MacroMicro

S&P 500 Index ×

Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save MM S&P 500 Fundamental Index

The MM S&P 500 Fundamental Index incorporates comprehensive US economic indices and indices regarding enterprise profitability. Rising MMFI for the US stocks indicates better fundamentals while falling indicates weaker fundamentals.

Components of MMFI for the US stocks include US corporate profits after tax, optimus prime index, US credit spread, etc. Weights of each component are adjusted according to the latest US stock market conditions.

When MMFI for S&P 500 rises, S&P 500 index is likely to rise. When MMFI falls, the bullish cycle is likely to end soon. Once the index falls into the negative territory, a head is likely to form.

Share LINE
Latest Stats
  • MacroMicro U.S. Stock Fundamental Index
    2022-04
    9.46
  • S&P 500
    2022-05-24
    3,941.48
Related Articles
US QuantitativeReport
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save US Nonfarm Payroll (Yearly Change)

The nonfarm payroll monthly report is the most important economic indicator for the US labor market. A monthly increase ranging from 150,000 to 200,000 usually indicates stable growth of the labor market. An annual increase represents the long-term trend in the labor market.

When nonfarm payroll increase falls under 2 million and continues to decline, US stocks are turning bearish. Such reversal usually leads the US stocks by 2 to 3 months.

Share LINE
Latest Stats
  • US Nonfarm Payroll (Yearly Change, L)
    2022-04
    6,620.00k
  • S&P 500 Index (R)
    2022-05-24
    3,941.48
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save Optimus Prime Index

The sales volume of heavy weight trucks over 6.35 metric tons, or the "Optimus Prime Index", is a leading economic indicator. It leads S&P 500 index by over 1 year. The pattern has shown for the past 40 years. When the economy turns weak, companies are the first to react by lowering spending and procurement, causing heavy logistics to decrease.

Share LINE
Latest Stats
  • Heavy Weight Trucks Sales (SAAR, L)
    2022-04
    0.47m
  • S&P 500 (R)
    2022-05-24
    3,941.48
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save Gap Between Two Consumer Confidence Indices

The main distinction between the University of Michigan Consumer Sentiment Survey and the US Consumer Confidence Questionnaire is that the former focuses on how consumers feel about the consumption of "durable goods”, while the latter is closely related to “general consumption” and “employment.”

When the gap (UMCSENT - USCCI) widens, it more often than not indicates that Fed is expected to raise interest rates due to better economic outlook. Heightened pressure on the borrowers will lead to reduction in consumption of durable goods. UM's consumer sentiment decreases first, while consumer confidence remains high, as the labor market, general consumption, and the stock market are still strong.

After several rate hikes, durable goods consumptions continue to decline. Companies begin to reduce investment and personnel costs, causing the labor market and consuming power in the private sector to stagnate. When consumers are conservative, the gap between the two consumer sentiment narrows down, and the stock market faces downward pressure.

Share LINE
Latest Stats
  • Dow Jones Industrial Average (L)
    2022-05-24
    31,931.06
  • UMCSENT - USCCI (R)
    0.00
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save Delinquency Rate on Loans

When mortgage and commercial mortgage delinquency rates are low, and personal credit delinquency rates are up, it means consumers are facing greater personal credit risks. (Since Fed raised interest rate in 2015, consumption debt and car loans delinquency rates are inching up.)

Share LINE
Latest Stats
  • Delinquency Rate on Single-Family Residential Mortgages(SA)
    2021 Q4
    2.33%
  • Delinquency Rate On Commercial Real Estate Loans(SA)
    2021 Q4
    0.77%
  • Delinquency Rate On Business Loans(SA)
    2021 Q4
    1.08%
  • Delinquency Rate On Credit Card Loans(SA)
    2021 Q4
    1.62%
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save MM US Composite Business Score

MM US Composite Business Score is based on a wide range of economic indicators. The allocation we recommend below is a long-term, stable portfolio.

