St. Louis Fed Financial Stress Index : -0.85 (As of 2022-01-07) ( Discontinued )
Historical Data
Basic Info
St. Louis Fed Financial Stress Index was -0.85 as of 2022-01-07, according to Federal Reserve Economic Data. Historically, St. Louis Fed Financial Stress Index reached a record high of 9.19 and a record low of -1.15, the median value is -0.23. Typical value range is from -0.93 to 0.23. The Year-Over-Year growth is 27.43%. GuruFocus provides the current actual value, an historical data chart and related indicators for St. Louis Fed Financial Stress Index - last updated on 2022-01-07.
Weekly, Ending Friday , not seasonally adjusted . The STLFSI measures the degree of financial stress in the markets and is constructed from 18 weekly data series: seven interest rate series, six yield spreads and five other indicators. Each of these variables captures some aspect of financial stress. Accordingly, as the level of financial stress in the economy changes, the data series are likely to move together. How to Interpret the Index: The average value of the index, which begins in late 1993, is designed to be zero. Thus, zero is viewed as representing normal financial market conditions. Values below zero suggest below-average financial market stress, while values above zero suggest above-average financial market stress. More information: For additional information on the STLFSI and its construction, see "Measuring Financial Market Stress" (https://files.stlouisfed.org/research/publications/es/10/ES1002.pdf) and the related appendix (https://files.stlouisfed.org/files/htdocs/publications/net/NETJan2010Appendix.pdf). For a list of the components that are used to construct the STLFSI see https://www.stlouisfed.org/news-releases/st-louis-fed-financial-stress-index/stlfsi-key. As of 07/15/2010 the Vanguard Financial Exchange-Traded Fund series has been replaced with the S&P 500 Financials Index. This change was made to facilitate a more timely and automated updating of the FSI. Switching from the Vanguard series to the S&P series produced no meaningful change in the index. Copyright, 2016, Federal Reserve Bank of St. Louis.
| Category | Money, Banking, & Finance |
| Region | USA |
| Source | Federal Reserve Economic Data |
Stats
| Name | Value | ||
|---|---|---|---|
| Last Value | -0.85 | ||
| Latest Period | 2022-01-07 | ||
| Long Term Average | -0.35 | ||
| Average Annualized Growth Rate | +2.82% | ||
| Value from 1 year ago | - | ||
| Change from 1 year ago | % | ||
| Frequency | Daily | ||
| Unit | Index | ||
| Download Source | STLFSI2.txt |
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