Index, Weekly, Not Seasonally Adjusted

STLFSI • Economic Data from Federal Reserve Economic Data (FRED)

Latest Value

-0.07

Year-over-Year Change

-95.08%

Date Range

1/19/2001 - 3/13/2020

Summary

The St. Louis Fed Financial Stress Index (STLFSI) is a weekly indicator that measures financial market stress. It is used by economists and policymakers to gauge overall financial conditions.

Analysis & Context

This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.

Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.

About This Dataset

The STLFSI combines 18 different financial market variables, including bond yields, volatility measures, and credit spreads, into a single index. A positive value indicates above-average financial market stress, while a negative value signals below-average stress.

Methodology

The data is calculated by the Federal Reserve Bank of St. Louis using a principal components analysis of the selected financial variables.

Historical Context

The STLFSI is monitored closely by the Federal Reserve and other institutions to assess financial stability and inform policy decisions.

Key Facts

  • The STLFSI was first published in 2010.
  • It ranges from -1 to 6, with higher values indicating greater financial stress.
  • The index reached its all-time high of 5.72 during the 2008 financial crisis.

FAQs

Q: What does this economic trend measure?

A: The STLFSI measures the level of financial market stress by combining 18 different financial variables into a single index.

Q: Why is this trend relevant for users or analysts?

A: The STLFSI is an important indicator of overall financial conditions and is closely monitored by economists, policymakers, and market participants.

Q: How is this data collected or calculated?

A: The data is calculated by the Federal Reserve Bank of St. Louis using a principal components analysis of the selected financial variables.

Q: How is this trend used in economic policy?

A: The STLFSI is used by the Federal Reserve and other institutions to assess financial stability and inform policy decisions, such as adjustments to monetary policy.

Q: Are there update delays or limitations?

A: The STLFSI is updated weekly and is available with a short lag, typically a few days after the end of the reference week.

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Citation

U.S. Federal Reserve, Index, Weekly, Not Seasonally Adjusted (STLFSI), retrieved from FRED.
Index, Weekly, Not Seasonally Adjusted | US Economic Trends