When the score is higher than 80 → Stocks : Treasuries = 7 : 3
When the score is higher than 60 → Stocks : Treasuries = 6 : 4
When the score is higher than 50 → Stocks : Treasuries = 5 : 5
When the score is higher than 40 → Stocks : Treasuries = 4 : 6
When the score is higher than 30 → Stocks : Treasuries = 3 : 7
When the score is lower than 30 → Stocks : Treasuries = 2 : 8

Share LINE
Latest Stats
  • MM US Composite Business Score (L)
    2022-05-25
    22.94
  • SPDR S&P 500 ETF (SPY, R)
    2022-05-24
    393.89
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save US Economic Policy Uncertainty Index

The primary measure for this index is the number of articles that contain at least one term from each of 3 sets of terms. The first set is economic or economy. The second is uncertain or uncertainty. The third set is legislation or deficit or regulation or congress or federal reserve or white house.

Share LINE
Latest Stats
  • US Economic Policy Uncertainty Index
    2022-05-24
    312.11
  • US Economic Policy Uncertainty Index (MA30)
    2022-05-24
    147.94
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save US 10-year Bond Yield - 2-year Bond Yield

Long-term treasury yield reflects inflation. Short-term yield is used to predict the Central bank's policy rate decisions. Spread between the two usually leads the US stocks by 1 and 1.5 years; expands and shrinks, as the economy expands and recesses.

1. Growth phase: 2-year yield rises and spread narrows.
2. Slow growth phase: Central bank raises interest rate and 2-year yield exceeds 10-year yield; spread turns negative.
3. Recession phase: High interest rates lead to more defaults. Inflation caps consumption. Central bank lowers interest rate to stimulate the economy, and 2-year yield falls; spread widens.
4. Recovery phase: Yields stabilize; spread remains wide, as Central bank keeps easing.

Share LINE
Latest Stats
  • US 10-year Bond Yield - 2-year Bond Yield (L)
    2022-05-25
    0.25%
  • S&P 500 Index (R)
    2022-05-24
    3,941.48
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save US & Germany 10-year Bond Yield Spread

US & Germany 10 year bond yield spread = US 10-year bond yield minus Germany 10-year bond yield

Long-term bond yield reflects the economic conditions.
US & Germany 10-year bond yield spread reflects the economic disparity between the US and the Euro Area.

Spread widens as the US outperforms the Eurozone. Spread narrows as the Eurozone catches up.

Share LINE
Latest Stats
  • US & Germany 10-year Bond Yield Spread (L)
    2022-05-24
    1.80%
  • S&P 500 Index (R)
    2022-05-24
    3,941.48
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save MM US Credit Spread

MM CCC credit spread = Merrill Lynch CCC-grade high-yield bond yield - US 10-year bond yield (risk-free interest rate)

Credit spread reflects corporates' default risks.

High-yield bonds are bonds sold by companies with low credit ratings that incur high credit risks and yields more than investment-grade bonds.
When a company is in good shape, cash flow increases and the risks of bankruptcy are low. Bond yield is consequently low.

The credit risk spread has a negative correlation with the stock market. When spread widens, stock price is likely to decline.

Share LINE
Latest Stats
  • MM US CCC Credit Spread
    2022-05-23
    10.54%
  • MM US BBB Credit Spread
    0.00%
  • MM US AAA Credit Spread
    0.00%
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save TED Spread

TED spread is the spread between 3-month LIBOR in USD and the US 3-month Treasury yield. In other words, TED spread is the difference between the interbank lending rate and the risk-free interest rate, which reflects the liquidity flow in the market. TED rises when lenders/investors believe risks become more risk-averse and demand higher return, drying up liquidity.

Share LINE
Latest Stats
  • 3-month LIBOR in USD
    2022-05-24
    1.53%
  • US 3-month Treasury Bond Yield
    2022-05-24
    1.07%
  • TED Spread
    2022-05-24
    0.47%
Related Articles
Bond Global
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save S&P 500 Cyclically Adjusted Price to Earnings Ratio

Cyclically adjusted price-earnings ratio, or CAPE ratio, proposed by Dr. Robert Shiller, a Nobel prize laureate in Economics in 2013, reflects the real P/E ratio of a stock.

