About the Fear & Greed Index
This index measures market sentiment using 7 key indicators plus news sentiment from our database:
- Market Momentum - S&P 500 vs its 125-day moving average
- Stock Price Strength - Position within 52-week high/low range
- Stock Price Breadth - Volume on up days vs down days
- Put/Call Ratio - Options market sentiment (via VIX)
- Market Volatility - VIX vs its 50-day average
- Junk Bond Demand - High-yield vs investment-grade bonds
- Safe Haven Demand - Stocks vs Treasury bonds performance
- News Sentiment - Bullish/Bearish ratio from collected articles
Each component is scored 0-100 and averaged for the final index. Data refreshes on demand.
Methodology inspired by CNN's Fear & Greed Index.