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Market Indicators - Investor Sentiment


  1. SteveT
  2. SteveT
  3. SteveT
  4. jfw
  5. Lam7
  6. SteveT

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Top 1043.   Jan 7, 2006 4:22 AM

» SteveT - January 6, 2005 Sentiment


As we open 2006 the bears are increasing in both polls. The bulls are still in control at II but AAII is showing a strong bearish presence. I think it worth pointing out AAII have a vast majority sitting on the sidelines.

I am using the VTO report for the II data. http://vtoreport.com/sentiment/sentiment...
Note for clarification historic sentiment tables are for that current week and not the four-week moving average.

Investors Intelligence Bulls 55.7% Bears 23.7% Correction 20.6%
55.7/(55.7 +23.7) = 70.15%
Four Week Average = 72.52%



A few historic dates:
7-20-98  68.42%
10-12-98 47.41%
4-3-00   67.79% 
1-1-01   64.10%
4-4-01   58.91%
9-17-01  52.0%
9-21-01  48.7%
7-19-02  47.2%
7-23-02  47.2%
10-9-02  50.0%

Sideline Money Bears + Correction = 44.3%
Four Week Average = 42.53%


hairie has researched some fascinating numbers for all time high bulls readings going back to 1965. http://www.suite101.com/discussion.cfm/i...
and lows from 1965-2003 http://www.suite101.com/discussion.cfm/i...


From Barron' s 1/9/05
The American Association of Individual Investors
Bulls 29.4% Bears 40.2% Neutral 30.4%
29.4/(29.4+40.2) = 42.24%
Four Week Average = 54.79%

Historic dates for comparison:
7-16-98    44.3%        S&P 500 Close 1186.75
10-12-98   36.76%       S&P 500 Close  984.39
4-3-00     77.78%       S&P 500 Close 1505.97
1-1-01     58.82%       S&P 500 Close 1320.28
4-4-01     51.35%       S&P 500 Close 1103.25
9-10-01    47.34%       S&P 500 Close 1085.78
9-17-01    42.11%       S&P 500 Close 1038.77
9-21-01    41.08%       S&P 500 Close  965.80
7-19-02    32.88%       S&P 500 Close  847.75
7-23-02    32.88%       S&P 500 Close  797.70
10-9-02    42.36%       S&P 500 Close  776.76

Sideline Money Bears + Neutral = 70.6%
Four Week Average = 61.53%
For more info on AAII check out their web site. http://www.aaii.com


As of January 6, 2006 close
The CBOE Put/Call ratio 10 day moving average is at .78. http://stockcharts.com/def/servlet/SC.we... The VIX Market Volatility Index closed Friday at 11.00. http://quote.yahoo.com/q?s=%5evix&d=t

-- posted by SteveT

Top 1044.   Feb 11, 2006 8:01 AM

» SteveT - February 11, 2006 Sentiment


.

I am using the VTO report for the II data. http://vtoreport.com/sentiment/sentiment...
Note for clarification historic sentiment tables are for that current week and not the four-week moving average.

Investors Intelligence Bulls 51.6% Bears 25.3% Correction 23.1%
51.6/(51.6 +25.3) = 67.1%
Four Week Average = 68.43%



A few historic dates:
7-20-98  68.42%
10-12-98 47.41%
4-3-00   67.79% 
1-1-01   64.10%
4-4-01   58.91%
9-17-01  52.0%
9-21-01  48.7%
7-19-02  47.2%
7-23-02  47.2%
10-9-02  50.0%

Sideline Money Bears + Correction = 48.4%
Four Week Average = 46.2%


hairie has researched some fascinating numbers for all time high bulls readings going back to 1965. http://www.suite101.com/discussion.cfm/i...
and lows from 1965-2003 http://www.suite101.com/discussion.cfm/i...


