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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 ConfidenceModelM60%5%2-Jul-20153
Dumb Money ConfidenceModelM63%-4%2-Jul-20155
Smart - Dumb SpreadModelM-3%9%2-Jul-20154
STEM.MR ModelModelS69%14%2-Jul-20155
STEM.MR Model - NasdaqModelS57%17%2-Jul-20154
STEM ModelModelM35%1%2-Jul-20154
Short-Term OptixModelS50-22-Jul-20154
Intermediate-Term OptixModelM50-52-Jul-20154
% Showing Excess PessimismModelM11%2%2-Jul-20154
% Showing Excess OptimismModelM16%-1%2-Jul-20154
AIM ModelModelL44%-14%3-Jul-20154
SPY OptixETFM5422-Jul-20154
QQQ OptixETFM56-12-Jul-20154
DIA OptixETFM57-22-Jul-20154
IWM OptixETFM57-42-Jul-20154
VIXVolatilityM16.790.72-Jul-20154
VIX TransformVolatilityL4%-2%2-Jul-20154
VXNVolatilityM17.660.12-Jul-20154
CS Fear BarometerVolatilityM35.31-0.922-Jul-20155
Stock / Bond RatioVolatilityM1.18-0.112-Jul-20154
Smart $ IndexVolatilityM90.67-22-Jul-20154
Credit Defaults (CDX)VolatilityM347-22-Jul-20154
VIX Term StructureVolatilityM0.95-0.012-Jul-20153
SKEW IndexVolatilityM121.51.42-Jul-20154
VXX OptixVolatilityM59-12-Jul-20154
ROBO PutCall RatioPutCallM0.59026-Jun-20154
Small Trader CallsPutCallM0.31-0.0126-Jun-20154
Small Trader PutsPutCallM0.18-0.0126-Jun-20154
LOBO PutCall RatioPutCallM0.84-0.0726-Jun-20154
Large Trader CallsPutCallM0.310.0126-Jun-20154
Large Trader PutsPutCallM0.26-0.0226-Jun-20154
Options Speculation IndexPutCallM1.11026-Jun-20154
Total PutCallPutCallS1-0.152-Jul-20154
Equity PutCallPutCallS0.70.082-Jul-20154
Equity PutCall De-TrendedPutCallM0.060.012-Jul-20154
ISE Sentiment IndexPutCallS8962-Jul-20154
ISE Sentiment Index - EquitiesPutCallS153232-Jul-20154
OEX PutCallPutCallS0.49-0.462-Jul-20151
OEX PutCall Open InterestPutCallM2.17-0.032-Jul-20157
OEX Determination IndexPutCallM0.51-0.012-Jul-20154
Liquidity Premium - SPYBreadthM8%-5%2-Jul-20154
Liquidity Premium - QQQBreadthM-6%-7%2-Jul-20154
Fidelity Funds BreadthBreadthM40%5%2-Jul-20154
Arms Index - NYSEBreadthM1.08-0.322-Jul-20154
Arms Index- NasdaqBreadthM0.67-0.32-Jul-20155
Up Issues - NYSEBreadthM0.5-0.132-Jul-20154
Up Volume - NYSEBreadthM0.48-0.072-Jul-20154
New High / New Low - NYSEBreadthM0.310.062-Jul-20154
Up Issues- NasdaqBreadthM0.37-0.182-Jul-20154
Up Volume - NasdaqBreadthM0.47-0.092-Jul-20154
New High / New Low - NasdaqBreadthM0.36-0.052-Jul-20154
Down Pressure - SPXBreadthS54%30%2-Jul-20154
Down Pressure - NDXBreadthS41%21%2-Jul-20154
Price Oscillator - SPXBreadthS47%-6%2-Jul-20154
Price Oscillator - NDXBreadthS49%0%2-Jul-20154
TICK - NYSEBreadthS92715902-Jul-20154
TICK - NasdaqBreadthS43614892-Jul-20154
AAII BullsSurveysM23-131-Jul-20153
AAII BearsSurveysM35131-Jul-20154
AAII Bull RatioSurveysM40-221-Jul-20153
AAII Allocation - StocksSurveysM57.805-Jun-20154
AAII Allocation - CashSurveysM22.805-Jun-20154
NAAIM ManagersSurveysM54.8-4.21-Jul-20154
Equity Hedging IndexSurveysM23.4-22.226-Jun-20155
Risk Appetite IndexSurveysM0.130.051-Jul-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-6.30.35-Jun-20154
Strategists' AllocationSurveysL50127-Mar-20153
