Market Sentiment Index

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

37
Fear
Extreme Fear Fear Neutral Greed Extreme Greed

Indicators

Market Breadth 20%
29
Fear Greed
Fear 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%
53
Fear Greed
Neutral Current volume vs average volume
Price Strength 15%
40
Fear Greed
Neutral Stocks above 52-week midpoint
Market Momentum 15%
28
Fear Greed
Fear S&P 500 daily change
Sector Breadth 10%
9
Fear Greed
Extreme Fear Sectors with positive change
Volatility 15%
56
Fear Greed
Neutral Low volatility = greed, high = fear

30-Day History

Date Score Sentiment Breadth Highs/Lows Momentum Volatility
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