From Barron' s 2/13/05
The American Association of Individual Investors
Bulls 40.2% Bears 34.6% Neutral 25.2%
40.2/(40.2+34.6) = 53.74%
Four Week Average = 56.59%

Historic dates for comparison:
7-16-98    44.3%        S&P 500 Close 1186.75
10-12-98   36.76%       S&P 500 Close  984.39
4-3-00     77.78%       S&P 500 Close 1505.97
1-1-01     58.82%       S&P 500 Close 1320.28
4-4-01     51.35%       S&P 500 Close 1103.25
9-10-01    47.34%       S&P 500 Close 1085.78
9-17-01    42.11%       S&P 500 Close 1038.77
9-21-01    41.08%       S&P 500 Close  965.80
7-19-02    32.88%       S&P 500 Close  847.75
7-23-02    32.88%       S&P 500 Close  797.70
10-9-02    42.36%       S&P 500 Close  776.76

Sideline Money Bears + Neutral = 59.8%
Four Week Average = 58.58%
For more info on AAII check out their web site. http://www.aaii.com


As of February 10, 2006 close
The CBOE Put/Call ratio 10 day moving average is at .85. http://stockcharts.com/def/servlet/SC.we... The VIX Market Volatility Index closed Friday at 12.87. http://quote.yahoo.com/q?s=%5evix&d=t

-- posted by SteveT

Top 1045.   Feb 18, 2006 6:01 AM

» SteveT - February 18, 2006 Sentiment


Interesting that both polls show more money on the sidelines than in the market.

I am using the VTO report for the II data. http://vtoreport.com/sentiment/sentiment...
Note for clarification historic sentiment tables are for that current week and not the four-week moving average.

Investors Intelligence Bulls 48.9% Bears 27.7% Correction 23.4%
48.9/(48.9 +27.7) = 63.84%
Four Week Average = 66.52%



A few historic dates:
7-20-98  68.42%
10-12-98 47.41%
4-3-00   67.79% 
1-1-01   64.10%
4-4-01   58.91%
9-17-01  52.0%
9-21-01  48.7%
7-19-02  47.2%
7-23-02  47.2%
10-9-02  50.0%

Sideline Money Bears + Correction = 51.1%
Four Week Average = 48.3%


hairie has researched some fascinating numbers for all time high bulls readings going back to 1965. http://www.suite101.com/discussion.cfm/i...
and lows from 1965-2003 http://www.suite101.com/discussion.cfm/i...


From Barron' s 2/20/05
The American Association of Individual Investors
Bulls 40.2% Bears 35.7% Neutral 24.1%
40.2/(40.2+35.7) = 52.96%
Four Week Average = 53.24%

Historic dates for comparison:
7-16-98    44.3%        S&P 500 Close 1186.75
10-12-98   36.76%       S&P 500 Close  984.39
4-3-00     77.78%       S&P 500 Close 1505.97
1-1-01     58.82%       S&P 500 Close 1320.28
4-4-01     51.35%       S&P 500 Close 1103.25
9-10-01    47.34%       S&P 500 Close 1085.78
9-17-01    42.11%       S&P 500 Close 1038.77
9-21-01    41.08%       S&P 500 Close  965.80
7-19-02    32.88%       S&P 500 Close  847.75
7-23-02    32.88%       S&P 500 Close  797.70
10-9-02    42.36%       S&P 500 Close  776.76

Sideline Money Bears + Neutral = 59.8%
Four Week Average = 61.03%
For more info on AAII check out their web site. http://www.aaii.com


As of February 17, 2006 close
The CBOE Put/Call ratio 10 day moving average is at .81. http://stockcharts.com/def/servlet/SC.we... The VIX Market Volatility Index closed Friday at 12.14. http://quote.yahoo.com/q?s=%5evix&d=t

-- posted by SteveT

Top 1046.   Feb 26, 2006 2:50 PM

» jfw - investors intelliegence

there is a free chart(#4) of II from 1973-77 at this link http://www.chartguy.com/samples.htm

enjoy..

-- posted by jfw

Top 1047.   Jun 3, 2006 5:12 AM

» Lam7 - II Data

Hello Steve,
Big pleasure reading this disscussion.
In fact, i'm trying to do some tests on the performance of some firms using the II weekly Data, and would like to know if you can give me this kind of data for the period 1998-2004.
Thanks for your help and best regards,
Lam

-- posted by Lam7

Top 1048.   Jun 24, 2006 4:11 AM

» SteveT - II Data

In response to II Data posted by Lam7:

Lam, we have moved the discussion to this URL

http://investment.suite101.com/discussio...

Steve

-- posted by SteveT

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