Economic Surprise IndexSurveysL-25.1-12-Jul-20154
U Of Mich Consumer ConfSurveysL96.15.430-Jun-20154
Conf Board Consumer ConfSurveysL101.46.830-Jun-20154
ABC Consumer ComfortSurveysL441.429-Jun-20154
NFIB Small Bus OptimismSurveysL98.31.429-May-20154
Major Index ComboCOTM64-1123-Jun-20154
Hedgers ComboCOTM69-1723-Jun-20154
Speculators ComboCOTM5-623-Jun-20151
S&P 500 COTM-1209-4336023-Jun-20154
S&P 500 E-MiniCOTM2694923653623-Jun-20154
S&P 500 ComboCOTM2220209823-Jun-20154
Nasdaq 100 (NDX)COTM-17264-1698923-Jun-20154
NDX E-MiniCOTM-86318-3272723-Jun-20154
NDX ComboCOTM-15706-1080723-Jun-20156
DowCOTM-209731604023-Jun-20155
Dow E-MiniCOTM-26745-1145523-Jun-20154
Dow ComboCOTM-6232176423-Jun-20157
Russell 2000 E-Mini COTM-16602-1320023-Jun-20154
NikkeiCOTM-5583-110623-Jun-20154
VIXCOTM61073-1022223-Jun-20154
Odd Lot Purchase %ShortsS67%0%1-Jul-20154
Odd Lot ShortsShortsS27.806-2.9561-Jul-20154
Inverse ETF VolumeShortsM0.50%-0.03%2-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 MarketCashL2.44-0.0211-May-20157
Margin Debt - NYSECashL499143-801029-May-20157
Free Credits - NYSECashL27995917529-May-20154
Net Available Cash - NYSECashL-219184818529-May-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 VolumeCashL3063-194929-May-20152
Penny Stock Dollar VolumeCashL621-20329-May-20154
Penny Stock TransactionsCashL128-3929-May-20152
Mutual Fund Flow (With ETFs)CashM-1000-790024-Jun-20154
Mutual Fund Flow (No ETFs)CashM-2100-118024-Jun-20154
Insider Insights Buy/Sell RatioInsidersM-89%-9%29-Jun-20154
Insider Buy/Sell Seasonally AdjInsidersM-50-2429-May-20154
Rydex Bullish FlowRydexM-5%-1%2-Jul-20154
Rydex Bearish FlowRydexM1%3%2-Jul-20154
Rydex RatioRydexM63%0%2-Jul-20157
Rydex Beta Chase IndexRydexS0.8-0.92-Jul-20151
Rydex Money Market %RydexM27%1%2-Jul-20157
Rydex Bull/Bear SpreadRydexS-92-52-Jul-20151
Rydex Sectors W/Assets > 50-DayRydexM33%-3%2-Jul-20153
Rydex Total Bull AssetsRydexM1498.7-33.12-Jul-20155
Rydex Leveraged BullsRydexM476.1-31.32-Jul-20154
Rydex Total Bear AssetsRydexM18511.32-Jul-20155
Rydex Leveraged BearsRydexM60.810.62-Jul-20156
Rydex Bull / Bear RatioRydexM8.1-0.72-Jul-20155
Rydex Leveraged Bull / Bear RatioRydexM7.8-2.32-Jul-20154
Rydex BankingRydexM63.6-9.82-Jul-20157
Rydex Basic MaterialsRydexM24.1-1.52-Jul-20152
Rydex BiotechnologyRydexM8430.52-Jul-20157
Rydex Consumer ProductsRydexM300.122.92-Jul-20157
Rydex ElectronicsRydexM39.8-13.22-Jul-20154
Rydex EnergyRydexM36.8-22-Jul-20152
Rydex Energy ServicesRydexM36.813.52-Jul-20152
Rydex EuropeRydexM9.9-15.12-Jul-20153
Rydex Financial ServicesRydexM43.91.72-Jul-20157
Rydex Health CareRydexM253.8-232-Jul-20157
Rydex InternetRydexM46.7-1.32-Jul-20154
Rydex Japan RydexM15.66.52-Jul-20154
Rydex LeisureRydexM53.518.32-Jul-20157
Rydex RetailingRydexM66.6-14.32-Jul-20157
Rydex TechnologyRydexM47.9-132-Jul-20154
Rydex TelecommunicationsRydexM2.4-15.12-Jul-20152
Rydex TransportationRydexM33.7-0.22-Jul-20154
Rydex UtilitiesRydexM28.322-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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