Market Analytics & Insights
Advanced correlation analysis, risk metrics, and factor signals
VIX Index
14.52
Low Volatility
Put/Call Ratio
0.87
Neutral
Market Breadth
62%
Bullish
Avg Correlation
0.45
Moderate
Asset Class Correlation Matrix (30 Days)
Reading the Matrix: Values range from -1 (perfect negative correlation) to +1 (perfect positive correlation). Red indicates negative correlation, green indicates positive correlation.
Risk-Return Profile (Annualized)
Interpretation: Assets in the upper-left quadrant offer higher returns with lower risk (ideal). Bottom-right quadrant represents lower returns with higher risk (avoid).
Factor Exposure Analysis
Sector Rotation Analysis
Momentum Signal Strength (Z-Score)
RSI (14-Day)
58.3
Relative Strength Index
S&P 500:
58.3
Nasdaq:
72.1 (Overbought)
Hang Seng:
34.5 (Oversold)
Oversold (<30)
Overbought (>70)
MACD Signals
S&P 500
Bullish Crossover
MACD: 12.3 | Signal: 10.8
Hang Seng
Bearish Crossover
MACD: -8.2 | Signal: -6.5
Nikkei 225
Neutral
MACD: 2.1 | Signal: 2.0
Bollinger Bands
S&P 500
Mid-Band
Lower: 4,420
Upper: 4,680
Current: 4,567 | Width: 5.6%
Nasdaq
Upper Band
Lower: 13,800
Upper: 14,500
Current: 14,235 | Width: 4.9%
Hang Seng
Lower Band
Lower: 17,800
Upper: 18,900
Current: 18,235 | Width: 6.0%
Market Sentiment Index
23%
Bearish
35%
Neutral
42%
Bullish
Fear & Greed Index
Extreme Fear
Extreme Greed
VIX Volatility:
Greed (+15)
Put/Call Ratio:
Neutral (0)
Market Momentum:
Greed (+12)
Volume Profile Analysis
Institutional Money Flow (Smart Money)
Net Inflow (5D)
+$12.4B
Buy Volume %
62.3%
Large Orders
8,234
Block Trades
423