CAPE ratio = share price / 10-year average inflation-adjusted earnings

Share LINE
Latest Stats
  • Cyclically Adjusted PE Ratio of S&P 500 (L)
    2022-05
    32.51
  • S&P 500 Index (R)
    2022-05-24
    3,941.48
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save S&P 500 Excess CAPE Yield

ECY = (1 / CAPE) - US 10-year bond real yield

When the stock price gets too high, return from stocks tends to be lower than return from bonds for the next 10 years. When ECY gets low, stocks might start to decline, as seen in 2008 and 2018.

More information:
https://pse.is/3e9gf3

Share LINE
Latest Stats
  • S&P 500 Excess CAPE Yield (L)
    2022-05
    2.47%
  • S&P 500 (R)
    2022-05-24
    3,941.48
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save US S&P 500 Yield and Bond Yield Spread

Yield spread between US stocks and US bonds = S&P 500 dividend yield or earnings yield - US 2-year bond yield

Dividend yield = dividend / price per share
Earnings yield = eps / price per share

Earnings and bond yield spread reflects which asset is more expensive, while dividend and bond yield spread indicates when you should increase/reduce exposures in stocks/bonds.

Share LINE
Latest Stats
  • S&P 500 Earnings Yield - US 2-year Bond Yield (L)
    0.00%
  • S&P 500 Dividend Yield - US 2-year Bond Yield (L)
    0.00%
  • S&P 500 Dividend Yield - US 10-year Bond Yield (L)
    0.00%
  • S&P 500
    2022-05-24
    3,941.48
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save S&P 500 P/E Ratio vs. S&P 500

S&P 500 index price minus P/E ratio (both in YoY) reflects the market's expectations for S&P 500's EPS.

When the result is above 0:
If price grows faster than P/E ratio, the upward revisions of earnings are in line with the increase in valuation.
If P/E ratio drops faster than price, the decrease in valuation is overestimated compared to the downward revisions of earnings.

When the result is below 0:
If P/E ratio grows faster than price, the upward revisions of earnings are insufficient compared to the increase in valuation.
If price drops faster than P/E ratio, the decrease in valuation is underestimated compared to the downward revisions of earnings.

Share LINE
Latest Stats
  • S&P 500 P/E Ratio (L)
    2022-04
    0.21%
  • S&P 500 Index (R)
    2022-05-24
    3,941.48
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save US-CPI YoY vs. S&P 500 P/E

本益比同步反應市場目前的估值狀況（資金面），以及企業營收狀況（基本面），當通膨高漲時，將帶動貨幣政策緊縮、以及衝擊到企業獲利，導致評價下修（derate）、本益比下滑的狀況出現。

過去美國通膨年增高點發生，通常會領先股市估值修正的底部，圖中通膨年增見到高點（經Ｙ軸反轉為圖中紅線底部），通常比 S&P 500 本益比（藍線）的低點領先，主要原因來自於通膨對於經濟壓力以及企業成本壓抑舒緩之後，隨之伴隨貨幣政策鬆綁，才能見到市場信心回籠，帶動評價回升（rerate） 的情況出現。

Share LINE
Latest Stats
  • S&P 500 PE Ratio
    2022-05
    20.08
  • US Consumer Price Index (SA, YoY)
    2022-04
    8.30%
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save CBOE Total Put/Call Ratio

CBOE's total put/call ratio includes index option and equity option. It's a popular indicator for market sentiment. A high put/call ratio suggests that the market is overly bearish and stocks might rebound. A low put/call ratio suggests that market exuberance could result in a sharp fall.

When 10-day average rises over 1.1, a trough might appear. When it falls below 0.8, a peak might appear.

