndexPutCallM0.440.0128-Aug-20154
Liquidity Premium - SPYBreadthM67%3%28-Aug-20151
Liquidity Premium - QQQBreadthM73%4%28-Aug-20151
Fidelity Funds BreadthBreadthM5%2%28-Aug-20151
Arms Index - NYSEBreadthM0.90.5228-Aug-20154
Arms Index- NasdaqBreadthM0.760.428-Aug-20154
Up Issues - NYSEBreadthM0.65-0.2428-Aug-20154
Up Volume - NYSEBreadthM0.67-0.2828-Aug-20154
New High / New Low - NYSEBreadthM0.280.1228-Aug-20153
Up Issues- NasdaqBreadthM0.69-0.0928-Aug-20154
Up Volume - NasdaqBreadthM0.75-0.1628-Aug-20155
New High / New Low - NasdaqBreadthM0.450.1628-Aug-20154
Down Pressure - SPXBreadthS41%39%28-Aug-20154
Down Pressure - NDXBreadthS37%36%28-Aug-20154
Price Oscillator - SPXBreadthS52%-9%28-Aug-20154
Price Oscillator - NDXBreadthS54%-1%28-Aug-20154
TICK - NYSEBreadthS2189-244528-Aug-20154
TICK - NasdaqBreadthS1540-72228-Aug-20155
AAII BullsSurveysM33626-Aug-20154
AAII BearsSurveysM38526-Aug-20154
AAII Bull RatioSurveysM46126-Aug-20154
AAII Allocation - StocksSurveysM67.40.231-Jul-20155
AAII Allocation - CashSurveysM17.2-0.131-Jul-20154
NAAIM ManagersSurveysM28.3-13.226-Aug-20153
Equity Hedging IndexSurveysM63.716.821-Aug-20153
Risk Appetite IndexSurveysM0.040.0126-Aug-20151
Pension Fund Allocation - StocksSurveysL0.680.0031-Mar-20154
Equities As % Of GDPSurveysL1.270.0131-Mar-20157
Equities As % Of Total AssetsSurveysL0.310.0031-Mar-20155
Japanese Margin TradersSurveysM-7.5-0.77-Aug-20154
Strategists' AllocationSurveysL51.30.77-Aug-20154
Economic Surprise IndexSurveysL-2.76.627-Aug-20154
U Of Mich Consumer ConfSurveysL93.3-2.831-Jul-20154
Conf Board Consumer ConfSurveysL90.9-8.931-Jul-20154
ABC Consumer ComfortSurveysL40.70.410-Aug-20154
NFIB Small Bus OptimismSurveysL95.41.331-Jul-20154
Major Index ComboCOTM82-325-Aug-20152
Hedgers ComboCOTM91625-Aug-20151
Speculators ComboCOTM9925-Aug-20151
S&P 500 COTM461892558225-Aug-20151
S&P 500 E-MiniCOTM-231026-21696425-Aug-20154
S&P 500 ComboCOTM-8-933625-Aug-20154
Nasdaq 100 (NDX)COTM-29461374025-Aug-20154
NDX E-MiniCOTM-147306869925-Aug-20154
NDX ComboCOTM-23661279125-Aug-20152
DowCOTM794652525-Aug-20154
Dow E-MiniCOTM15892105025-Aug-20151
Dow ComboCOTM2490-10925-Aug-20151
Russell 2000 E-Mini COTM42207-127325-Aug-20154
NikkeiCOTM-10997-298225-Aug-20154
VIXCOTM-16839-7819325-Aug-20154
Odd Lot Purchase %ShortsS68%-1%27-Aug-20154
Odd Lot ShortsShortsS39.661-5.65727-Aug-20151
Inverse ETF VolumeShortsM0.67%-0.62%28-Aug-20154
Short Int. Ratio (SIR) - NYSEShortsL1620556610-Jun-20154
SIR De-Trended NyseShortsL0.03010-Jun-20154
Short Int. Ratio - NasdaqShortsL886929010-Jun-20154
Mutual Fund Cash %CashL3.30.131-Jul-20156
Fund Cash Premium / DiscountCashL-1.29%0.06%31-Jul-20154
Equity / Money Market RatioCashL4.37-0.130-Jun-20157
Retail Money MarketCashL2.5-0.0110-Aug-20157
Margin Debt - NYSECashL487354-1762131-Jul-20157
Free Credits - NYSECashL281583-9831-Jul-20154
Net Available Cash - NYSECashL-2057711752331-Jul-20157
Margin Debt - NasdaqCashL4339040831-Jul-20154
Free Credits - NasdaqCashL56208-116631-Jul-20154
Net Available Cash - NasdaqCashL12818-157431-Jul-20154
IPOsCashL23-931-Jul-20154
Secondary OfferingsCashL63-1531-Jul-20157
Penny Stock Share VolumeCashL4898-58931-Jul-20153
Penny Stock Dollar VolumeCashL79610531-Jul-20154
Penny Stock TransactionsCashL150-1431-Jul-20152
Mutual Fund Flow (With ETFs)CashM-17800-1752426-Aug-20151
Mutual Fund Flow (No ETFs)CashM-2600-205226-Aug-20154
Insider Insights Buy/Sell RatioInsidersM-28%34%24-Aug-20154
Insider Buy/Sell Seasonally AdjInsidersM67231-Jul-20153
Rydex Bullish FlowRydexM-15%-5%28-Aug-20153
Rydex Bearish FlowRydexM31%1%28-Aug-20151
Rydex RatioRydexM37%-16%28-Aug-20155
Rydex Beta Chase IndexRydexS0.6-0.128-Aug-20151
Rydex Money Market %RydexM47%4%28-Aug-20154
Rydex Bull/Bear SpreadRydexS-33-3328-Aug-20154
Rydex Sectors W/Assets > 50-DayRydexM18%0%28-Aug-20152
Rydex Total Bull AssetsRydexM1297.6-28.928-Aug-20154
Rydex Leveraged BullsRydexM412.2-21.428-Aug-20154
Rydex Total Bear AssetsRydexM264.635.328-Aug-20154
Rydex Leveraged BearsRydexM69.6-2.128-Aug-20156
Rydex Bull / Bear RatioRydexM4.9-0.928-Aug-20152
Rydex Leveraged Bull / Bear RatioRydexM5.9-0.128-Aug-20154
Rydex BankingRydexM17.4-828-Aug-20154
Rydex Basic MaterialsRydexM21.5-1.328-Aug-20152
Rydex BiotechnologyRydexM78111.228-Aug-20157
Rydex Consumer ProductsRydexM281.80.228-Aug-20157
Rydex ElectronicsRydexM14.10.228-Aug-20154
Rydex EnergyRydexM31.60.828-Aug-20152
Rydex Energy ServicesRydexM18.6-0.628-Aug-20151
Rydex EuropeRydexM7.8-1.328-Aug-20153
Rydex Financial ServicesRydexM58.9-0.528-Aug-20157
Rydex Health CareRydexM224.3-8.228-Aug-20157
Rydex InternetRydexM19.2-1.428-Aug-20154
Rydex Japan RydexM5.1-0.728-Aug-20154
Rydex LeisureRydexM48.2-1.528-Aug-20157
Rydex RetailingRydexM56.20.128-Aug-20157
Rydex TechnologyRydexM21.8-0.528-Aug-20154
Rydex TelecommunicationsRydexM120.628-Aug-20154
Rydex TransportationRydexM23.30.128-Aug-20154
Rydex UtilitiesRydexM30.10.328-Aug-20154

                                                                                                                                                     

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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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