Indicators / Equity Market
S&P 500 3-month momentum
S&P 500 price return over the past ~3 months.
Current
2.7%
Observation date 2026-10-16
WatchLIVE
Stress
64
3M return percentile
Metric: 2.71 · Trend ↑Deteriorating
History
Percentile 36
Z-score —
History since 2017-01-17
Changes
1W −0.4 pp
1M +0.9 pp
3M −1.9 pp
6M +0.0 pp
12M −2.6 pp
Chart
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Interpretation & scoring
Direction: Negative momentum = deteriorating risk appetite.
Stress metric: 3M return percentile (lower = more stress).
Mapping: point-in-time historical percentile of the metric (polarity-adjusted). Signal bands: <50 Normal · 50–75 Watch · 75–90 Elevated · ≥90 Severe.
Contribution to scores
| Score | Category / cluster | Weight | Points |
|---|---|---|---|
| Recession Stress | equity / momentum | 1.0% | 0.6 |
Sources & timestamps
| Series | Source | ID | Frequency | Last observation | Source last updated | Retrieved |
|---|---|---|---|---|---|---|
| S&P 500 index | S&P Dow Jones Indices (via FRED) | SP500 | Daily | 2026-10-16 | 2026-10-17 00:02 UTC | 2026-10-18 23:09 UTC |