Index, Weekly, Not Seasonally Adjusted
STLFSI2 • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
-0.85
Year-over-Year Change
-12.53%
Date Range
11/15/2002 - 1/7/2022
Summary
The St. Louis Fed Financial Stress Index tracks systemic financial market risk and volatility. It provides real-time insights into potential economic disruptions.
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
This index measures financial market stress by analyzing 18 weekly financial market indicators. Lower values indicate more stable market conditions.
Methodology
Calculated using standardized financial market variables with a zero mean and unit variance.
Historical Context
Used by policymakers and investors to assess potential economic and financial system risks.
Key Facts
- Zero indicates average market conditions
- Positive values signal above-average financial stress
- Updated weekly for current market assessment
FAQs
Q: What does a high STLFSI2 value mean?
A: A high value indicates increased financial market stress and potential economic instability. Higher numbers suggest greater market uncertainty.
Q: How is the St. Louis Financial Stress Index calculated?
A: The index uses 18 standardized financial market variables to measure systemic risk. It's normalized to have zero mean and unit variance.
Q: Who uses the STLFSI2 index?
A: Economists, policymakers, and financial analysts use this index to assess market conditions and potential economic risks.
Q: How often is the index updated?
A: The St. Louis Financial Stress Index is updated weekly to provide current market stress assessments.
Q: What financial variables are included in the index?
A: The index incorporates variables from interest rates, credit spreads, equity markets, and other financial market indicators.
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Citation
U.S. Federal Reserve, St. Louis Financial Stress Index (STLFSI2), retrieved from FRED.