Market index
NASDAQ Composite
The composite index of every stock listed on the Nasdaq market. Overwhelmingly weighted toward technology and growth names, it is rate-sensitive and serves as an overnight reference for Korean growth stocks.
NASDAQ Composite latest observations
- Observed
- 2026-10-27
- Latest
- 26,478 pt
- Change from previous
- ▲ +308.4 pt
Check the observation dates in both the summary and chart; release and refresh times can differ.
At a glance
NASDAQ Composite: latest value and prior change
As of 2026-10-26, NASDAQ Composite is 26,169 pt. It is 214.0 pt higher than 25,955 pt on 2026-10-23.
Within the default comparison window of 1,000 observations from 2021-09-21 to 2026-10-26, the latest value is at the tie-adjusted 93rd percentile. Available history covers 1990-01-02 to 2026-10-26 with 8,274 observations.
- Observed on
- Default comparison window
- 2021-09-21–2026-10-26
- Observations · observed cadence
- 1,000 · Daily
- Data source
- FRED
A high or low percentile does not by itself make the indicator positive, negative, or a buy or sell signal.
2026-08-03 → 2026-10-26 · pt
- First
- 25,914 pt
- 2026-08-03
- Latest
- 26,169 pt
- 2026-10-26
- Window low
- 25,914 pt
- 2026-08-03
- Window high
- 27,600 pt
- 2026-10-06
The horizontal axis follows observation order; calendar intervals may differ. High and low refer to observed values within this window, not intraday or all-time extremes. Ties show the first observation date.
Time-series chart
NASDAQ Composite
1990-01-02–2026-10-26
Long-history series are stored as real provider observations. Index, FX, VIX, and ratio charts use historical backfill where providers expose it; Korean investor flow and margin-credit feeds expand as stable historical endpoints become available.
Recent observations and calculated changes
The ten latest chart observations. Change subtracts the previous observation; intervals vary with holidays, release schedules and missing data. A difference in rates or ratios is not an investment return.
| Observed | Value | Previous date | Difference (current − previous) |
|---|---|---|---|
| 2026-10-26 | 26,169 pt | 2026-10-23 | 214.0 pt |
| 2026-10-23 | 25,955 pt | 2026-10-22 | -53.52 pt |
| 2026-10-22 | 26,009 pt | 2026-10-21 | -694.0 pt |
| 2026-10-21 | 26,703 pt | 2026-10-20 | 278.0 pt |
| 2026-10-20 | 26,425 pt | 2026-10-19 | -6.07 pt |
| 2026-10-19 | 26,431 pt | 2026-10-16 | 290.9 pt |
| 2026-10-16 | 26,140 pt | 2026-10-15 | -573.0 pt |
| 2026-10-15 | 26,713 pt | 2026-10-14 | 20.16 pt |
| 2026-10-14 | 26,693 pt | 2026-10-13 | -511.5 pt |
| 2026-10-13 | 27,204 pt | 2026-10-12 | -41.52 pt |
Source: FRED
Interpretation guide
Using the NASDAQ Composite as a growth thermometer
The NASDAQ Composite is a cap-weighted index covering thousands of Nasdaq-listed companies, dominated by technology and growth names. It effectively prices how much the market is willing to pay for future earnings, which makes it the cleanest single gauge of growth-stock risk appetite.
Why rates matter so much here
Growth valuations discount distant cash flows, so a rising discount rate hits them first. That is why the NASDAQ often diverges from the S&P 500 and the Dow during rate-driven regimes even though all three track U.S. equities.
- In sharp long-rate selloffs, expect the NASDAQ to swing harder than broader U.S. benchmarks.
- NASDAQ strength despite rising yields implies earnings-growth conviction is beating discount-rate pressure.
- The NASDAQ-to-S&P 500 relative line is a working proxy for the growth-versus-value rotation.
The mega-cap concentration problem
A small group of mega-cap technology firms sits at the top of the weighting, so index gains do not guarantee improving breadth. Despite the word Composite, day-to-day moves lean heavily on a few names.
- At new highs, check how much of the advance came from the largest handful of stocks.
- During big-tech earnings weeks, treat single-company events as index-level risk.
- A strong index with weak small-cap tech signals narrowing, not broadening, risk appetite.
The Korean-market connection
Overnight NASDAQ moves feed directly into next-day flows for Korean semiconductors, batteries, and growth stocks. The sector that drove the move matters as much as the headline change.
- A semiconductor-led NASDAQ rally transmits to the KOSPI differently than a software-led one.
- A NASDAQ drop accompanied by a VIX Index spike points to a risk-off shift rather than routine rotation.
- NASDAQ strength with a stable USD/KRW is the most supportive mix for Korean growth names.
Related views
Related indicators and radar
US market breadth
U.S. advance-decline breadth, high-low balance, and participation.
Tests whether NASDAQ strength is broadening across the U.S. market.
US mega-cap concentration
Market-cap weight of the largest U.S. mega-cap stocks.
Checks whether tech strength is concentrated in a few mega caps.
VIX Index
The U.S. equity volatility gauge for global risk aversion.
Compares growth appetite with volatility stress.
S&P 500
The broad large-cap benchmark for U.S. equity conditions.
Compares growth stocks with the broader U.S. large-cap market.