Fundamental, Sentiment,^& Technical
Stock Market Indicators: Fundamental, Sentiment,
& Technical
Yardeni Research, Inc.
January 17, 2020
Dr. Edward Yardeni
516-972-7683 eyardeni@
Joe Abbott
732-497-5306 jabbott@
Debbie Johnson
480-664-1333 djohnson@
Mali Quintana
480-664-1333 aquintana@
Please visit our sites at blog.
thinking outside the box
Table Of Contents Table Of Contents
Fundamental Stock Market Indicator
1-2
Global Growth Barometer
3
Economic Surprise Index
4
Investors Intelligence Sentiment
5
Bull/Bear Ratio Over 3.0
6
Bull/Bear Ratio Under 1.0
7
Bull/Bear Ratio Under 1.0 & Over 3.0
8
AAII Sentiment
9
Bull/Bear Ratio vs. Consumer Confidence
10
S&P 500 Put Call Ratio
11
Volatility
12
Volume
13
Dow Theory
14
S&P 500 Moving Averages
15-16
S&P 500 Sectors Stock Price Index & 200-dma
17
S&P 500 Sectors Stock Price Index Minus 200-dma 18
S&P 500 Sectors Stock Price Index Relative to S&P 50019
January 17, 2020 / Fundamental, Sentiment,^& Technical
Yardeni Research, Inc.
Fundamental Stock Market Indicator
Figure 1.
3750
180
YRI FUNDAMENTAL STOCK MARKET INDICATOR and S&P 500 INDEX
3250
YRI Fundamental Stock
Market Indicator*
2750
S&P 500 Index
160
10/13
140
120 2250
100
1750 80
1250 60
750
40
250
20
92 93 94 95 96 97 98 99 00 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 16 17 18 19 20 21
* Average of Consumer Comfort Index and Boom-Bust Barometer, which is CRB raw industrials spot price index divided by initial unemployment claims, four-week moving average. Source: Bloomberg, Commodity Research Bureau, Department of Labor, and Standard & Poor's Corporation.
Figure 2.
70
250
YRI BOOM-BUST BAROMETER & CONSUMER COMFORT INDEX
240
230
Boom-Bust Barometer*
220
60 Consumer Comfort Index
10/13 1/11
210
200
190
180
50
170
160
150
140
130
40
120
110
100
90
30
80
70
60
50
20
40
2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021
* CRB raw industrials spot price index divided by initial unemployment claims, four-week moving average. Source: Bloomberg, Commodity Research Bureau, Department of Labor.
Page 1 / January 17, 2020 / Stock Market Indicators: Fundamental, Sentiment, & Technical
Yardeni Research, Inc.
Fundamental Stock Market Indicator
Figure 3.
850
S&P 500 INDEX & INDUSTRIAL COMMODITY PRICES
3500 1/17
750
S&P 500 Index
3000
CRB Raw Industrials Spot Index
650
2500
550
2000
1/16
450
1500
350
1000
250
500
2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021
Source: I/B/E/S data by Refinitiv and Commodity Research Bureau.
Figure 4.
100
S&P 500 INDEX & INITIAL UNEMPLOYMENT CLAIMS
S&P 500 Index 200
Initial Unemployment Claims (thousands, sa, four-week moving average, inverted scale) 300
1/17 1/11
3500 3000 2500
400
2000
500
1500
600
1000
700
500
2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021
Source: US Department of Labor and Standard & Poor's.
Page 2 / January 17, 2020 / Stock Market Indicators: Fundamental, Sentiment, & Technical
Yardeni Research, Inc.
Global Growth Barometer
Figure 5.
3500
YRI GLOBAL GROWTH BAROMETER (on S&P 500 basis) & S&P 500
3500 1/17
3000
3000
YRI Global Growth Barometer* (990.2)
S&P 500 Index (3329.6)
2500
2500
2000
2000
1500
1500
1000
1/16
1000
500 2008
2009
2010
2011
2012
2013
2014
2015
2016
2017
2018
2019
500
2020 2021
* Average of Brent crude oil and CRB raw industrials spot price index times 2 and divided by 10. Average then multiplied by 10 and 200 added. Source: Standard & Poor's Corporation and Commodity Research Bureau.
Figure 6.
200
US STOCK PRICES vs. BRENT CRUDE OIL PRICE
175
S&P 500 Index
Brent Crude Oil Price*
150
(dollars per barrel)
125
100
75
50
3500 1/17
3000
2500
2000
1500 1/16
1000
25
500
2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021
* Nearby futures price. Source: Financial Times and Standard & Poor's Corporation.
Page 3 / January 17, 2020 / Stock Market Indicators: Fundamental, Sentiment, & Technical
Yardeni Research, Inc.
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