S&P 500 market breadth
From SPY's filings, announced changes and its holdings' prices. Not supplied or endorsed by S&P Dow Jones Indices.
320 advancing, 180 declining on Nov 13, 2026, and 64% of S&P 500 stocks are above their 200-day average. Breadth is broad — a description of participation, not a signal.
as of market close, Nov 13, 2026 · 500 S&P 500 stocks priced
S&P 500 advancers vs decliners#
Data provided bySource: Twelve DataEvery session's bar sums to the whole universe — green advancers from the bottom, red decliners on top — so the red/green split is read directly; the last bar is translucent while the session is still in progress.
S&P 500 stocks above their moving averages#
Data provided bySource: Twelve DataShare of S&P 500 stocks trading above their own 20-, 50- and 200-day moving averages. Short windows swing with every pullback; the 200-day line is the slow-moving health check — readings under ~20% have marked washouts, over ~80% broad strength.
S&P 500 stocks beating SPY#
Data provided bySource: Twelve DataHow many S&P 500 stocks have a higher total return than SPY itself over each trailing window, as of now (1D uses live prices during market hours); a company listed for less than a window is not counted in it. Under it, the share over time for the trailing month, year and five years: the lower the line, the fewer stocks SPY's return rests on.
New 52-week highs and lows#
Data provided bySource: Twelve DataStocks closing at a fresh 52-week high (up) vs a fresh 52-week low (down). Persistent new-low expansion is the classic stress signal; simultaneous highs and lows mark a split market.
Where S&P 500 stocks sit in their 52-week range#
Data provided bySource: Twelve DataEvery stock placed inside its own 52-week range — 0% = at the 52-week low, 100% = at the high, in 5% buckets (live prices during market hours) — and each bucket measured twice: its share of the stocks, and its share of their combined market cap, on one scale. A right-heavy pile means most stocks trade near their highs; a left-heavy one marks broad damage the index level can hide. When the two shapes part, the biggest companies are somewhere the typical stock is not. The first chart gives each measure its own baseline; the second draws the market cap as a line over the stocks' bars. Hover a bucket for its counts and its biggest names.
How far S&P 500 stocks sit below their 52-week high#
Data provided bySource: Twelve DataEvery stock in one of six bands by how far it trades below its 52-week high, the highest price of the last 252 sessions (live prices during market hours). A fall of 10% is a correction and 20% a bear market, which for a single stock is measured from its 52-week high. On top, each band's share of the stocks; below, its share of their combined market cap, on one scale. Hover a band for its counts and its biggest names; its label opens its stocks in the screener.
S&P 500 stocks below their 52-week high, over time#
Data provided bySource: Twelve DataEach session's stocks stacked by the same bands, the deepest at the bottom and those within 10% of the high in green on top, under SPY's price over the same window. The top of the red is the share of stocks in a correction or worse. Hover for a session's bands and each band's three largest companies by that day's market cap (on record from mid-2007).
What followed: SPY after each level#
Data provided bySource: Twelve DataEvery month-end since 1998, grouped by the share of S&P 500 stocks 20% or more below their 52-week high, with SPY's total return over the next one, three and five years. On its own the level has said little about the years that followed: the groups differ by a few points and overlap widely, except at the washouts.
| Stocks 20%+ below their high | Months | SPY next year | Next 3 years (CAGR) | Next 5 years (CAGR) |
|---|---|---|---|---|
Under 20% | 165 months 13 stretches | Next year +10.4% 87% up · worst −36.1% | 3 years (CAGR) +8.8% 85% up · worst −16.4% | 5 years (CAGR) +8.9% 88% up · worst −6.7% |
20–30% | 47 months 25 stretches | Next year +12.6% 84% up · worst −43.6% | 3 years (CAGR) +11.1% 89% up · worst −8.7% | 5 years (CAGR) +9.6% 88% up · worst −1.8% |
30–40% now 32% | 54 months 23 stretches | Next year +8.6% 70% up · worst −36.8% | 3 years (CAGR) +8.6% 69% up · worst −10.8% | 5 years (CAGR) +7.0% 76% up · worst −2.3% |
40–50% | 27 months 20 stretches | Next year +6.6% 65% up · worst −38.4% | 3 years (CAGR) +5.6% 67% up · worst −11.5% | 5 years (CAGR) +6.8% 75% up · worst −2.8% |
50–70% | 39 months 13 stretches | Next year +5.1% 56% up · worst −46.0% | 3 years (CAGR) +5.0% 72% up · worst −16.3% | 5 years (CAGR) +6.6% 69% up · worst −3.3% |
70% or more | 14 months 6 stretches | Next year +28.7% 93% up · worst −8.4% | 3 years (CAGR) +15.3% 93% up · worst −14.0% | 5 years (CAGR) +15.8% 92% up · worst −1.0% |
Readings of 70% or more came in six stretches since 1998: Aug 1998, Feb 2000, Oct 2008–Jun 2009, Mar 2020, Jun 2022 and Sep 2022. SPY's total return over the next year averaged +28.7%.