Share LINE
Latest Stats
  • CBOE Put/Call Ratio (10-day MA, L)
    2022-05-24
    1.01
  • S&P 500 Index (R)
    2022-05-24
    3,941.48
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save Commercial's Net Positions in Eurodollars

The US dollars deposited outside the United States are not censored by the Federal government of the United States. They are subject to more flexible use compared to domestic circulation. They are known as the "Eurodollar" but not limited to the dollars deposited in Europe.

The net positions of Commercials Eurodollar futures rise as big hedgers become more risk-averse, suggesting that the Central bank might raise interest rates soon. It leads S&P 500 by one year, except for 2012 when ECB implemented QE3.

Share LINE
Latest Stats
  • S&P 500 Index (L)
    2022-05-24
    3,941.48
  • Commercial's Net Positions in Eurodollars as % of Total OI (R)
    2022 W20
    31.80%
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save RXI / KXI

RXI (iShares Global Consumer Discretionary ETF) tracks the weighted values of global consumer discretionary stocks, while KXI (iShares Global Consumer Staples ETF) targets on the performance of the 1,200 biggest consumer staple stocks.

RXI is more sensitive to market changes. KXI tends to be less volatile as demand for consumer staples is relatively stable in an economic downturn.

When RXI outgrows KXI, the market is expanding. When there are uncertainties, on the other hand, funds flee from consumer discretionary stocks (RXI).

Share LINE
Latest Stats
  • S&P 500 Index
    2022-05-24
    3,941.48
  • RXI / KXI (Weekly Average, R)
    0.00
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save SPDR S&P 500 ETF Trust

SPY is made up of 500 large and mid-cap stocks from S&P 500, with which it synchronizes. Its total market capitalization and trading volume are the highest among all US ETFs, providing the fund considerable cash. The trading volume of SPY, in particular, can be an indicator for overall market behavior.

Its peak corresponds to a relative low point in the stock market, so the stocks are likely to rebound after SPY sees a sky-high trading volume.

Share LINE
Latest Stats
  • S&P 500 Index (L)
    2022-05-24
    3,941.48
  • SPDR S&P 500 ETF (SPY): Volume (10-day MA, R)
    2022-05-24
    91,180,461.00
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save US Equity Market Volatility Tracker

The Equity Market Volatility Tracker counts articles in 3000 newspapers in the US that contain terms including "economy", "equity", "volatility", "pandemic" and more. The higher the count, the higher the reading. This chart shows the smoothed 7-day moving average.

Share LINE
Latest Stats
  • US Equity Market Volatility Tracker(L)
    2022-05-24
    15.40
  • CBOE-Volatility Index[VIX](R)
    2022-05-24
    29.45
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save S&P 500 Volatility Index Spread

See more volatility indexes> https://en.macromicro.me/volatility

S&P 500 Volatility Index Spread = 6-month Volatility Index - 9-day Volatility Index

Short-term volatility is lower than long-term volatility in a bullish market, while in uncertain times, both volatility indices surge and short-term volatility outpaces long-term volatility. So when the spread turns negative, risks are increasingly high.

Share LINE
Latest Stats
  • S&P 500 Index (L)
    2022-05-24
    3,941.48
  • S&P 500 Volatility Index Spread (R)
    0.00
Related Articles
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save OFR Financial Stress Index vs. S&P 500

FSI is composed of five indicators: credit, equity valuation, funding, safe assets, and volatility. It measures the stress level in the financial market. Zero is a historic average. When it's higher than zero, the market is facing increasing risk; when it falls below zero, the market is relatively steady.

Share LINE
Latest Stats
  • OFR Financial Stress Index (L)
    2022-05-23
    1.31
  • S&P 500 Index (R)
    2022-05-24
    3,941.48
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save US AAII Investor Sentiment Survey

The American Association of Individual Investors (AAII) conducts a weekly survey on investor's view on the financial market for the next six months. The results are bullish, bearish and neutral. The survey was first conducted in 1987.

