Market Sentiment Index

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

43
Neutral
Extreme Fear Fear Neutral Greed Extreme Greed

Indicators

Market Breadth 20%
34
Fear Greed
Fear Advance/decline ratio of all stocks
52-Week Highs vs Lows 15%
54
Fear Greed
Neutral Stocks near yearly highs vs lows
Volume Trend 10%
33
Fear Greed
Fear Current volume vs average volume
Price Strength 15%
42
Fear Greed
Neutral Stocks above 52-week midpoint
Market Momentum 15%
38
Fear Greed
Fear S&P 500 daily change
Sector Breadth 10%
46
Fear Greed
Neutral Sectors with positive change
Volatility 15%
57
Fear Greed
Neutral Low volatility = greed, high = fear

30-Day History

Date Score Sentiment Breadth Highs/Lows Momentum Volatility
Jun 3 45 Neutral 39 56 38 56
Jun 2 50 Neutral 46 58 52 56
Jun 1 47 Neutral 46 59 55 59
May 29 49 Neutral 51 63 54 67
May 28 54 Neutral 56 62 59 66
May 27 52 Neutral 54 63 50 64
May 26 56 Neutral 62 63 61 68
May 22 57 Neutral 54 55 57 71
May 21 52 Neutral 54 52 53 63
May 20 54 Neutral 53 49 67 60
May 19 44 Neutral 38 46 39 67
May 18 47 Neutral 42 46 49 55
May 15 39 Fear 40 51 30 58
May 14 54 Neutral 54 54 63 65
May 13 50 Neutral 44 53 59 61
May 12 49 Neutral 43 56 48 60
May 11 49 Neutral 45 59 54 54
May 8 53 Neutral 54 64 64 59
May 7 46 Neutral 51 64 45 51
May 6 59 Neutral 63 66 73 46
May 5 59 Neutral 60 64 63 65
May 4 49 Neutral 53 65 44 67
May 1 51 Neutral 58 65 55 61
Apr 30 60 Neutral 57 63 67 60
Apr 29 48 Neutral 41 62 50 66
Apr 28 52 Neutral 51 66 42 71
Apr 27 54 Neutral 52 66 53 71
Apr 24 54 Neutral 55 70 63 63
Apr 23 51 Neutral 49 70 44 64
Apr 22 58 Neutral 57 71 67 67
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