Month-end readings from Jan 1998 to Oct 2026; SPY total return with dividends, a horizon counting only the months whose window has closed. The windows overlap, so the 346 months hold only about 28 separate one-year periods and five five-year ones, and the count is of the stocks we track today, so companies that failed are missing and old damage reads milder than it was. A record of what followed, not a forecast.
Cumulative advance–decline line vs SPY#
Data provided bySource: Twelve DataThe running sum of each day's net advancers, next to SPY over the same window. When SPY climbs but the A/D line stalls, fewer stocks are carrying the advance.
Breadth by trailing window#
Data provided bySource: Twelve DataShare of S&P 500 stocks with a positive return over each window, as of now (1D uses live prices during market hours). The figure at right is the median stock's return. A weak 1M row under a strong 1Y row = recent deterioration.
S&P 500 breadth by sector#
Data provided bySource: Twelve Data| Sector | 1D | 5D | 1M | 3M | YTD | 1Y | # |
|---|---|---|---|---|---|---|---|
| All stocks | 63% | 79% | 72% | 48% | 71% | 72% | 500 |
| Technology | 34% | 86% | 36% | 38% | 68% | 70% | 87 |
| Industrials | 41% | 86% | 68% | 38% | 73% | 74% | 76 |
| Financials | 92% | 92% | 83% | 43% | 71% | 77% | 71 |
| Healthcare | 70% | 75% | 92% | 82% | 85% | 83% | 60 |
| Consumer Discretionary | 64% | 53% | 89% | 44% | 51% | 55% | 55 |
| Consumer Staples | 90% | 84% | 87% | 68% | 87% | 87% | 31 |
| Utilities | 77% | 87% | 81% | 65% | 81% | 68% | 31 |
| Real Estate | 63% | 50% | 93% | 30% | 63% | 67% | 30 |
| Energy | 90% | 100% | 33% | 57% | 90% | 86% | 21 |
| Communication Services | 58% | 89% | 63% | 26% | 26% | 53% | 19 |
| Materials | 47% | 58% | 68% | 53% | 74% | 74% | 19 |
Cell = % of the group's stocks with a positive return over the window (green > 50% positive, red < 50%).
Methodology#
Universe: the current S&P 500 member set — SPY's latest SEC filing, updated for announced changes — with secondary share classes removed. The charts over time walk today's membership backward, which creates survivorship bias: they describe how today's members behaved, not the exact membership on every historical date. Their "Members at the time" choice counts the companies SPY actually held, as the fund's own SEC filings list them: its reports to holders from Dec 1995 (once a year, twice a year from 2010) and its quarterly N-PORT holdings from Sep 2019, each list holding until the next, so a change between two lists counts from the later one. Only the companies with prices on record are counted (201 of 500 in Dec 1995, 454 of 499 in Sep 2019, 500 of 500 in Sep 2026). Most prices are our own; for companies our record lacks (42 in Dec 1995, 13 in Mar 2018) they come from the WIKI Prices archive, a public-domain community dataset that ends in March 2018, matched to a holding only where the archived close equals the price the report filed, on at least three reports. Most of the missing are companies that later left the index — acquired, merged or failed — so the earlier years still lean toward survivors, the more the further back. Daily advances/declines use dividend-adjusted closes (an ex-dividend gap is not a decline). Moving averages and 52-week extremes use split-adjusted closes, and each stock only counts toward a measure once it has enough trading history (20, 50 or 200 sessions for the moving averages, 252 for highs/lows). Historical rows are end-of-day; during market hours the advancer/decliner charts append a provisional "today so far" bar from live intraday prices (refreshed every ~10 minutes), and the trailing-window panel's 1D column reflects the same live prices. Long windows average their sessions into equal buckets and draw one point per bucket's first and last session — keeping every peak and trough. Not investment advice.
