Timely and actionable investor sentiment insights to strengthen your decision-making.
Investor Sentiment
Purpose-built insights
Investor Sentiment Index
Measuring risk sentiment amongst sophisticated investors.
The Addepar Investor Sentiment Index is a transactions-based index of high- and ultra-high-net-worth (U/HNW) investor sentiment derived from U.S. equity transactions captured on the Addepar platform.
Traditional investor sentiment readings are typically derived from survey results, which don’t always represent real investment choices. However, the Addepar Investor Sentiment Index is based on the anonymized and aggregated data of actual transactions and offers a more accurate view of investment activity.
The Addepar Investor Sentiment Index:
Provides a monthly reading of investors that are net buyers of U.S. equity securities versus those that are net sellers or net neutral
Measures stock market sentiment across 10,000+ investment portfolios, each valued at more $10 million in total assets
Offers a unique look into how sophisticated investors are thinking about their risk and adjusting their portfolios
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Monthly Investor Sentiment Index
April 2023
March 2023
February 2023
January 2023
December 2022
November 2022
October 2022
September 2022
August 2022
July 2022
June 2022
May 2022
ISI Reading
The index is calculated as the relative share of individual investors that are net buyers of U.S. equity securities versus those that are net sellers or net neutral in a monthly time frame producing a reading between -100 and 100.
ISI Activity
The activity represents the index components such that “buying” - “selling” will net to the ISI. Dotted lines represent the historical average for each component.
April 2023
Key Observations
ISI Reading
The index is calculated as the relative share of individual investors that are net buyers of U.S. equity securities versus those that are net sellers or net neutral in a monthly time frame producing a reading between -100 and 100.
ISI Activity
The activity represents the index components such that “buying” - “selling” will net to the ISI. Dotted lines represent the historical average for each component.
March 2023
Key Observations
ISI Reading
The index is calculated as the relative share of individual investors that are net buyers of U.S. equity securities versus those that are net sellers or net neutral in a monthly time frame producing a reading between -100 and 100.
ISI Activity
The activity represents the index components such that “buying” - “selling” will net to the ISI. Dotted lines represent the historical average for each component.
February 2023
Key Observations
ISI Reading
The index is calculated as the relative share of individual investors that are net buyers of U.S. equity securities versus those that are net sellers or net neutral in a monthly time frame producing a reading between -100 and 100.
ISI Activity
The activity represents the index components such that “buying” - “selling” will net to the ISI. Dotted lines represent the historical average for each component.
January 2023
Key Observations
ISI Reading
The index is calculated as the relative share of individual investors that are net buyers of U.S. equity securities versus those that are net sellers or net neutral in a monthly time frame producing a reading between -100 and 100.
ISI Activity
The activity represents the index components such that “buying” - “selling” will net to the ISI. Dotted lines represent the historical average for each component.
December 2022
Key Observations
ISI Reading
The index is calculated as the relative share of individual investors that are net buyers of U.S. equity securities versus those that are net sellers or net neutral in a monthly time frame producing a reading between -100 and 100.
ISI Activity
The activity represents the index components such that “buying” - “selling” will net to the ISI. Dotted lines represent the historical average for each component.
November 2022
Key Observations
ISI Reading
The index is calculated as the relative share of individual investors that are net buyers of U.S. equity securities versus those that are net sellers or net neutral in a monthly time frame producing a reading between -100 and 100.
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ISI Activity
The activity represents the index components such that “buying” - “selling” will net to the ISI. Dotted lines represent the historical average for each component.
October 2022
Key Observations
ISI Reading
The index is calculated as the relative share of individual investors that are net buyers of U.S. equity securities versus those that are net sellers or net neutral in a monthly time frame producing a reading between -100 and 100.
.png)
ISI Activity
The activity represents the index components such that “buying” - “selling” will net to the ISI. Dotted lines represent the historical average for each component.
September 2022
Key Observations
ISI Reading
The index is calculated as the relative share of individual investors that are net buyers of U.S. equity securities versus those that are net sellers or net neutral in a monthly time frame producing a reading between -100 and 100.
ISI Activity
The activity represents the index components such that “buying” - “selling” will net to the ISI. Dotted lines represent the historical average for each component.
August 2022
Key Observations
ISI Reading
The index is calculated as the relative share of individual investors that are net buyers of U.S. equity securities versus those that are net sellers or net neutral in a monthly time frame producing a reading between -100 and 100.
ISI Activity
The activity represents the index components such that “buying” - “selling” will net to the ISI. Dotted lines represent the historical average for each component.
July 2022
Key Observations
ISI Reading
The index is calculated as the relative share of individual investors that are net buyers of U.S. equity securities versus those that are net sellers or net neutral in a monthly time frame producing a reading between -100 and 100.
ISI Activity
The activity represents the index components such that “buying” - “selling” will net to the ISI. Dotted lines represent the historical average for each component.
June 2022
Key Observations
ISI Reading
The index is calculated as the relative share of individual investors that are net buyers of U.S. equity securities versus those that are net sellers or net neutral in a monthly time frame producing a reading between -100 and 100.
ISI Activity
The activity represents the index components such that “buying” - “selling” will net to the ISI. Dotted lines represent the historical average for each component.
May 2022
Key Observations
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Resources
Insight
Addepar Investor Sentiment Index
September 2020
How we created the index
Webinar
A Closer Look at the Investor Sentiment Index
A closer look at the index
Research note
February 2023
Sector sentiment in high inflation
Research note
May 2022
All quiet on the sentiment front
Research note
March 2022
Approaching Bear Market Territory
Research note
February 2022
When Growth Decelerates
Research note
January 2022
Panic Sell-off?
Research note
December 2021
Day-of-the-Week Effect
Research note
November 2021
Introducing the Daily ISI
Research note
October 2021
Consumer Sectors and Inflation
Research note
September 2021
The Bulls Return
Research note
March 2023
Death of the Reflation Trade?
Research note
July 2021
Coming out of Pandemic Mode
Research note
June 2021
Bullish on utilities and energy
Research note
May 2021
Bearish on domestic, bullish on international
Research note
April 2021
Consumers and the real economy
Research note
March 2021
Investors bullish on consumers
Research note
February 2021
Entering bubble territory?
Research note
January 2021
Shifting sector views
Research note
December 2020
The year of the pandemic
Research note
November 2020
Portfolio trading activity
Our Data Pledge
Addepar adheres to leading industry data security and privacy practices.
All analyses are limited to the purpose of creation
As a company that provides technology for the aggregation and management of financial data, we take the security and privacy of client information very seriously. In order to perform analyses on aggregated platform data, there must be a legitimate reason that results in a specific analytic product.
We protect the confidentiality of our clients and all investors on our platform.
Protecting the information entrusted to us is our topmost priority. Our analytic products are built through three principal methodologies, (1) aggregation, (2) anonymization and (3) minimum sample sizes.
We impose technical, administrative, and contractual measures to ensure that individual firms or investors are not identifiable through overrepresentation in any published analysis. All analyses are reviewed to assure there is no exposure of identifiable information, holdings, or actions of any individual firm or investor.
Data is not used or shared unless adequate, relevant and necessary to perform analyses.
We approach all data policy decisions from the perspective of building meaningful analytics that result in industry-relevant insights. We adhere to applicable laws and industry guidelines regarding the handling of de-identified data. Addepar does not sell information that identifies clients.