Cannabis Market Health Index
A composite score measuring the overall health of the cannabis equity market across five institutional-grade dimensions. Computed from live SEC filings, market data, and analyst coverage.
Component Breakdown
Each component is scored 0–100 and weighted equally (20% each) to produce the composite CMHI score.
Index Methodology
The CIN Cannabis Market Health Index (CMHI) is a proprietary composite indicator that distills the overall condition of the cannabis equity market into a single 0–100 score. The index draws from multiple independent data streams to reduce signal noise and capture a multi-dimensional view of sector health.
Five equally-weighted components — Market Momentum, Price Strength, Insider Confidence, Capital Formation, and Analyst Sentiment — are each scored on a 0–100 basis using normalized inputs, then combined into the final composite. The index refreshes every five minutes during market hours.
Score Interpretation
0–20: Extreme Fear. 21–40: Fear. 41–60: Neutral. 61–80: Optimism. 81–100: Extreme Optimism. The score reflects current market conditions, not a forward prediction.
Data Sources
Live pricing from exchange and OTC feeds. SEC EDGAR Form 4 filings for insider transactions. SEC 8-K filings for capital events. Analyst consensus and price targets from institutional coverage databases.
Universe
24 individual cannabis securities spanning US MSOs, Canadian LPs, ancillary companies, REITs, and specialty finance. ETFs (MSOS, YOLO, CNBS, MJ) contribute to the momentum component as sector proxies but are not individually scored.
Limitations
The CMHI is an informational tool, not a trading signal. Component weights are fixed and may not reflect every market regime. Insider and financing data reflect filings as of the most recent SEC update cycle.