Explore the all-US-stock breadth page, the member performance ranking, or the S&P 500 heatmap.
FAQ#
- What percentage of S&P 500 stocks are above their 200-day moving average?
- 317 of 497 eligible S&P 500 stocks (64%) are above their 200-day moving average as of Nov 13, 2026.
- Is S&P 500 market breadth strong or weak right now?
- Breadth is broad: 64% of eligible S&P 500 stocks are above their 200-day average and 64% advanced in the latest session. This is a descriptive classification, not a market-timing signal.
- What is market breadth?
- Market breadth measures how many stocks participate in a move, rather than how far a cap-weighted index travels. An index can rise on a handful of megacaps while most stocks fall — breadth metrics like advancers vs decliners, % of stocks above their moving averages, and new highs vs lows make that visible.
- What is a breadth divergence?
- When the index makes new highs but the cumulative advance–decline line (or % of stocks above their 200-day average) does not, the advance is narrowing — fewer stocks are carrying it. Divergences don't time tops, but historically broad advances have been more durable than narrow ones.
- Does market breadth predict stock returns?
- Not reliably, on its own. The table on this page groups every month-end since 1998 by the share of today's S&P 500 members 20% or more below their 52-week high, with SPY's total return over the following one, three and five years; the groups differ by a few points and overlap widely, except at the washouts. Today's members walked back leave out the companies that later left the index, which makes old damage look milder than it was.
- When is a stock in a bear market?
- A stock is usually said to be in a correction once it trades 10% or more below its 52-week high, and in a bear market at 20% or more. For an index such as the S&P 500 the same thresholds are measured from its most recent peak. The bands chart above counts how many stocks sit at each depth today, and the chart under it how that share has moved.
- How is this different from the main market-breadth page?
- This page includes only current S&P 500 members, from SPY's latest SEC filing, updated for announced changes. The main market-breadth page covers every active US stock ChartRow tracks, so small- and mid-cap participation can make its readings differ materially.
More on S&P 500
- Returns by year+11.5%
- Return drivers+17.7%
- Yearly charts+17.7%
- Trailing returns+13.4%
- YTD return+11.5%
- Sector performance+48.2%
- Return calculator$1,726
- Average return10%?
Sources
- SPY's SEC filings: The fund's holdings as it reports them on Form N-PORT, public on SEC EDGAR; ChartRow rolls the weights forward by price.
- Announced index changes: Additions and deletions announced since the fund's latest filing, entered by ChartRow from public announcements; a name added since the filing carries a weight estimated from its market cap.
- SPY's holdings' prices: Each company's market prices and dividends, licensed from Twelve Data.
- SPY's reports to shareholders: The fund's annual and semiannual reports (Form N-30D) on SEC EDGAR, 1995–2019: who it held before quarterly holdings filings began.
- WIKI Prices archive: A public-domain archive of US stock prices, frozen in March 2018, for a past holding ChartRow never priced.
ChartRow is not affiliated with, sponsored by, or endorsed by S&P Dow Jones Indices LLC, S&P Global, Nasdaq, Inc., FTSE Russell, MSCI Inc., Robert Shiller, RSBB-I, LLC, or Yale University. "S&P 500®" and "S&P®" are registered trademarks of Standard & Poor's Financial Services LLC and "Dow Jones®" of Dow Jones Trademark Holdings LLC, both licensed to S&P Dow Jones Indices LLC; "Nasdaq-100®" is a registered trademark of Nasdaq, Inc.; "CAPE®" is a registered trademark of RSBB-I, LLC; all other index names are trademarks of their owners. They are used here only to identify those indexes and the funds that seek to track them. ChartRow receives no data from, and holds no licence from, any index provider: the holdings and weights shown start from the tracking fund's own holdings as reported in its public SEC filings, updated where noted for publicly announced index changes since the latest filing and rolled forward by ChartRow from daily prices, with any name added since the filing estimated from market cap; returns are the fund's own market prices; long-run S&P 500 history comes from public research datasets, Robert Shiller's and Aswath Damodaran's, credited where used. These figures are ChartRow's own estimates and computations from public filings, prices and research records, provided for information only and without warranty of accuracy; they are not the fund's or any index provider's official figures and may differ from them.