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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 ConfidenceModelM45%-5%29-Jul-20154
Dumb Money ConfidenceModelM58%0%29-Jul-20154
Smart - Dumb SpreadModelM-13%-5%29-Jul-20154
STEM.MR ModelModelS74%1%29-Jul-20156
STEM.MR Model - NasdaqModelS61%-3%29-Jul-20155
STEM ModelModelM58%2%29-Jul-20154
Short-Term OptixModelS64-429-Jul-20155
Intermediate-Term OptixModelM50029-Jul-20154
% Showing Excess PessimismModelM3%-5%29-Jul-20156
% Showing Excess OptimismModelM25%3%29-Jul-20154
AIM ModelModelL47%7%24-Jul-20154
SPY OptixETFM56329-Jul-20154
QQQ OptixETFM51229-Jul-20154
DIA OptixETFM58229-Jul-20154
IWM OptixETFM48229-Jul-20154
VIXVolatilityM12.5-0.9429-Jul-20156
VIX TransformVolatilityL13%0%29-Jul-20154
VXNVolatilityM14.96-0.5529-Jul-20155
CS Fear BarometerVolatilityM36.912.7329-Jul-20155
Stock / Bond RatioVolatilityM0.380.2129-Jul-20154
Smart $ IndexVolatilityM55.73-4.9729-Jul-20154
Credit Defaults (CDX)VolatilityM353-829-Jul-20154
VIX Term StructureVolatilityM0.84-0.0329-Jul-20155
SKEW IndexVolatilityM121-2.529-Jul-20154
VXX OptixVolatilityM43-229-Jul-20154
ROBO PutCall RatioPutCallM0.54-0.124-Jul-20154
Small Trader CallsPutCallM0.350.0224-Jul-20154
Small Trader PutsPutCallM0.19-0.0224-Jul-20154
LOBO PutCall RatioPutCallM0.88-0.0824-Jul-20154
Large Trader CallsPutCallM0.310.0224-Jul-20154
Large Trader PutsPutCallM0.28024-Jul-20154
Options Speculation IndexPutCallM1.160.0524-Jul-20155
Total PutCallPutCallS0.9-0.0329-Jul-20154
Equity PutCallPutCallS0.62029-Jul-20154
Equity PutCall De-TrendedPutCallM0.04-0.0129-Jul-20154
ISE Sentiment IndexPutCallS1173829-Jul-20154
ISE Sentiment Index - EquitiesPutCallS2297829-Jul-20157
OEX PutCallPutCallS1.250.0929-Jul-20154
OEX PutCall Open InterestPutCallM2.30.0329-Jul-20157
OEX Determination IndexPutCallM0.48029-Jul-20154
Liquidity Premium - SPYBreadthM-23%0%29-Jul-20156
Liquidity Premium - QQQBreadthM1%-2%29-Jul-20154
Fidelity Funds BreadthBreadthM35%2%29-Jul-20154
Arms Index - NYSEBreadthM0.720.3329-Jul-20155
Arms Index- NasdaqBreadthM0.840.2429-Jul-20154
Up Issues - NYSEBreadthM0.72029-Jul-20155
Up Volume - NYSEBreadthM0.78-0.0929-Jul-20155
New High / New Low - NYSEBreadthM0.440.2929-Jul-20154
Up Issues- NasdaqBreadthM0.57-0.0729-Jul-20154
Up Volume - NasdaqBreadthM0.61-0.1429-Jul-20154
New High / New Low - NasdaqBreadthM0.40.2329-Jul-20154
Down Pressure - SPXBreadthS15%6%29-Jul-20156
Down Pressure - NDXBreadthS28%6%29-Jul-20154
Price Oscillator - SPXBreadthS59%-8%29-Jul-20154
Price Oscillator - NDXBreadthS51%-11%29-Jul-20154
TICK - NYSEBreadthS736-276329-Jul-20154
TICK - NasdaqBreadthS363-33329-Jul-20154
AAII BullsSurveysM21-1229-Jul-20153
AAII BearsSurveysM411529-Jul-20154
AAII Bull RatioSurveysM34-2229-Jul-20152
AAII Allocation - StocksSurveysM67.202-Jul-20155
AAII Allocation - CashSurveysM17.302-Jul-20154
NAAIM ManagersSurveysM52.30.122-Jul-20154
Equity Hedging IndexSurveysM35.41.324-Jul-20154
Risk Appetite IndexSurveysM0.48-0.0122-Jul-20154
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-6.3-0.23-Jul-20154
Strategists' AllocationSurveysL50.60.62-Jul-20154
Economic Surprise IndexSurveysL-75.323-Jul-20154
U Of Mich Consumer ConfSurveysL96.15.430-Jun-20154
Conf Board Consumer ConfSurveysL90.9-8.931-Jul-20154
ABC Consumer ComfortSurveysL43.2-0.313-Jul-20154
