Market Sentiment Index

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

50
Neutral
Extreme Fear Fear Neutral Greed Extreme Greed

Indicators

Market Breadth 20%
51
Fear Greed
Neutral Advance/decline ratio of all stocks
52-Week Highs vs Lows 15%
40
Fear Greed
Fear Stocks near yearly highs vs lows
Volume Trend 10%
33
Fear Greed
Fear Current volume vs average volume
Price Strength 15%
38
Fear Greed
Fear Stocks above 52-week midpoint
Market Momentum 15%
52
Fear Greed
Neutral S&P 500 daily change
Sector Breadth 10%
64
Fear Greed
Greed Sectors with positive change
Volatility 15%
73
Fear Greed
Greed Low volatility = greed, high = fear

30-Day History

Date Score Sentiment Breadth Highs/Lows Momentum Volatility
Apr 1 53 Neutral 60 39 63 59
Mar 31 55 Neutral 61 36 98 40
Mar 30 43 Neutral 37 32 44 64
Mar 27 35 Fear 32 34 22 59
Mar 26 39 Fear 45 37 20 65
Mar 25 53 Neutral 55 37 59 68
Mar 24 46 Neutral 48 35 44 64
Mar 23 51 Neutral 51 33 68 58
Mar 20 35 Fear 36 32 22 69
Mar 19 42 Neutral 38 33 46 71
Mar 18 37 Fear 38 35 27 72
Mar 17 52 Neutral 56 35 54 75
Mar 16 56 Neutral 55 34 67 74
Mar 13 42 Neutral 36 36 41 63
Mar 12 38 Fear 34 38 25 70
Mar 11 42 Neutral 39 40 45 71
Mar 10 45 Neutral 50 42 47 68
Mar 9 50 Neutral 31 39 65 57
Mar 6 33 Fear 33 24 28 58
Mar 5 41 Neutral 45 26 40 67
Mar 4 52 Neutral 54 27 63 65
Mar 3 36 Fear 39 27 34 53
Mar 2 45 Neutral 52 28 51 58
Feb 20 54 Neutral 57 32 59 63
Feb 19 51 Neutral 57 32 42 58
Feb 18 55 Neutral 71 34 55 53
Feb 17 59 Neutral 81 34 55 28
Feb 15 59 Neutral 82 34 55 27
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