Market Sentiment Index

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

46
Neutral
Extreme Fear Fear Neutral Greed Extreme Greed

Indicators

Market Breadth 20%
48
Fear Greed
Neutral Advance/decline ratio of all stocks
52-Week Highs vs Lows 15%
41
Fear Greed
Neutral Stocks near yearly highs vs lows
Volume Trend 10%
33
Fear Greed
Fear Current volume vs average volume
Price Strength 15%
36
Fear Greed
Fear Stocks above 52-week midpoint
Market Momentum 15%
56
Fear Greed
Neutral S&P 500 daily change
Sector Breadth 10%
64
Fear Greed
Greed Sectors with positive change
Volatility 15%
44
Fear Greed
Neutral Low volatility = greed, high = fear

30-Day History

Date Score Sentiment Breadth Highs/Lows Momentum Volatility
Nov 6 46 Neutral 48 40 56 44
Nov 5 25 Fear 34 43 0 20
Nov 4 51 Neutral 58 49 76 25
Nov 3 46 Neutral 49 45 55 59
Nov 2 48 Neutral 49 46 44 51
Oct 30 41 Neutral 44 44 21 58
Oct 29 53 Neutral 61 46 44 64
Oct 28 51 Neutral 56 44 56 70
Oct 27 51 Neutral 58 43 59 71
Oct 26 51 Neutral 50 43 62 71
Oct 23 42 Neutral 45 39 41 61
Oct 22 45 Neutral 52 38 30 67
Oct 21 52 Neutral 59 38 59 74
Oct 20 55 Neutral 62 37 56 73
Oct 19 44 Neutral 44 34 57 72
Oct 16 42 Neutral 44 33 32 65
Oct 15 49 Neutral 55 33 55 60
Oct 14 38 Fear 32 31 32 71
Oct 13 47 Neutral 45 35 50 78
Oct 12 51 Neutral 51 37 49 76
Oct 9 53 Neutral 53 34 60 73
Oct 8 48 Neutral 47 34 43 72
Oct 7 41 Neutral 41 35 46 71
Oct 6 54 Neutral 53 38 59 75
Oct 5 55 Neutral 57 40 61 72
Oct 2 55 Neutral 60 35 62 73
Oct 1 47 Neutral 52 32 53 74
Sep 30 42 Neutral 45 33 47 79
Sep 29 44 Neutral 41 34 47 78
Sep 28 42 Neutral 40 36 38 74
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