Market Sentiment Index

A composite measure of 7 market indicators on a scale of 0 (Extreme Fear) to 100 (Extreme Greed)

42
Neutral
Extreme Fear Fear Neutral Greed Extreme Greed

Indicators

Market Breadth 20%
36
Fear Greed
Fear Advance/decline ratio of all stocks
52-Week Highs vs Lows 15%
58
Fear Greed
Neutral Stocks near yearly highs vs lows
Volume Trend 10%
33
Fear Greed
Fear Current volume vs average volume
Price Strength 15%
44
Fear Greed
Neutral Stocks above 52-week midpoint
Market Momentum 15%
34
Fear Greed
Fear S&P 500 daily change
Sector Breadth 10%
9
Fear Greed
Extreme Fear Sectors with positive change
Volatility 15%
71
Fear Greed
Greed Low volatility = greed, high = fear

30-Day History

Date Score Sentiment Breadth Highs/Lows Momentum Volatility
Jul 17 43 Neutral 44 58 34 64
Jul 16 52 Neutral 52 60 41 58
Jul 15 53 Neutral 56 60 57 66
Jul 14 53 Neutral 52 59 56 70
Jul 13 50 Neutral 48 61 37 68
Jul 10 58 Neutral 53 61 57 70
Jul 9 55 Neutral 56 61 64 61
Jul 8 43 Neutral 35 58 45 61
Jul 7 49 Neutral 45 65 42 58
Jul 6 55 Neutral 51 67 65 67
Jul 2 53 Neutral 54 65 48 51
Jul 1 53 Neutral 57 66 48 53
Jun 30 54 Neutral 55 66 63 68
Jun 29 57 Neutral 54 65 78 63
Jun 26 51 Neutral 61 60 38 54
Jun 25 53 Neutral 57 58 52 62
Jun 24 51 Neutral 60 57 49 54
Jun 23 48 Neutral 56 56 26 59
Jun 22 51 Neutral 56 58 45 61
Jun 18 52 Neutral 54 57 63 61
Jun 17 44 Neutral 54 60 29 66
Jun 16 53 Neutral 54 62 40 69
Jun 15 60 Neutral 64 65 79 63
Jun 12 57 Neutral 63 58 59 59
Jun 11 57 Neutral 58 53 78 58
Jun 10 45 Neutral 57 54 24 60
Jun 9 51 Neutral 51 50 45 60
Jun 8 46 Neutral 51 50 54 52
Jun 5 40 Neutral 41 54 7 59
Jun 4 55 Neutral 59 57 56 59
How It Works

The Market Sentiment Index combines 7 indicators into a single score from 0 to 100. Each indicator is normalized to a 0-100 scale and weighted:

  • Market Breadth (20%) — Advancing vs declining stocks
  • 52-Week Highs vs Lows (15%) — Stocks near yearly extremes
  • Volume Trend (10%) — Current vs average trading volume
  • Price Strength (15%) — Percentage of stocks above 52-week midpoint
  • Market Momentum (15%) — S&P 500 daily performance
  • Sector Breadth (10%) — Sectors in positive territory
  • Volatility (15%) — Lower volatility signals greed