NFIB Small Bus OptimismSurveysL94.1-4.230-Jun-20153
Major Index ComboCOTM57-2521-Jul-20154
Hedgers ComboCOTM63-1921-Jul-20154
Speculators ComboCOTM5521-Jul-20151
S&P 500 COTM6902-501321-Jul-20154
S&P 500 E-MiniCOTM-7555-2016821-Jul-20154
S&P 500 ComboCOTM2856-475621-Jul-20154
Nasdaq 100 (NDX)COTM-18366-616521-Jul-20154
NDX E-MiniCOTM-91832-3082821-Jul-20154
NDX ComboCOTM-17170-613221-Jul-20157
DowCOTM-1683163821-Jul-20154
Dow E-MiniCOTM-3366327721-Jul-20154
Dow ComboCOTM-60359621-Jul-20154
Russell 2000 E-Mini COTM-2868-338421-Jul-20154
NikkeiCOTM-6897-14121-Jul-20154
VIXCOTM491031115121-Jul-20154
Odd Lot Purchase %ShortsS66%-1%28-Jul-20154
Odd Lot ShortsShortsS29.5720.12428-Jul-20153
Inverse ETF VolumeShortsM0.44%-0.08%29-Jul-20154
Short Int. Ratio (SIR) - NYSEShortsL1620556610-Jun-20154
SIR De-Trended NyseShortsL0.03010-Jun-20154
Short Int. Ratio - NasdaqShortsL886929010-Jun-20154
Mutual Fund Cash %CashL3.4029-May-20156
Fund Cash Premium / DiscountCashL-1.15%0.00%29-May-20154
Equity / Money Market RatioCashL4.47-0.0329-May-20157
Retail Money MarketCashL2.470.0229-Jun-20157
Margin Debt - NYSECashL504975583230-Jun-20157
Free Credits - NYSECashL281681172230-Jun-20154
Net Available Cash - NYSECashL-223294-411030-Jun-20157
Margin Debt - NasdaqCashL42528-28329-May-20154
Free Credits - NasdaqCashL55451-26829-May-20154
Net Available Cash - NasdaqCashL129231529-May-20154
IPOsCashL301130-Jun-20154
Secondary OfferingsCashL70-830-Jun-20157
Penny Stock Share VolumeCashL5487242430-Jun-20154
Penny Stock Dollar VolumeCashL6917030-Jun-20154
Penny Stock TransactionsCashL1643630-Jun-20152
Mutual Fund Flow (With ETFs)CashM-1400-55622-Jul-20154
Mutual Fund Flow (No ETFs)CashM604500422-Jul-20154
Insider Insights Buy/Sell RatioInsidersM-76%-8%27-Jul-20154
Insider Buy/Sell Seasonally AdjInsidersM-66-1630-Jun-20154
Rydex Bullish FlowRydexM4%1%29-Jul-20154
Rydex Bearish FlowRydexM-5%-2%29-Jul-20154
Rydex RatioRydexM62%2%29-Jul-20157
Rydex Beta Chase IndexRydexS2.50.429-Jul-20154
Rydex Money Market %RydexM26%1%29-Jul-20157
Rydex Bull/Bear SpreadRydexS-23-3229-Jul-20154
Rydex Sectors W/Assets > 50-DayRydexM48%0%29-Jul-20154
Rydex Total Bull AssetsRydexM1623.26.929-Jul-20157
Rydex Leveraged BullsRydexM5472.929-Jul-20154
Rydex Total Bear AssetsRydexM153.2-4.129-Jul-20155
Rydex Leveraged BearsRydexM52.9329-Jul-20157
Rydex Bull / Bear RatioRydexM10.60.329-Jul-20157
Rydex Leveraged Bull / Bear RatioRydexM10.3-0.629-Jul-20155
Rydex BankingRydexM44.6-3.429-Jul-20156
Rydex Basic MaterialsRydexM21-0.829-Jul-20152
Rydex BiotechnologyRydexM868.6-19.429-Jul-20157
Rydex Consumer ProductsRydexM289129-Jul-20157
Rydex ElectronicsRydexM16.7-0.429-Jul-20154
Rydex EnergyRydexM33.70.529-Jul-20152
Rydex Energy ServicesRydexM22.6229-Jul-20151
Rydex EuropeRydexM19.9-0.829-Jul-20154
Rydex Financial ServicesRydexM69.11.329-Jul-20157
Rydex Health CareRydexM288.50.429-Jul-20157
Rydex InternetRydexM41.2-0.129-Jul-20154
Rydex Japan RydexM8.6029-Jul-20154
Rydex LeisureRydexM56.30.429-Jul-20157
Rydex RetailingRydexM61.53.229-Jul-20157
Rydex TechnologyRydexM47.30.129-Jul-20154
Rydex TelecommunicationsRydexM2-0.129-Jul-20152
Rydex TransportationRydexM29.3129-Jul-20154
Rydex UtilitiesRydexM24.2029-Jul-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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