Index Snapshot Metrics
The index snapshot panel displays cap-weighted aggregates computed daily from constituent data in the financial data platform dashboard. These metrics provide an at-a-glance view of index performance, risk regime, and valuation level.
Index Snapshot Metrics Table
| Metric | Formula | Thresholds |
|---|---|---|
| YTD Return | Cumulative equal-weight return from Jan 1 | > +10% strong · < −10% drawdown |
| 30d Return | Rolling 30 trading-day return | Compare with 90d (see below) |
| 90d Return | Rolling 90 trading-day return | Compare with 30d (see below) |
| 30d Volatility | Annualized std dev of daily returns (×√252) | < 15% calm · 15–25% elevated · > 25% high risk |
| P/E | Cap-weighted avg forward price-to-earnings | < 15 cheap · > 25 expensive |
| P/B | Cap-weighted avg price-to-book | < 1.5 value · > 3 growth premium |
| Dividend Yield | Cap-weighted avg yield across constituents | > 3% attractive for income |
vs 90d Return Interpretation
Comparing the 30-day and 90-day rolling returns reveals the trend direction and acceleration. This is a key signal for identifying momentum shifts and potential regime changes.
| Scenario | Meaning |
|---|---|
| 30d > 90d, both positive | Strong rally gaining steam |
| 30d < 90d, both positive | Rally decelerating |
| 30d > 90d, both negative | Selloff moderating |
| 30d < 90d, both negative | Deepening selloff |
| Mixed signs | Potential trend reversal |
Practical Use
When 30d and 90d returns show mixed signs, cross-reference with technical-indicators (RSI, MACD) and breadth-and-sentiment-indicators to confirm whether a genuine trend reversal is underway.
Cap-Weighting Formula
All index-level metrics use market-capitalization weighting. See scoring-methodology for the full formula:
Related
- chart-metrics for time-series visualizations of these metrics
- scoring-methodology for how cap-weighted averages are computed
- valuation-ratios for additional valuation metrics beyond P/E and P/B
- data-sources-and-refresh for data sourcing and refresh schedule