Share LINE
Latest Stats
  • AAII Investor Sentiment Survey: Bearish
    2022 W20
    50.39%
  • AAII Investor Sentiment Survey: Neutral
    2022 W20
    23.64%
  • AAII Investor Sentiment Survey: Bullish
    2022 W20
    25.97%
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save US AAII Individual Investor Asset Allocation Survey

The American Association of Individual Investors (AAII) conducts this survey every month. Individual investors asset allocation reflects their sentiment towards the market. When the economy is bad, they tend to reduce stock holdings and keep more cash on hand.

Share LINE
Latest Stats
  • Stocks
    2022-04
    69.80%
  • Bonds
    2022-04
    12.60%
  • Cash
    2022-04
    17.60%
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save US CNN Fear and Greed Index

CNN Fear and Greed consists of the deviation from average of market momentum, stock price strength, stock price breadth, put and call options, market volatility, safe haven demand, and junk bond demand with equal weightings.

100 shows maximum greed; 0 shows maximum fear.

Share LINE
Latest Stats
  • US CNN Fear and Greed Index (L)
    2022-05-25
    13.15
  • US S&P 500 (R)
    2022-05-24
    3,941.48
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save Percentage of World Equities Indices Above 200-Day Average

「全球股市大於 200 日均線比例」計算方法：統計全球 40 多個國家主要股票指數，有多少比例的國家股票指數大於 200 日均線。

全球股市大於 200 日均線比例可以視為市場情緒指標，該比例越高，代表大多數的國家股票指數呈現上漲，市場情緒越樂觀；反之，當該比例越低，代表大多數的國家股票指數呈現下跌，市場情緒越悲觀，根據以往經驗，當全球股市大於 200 日均線比例降至 0 或接近 0 的水準時，往往代表股市下跌已接近尾聲。

Share LINE
Latest Stats
  • Percentage of World Equities Indices Above 200-Day Average (L)
    2022-05-24
    19.57%
  • MSCI World Index (R)
    2022-05-24
    2,680.46
Source
Feedback
Related ETF
Registered Country Commodity ETFs Price 1 Month YTD Expense ratio
SPDR S&P 500 ETF Trust $393.89 -8.08% -17.07% 0.09%
iShares Core S&P 500 ETF $395.75 -8.05% -17.03% 0.03%
Vanguard Total Stock Market ETF $196.67 -8.69% -18.54% 0.03%
Vanguard S&P 500 ETF $362.18 -8.03% -17.04% 0.03%
Invesco QQQ Trust $287.24 -12.85% -27.80% 0.20%
Cathay Global Autonomous and Electric Vehicles ETF $12.53 -6.49% -25.15% N/A
Cathay U.S. PHLX Semiconductor Sector ETF $24.63 -3.11% -29.59% 1.01%
CTBC Battery and Energy Storage Technology ETF $12.74 9.45% N/A N/A
#Equity-Region: Global Market #Equity-Region: Developed Market #Equity-Region: North America #Equity-Region: US

Save US NAAIM Exposure Index

The NAAIM Exposure Index shows the investor’s sentiment. NAAIM is an association of companies specializing in the management of active funds in the United States.

Each week these managed accounts must report their exposure on the stock market. The answers provided by these operators can be of 5 types:

1. 200% Leveraged Short.
2. 100% Fully Short.
3. 0% (100% Cash or Hedged to Market Neutral).
4. 100% Fully Invested.
5. 200% Leveraged Long.

Share LINE
Latest Stats
  • NAAIM Exposure Index
    2022 W20
    19.51
  • NAAIM Exposure Index (MA4)
    2022 W20
    19.51
Source
Feedback

  • Copyright © 2022 MacroMicro

    This Web site, including but not limited to text, data, content, photographs, video, audio and graphics, and goods (the “Service”), is provided for information purposes only and is not intended for trading purposes. MacroMicro cannot and do not warrant the accuracy, completeness or timeliness of the content, documents, data, materials, web site pages available through any service, neither MacroMicro nor any of its affiliates agent shall be liable to you or anyone else for any loss or injury caused in whole

    The content available through each Service is the property of MacroMicro and is protected by copyright and other intellectual property laws. Failure to provide explicit citation may result in being charged with plagiarism.

    繁體中文 简体中文 English