Market Correction Risk System

Multi-layered risk assessment using Buffett Indicator, technical signals, options flow, and sentiment analysis

Market Correction Risk Score

48.3 / 100
Neutral

Balanced Risk Environment

Key Risk Alerts

Last Updated: 2025-08-02 20:27:43

Risk Layer Breakdown
Macroeconomic
50 /100
Contributes 12.5 points
Buffett Indicator: 138.3%
Technical
37.5 /100
Contributes 9.4 points
RSI: 45.4, VIX: 20.4
Options Flow
58.1 /100
Contributes 14.5 points
P/C Ratio: 0.90
Sentiment
47.5 /100
Contributes 11.9 points
Breadth: 40.0% positive
Detailed Risk Analysis
Market Cap to GDP Ratio
138.3179513888889%
Moderate
Interpretation

The Buffett Indicator measures total market capitalization relative to GDP. Levels above 170% historically indicate elevated correction risk.

  • Below 120%: Favorable environment
  • 120-170%: Moderate risk
  • 170-200%: Elevated risk
  • Above 200%: Critical risk zone
200 DMA Divergence
nan%
Normal
RSI
45.4
Normal
Volume Ratio
1.95
Healthy
VIX Level
20.4
Elevated
Put/Call Ratio
0.9
Normal
VIX 5-Day Change
35.6%
Spike Detected
Fear Acceleration
No
Inactive
Note: Options flow data is estimated based on VIX behavior. Full implementation requires premium options data feeds.
Market Breadth
40.0%
Narrow
Bullish Sentiment
35%
Balanced
Avg Sector Performance
-0.9%
Negative
Risk Management Actions
Screen Defensive Stocks
Review Portfolio Risk
Market Dashboard