St. Louis Fed Financial Stress Index
Returns the St. Louis Fed Financial Stress Index (STLFSI) from FRED. This measures financial market stress.
Interpretation
- Zero = normal stress
- Positive values = above-average stress
- Negative values = below-average stress
Data Source
Data is sourced from the Federal Reserve Bank of St. Louis, updated weekly.
Notes
- Combines 18 financial indicators
- Useful for crisis detection
- Leading indicator of economic stress
Examples
Financial stress level
When to Use
- Financial market stress assessment
- Crisis monitoring
- Risk management
- Economic forecasting
When NOT to Use
| Scenario | Use Instead |
|---|---|
| Volatility index | Last("^VIX") |
| Credit spreads | FRED direct access |
| Economic policy uncertainty | Other indices |
Common Issues & FAQ
Q: What does a negative value mean? A: Below-average financial stress (normal/calm market conditions).
Q: How is this calculated? A: Combines 18 indicators including interest rates, yield spreads, and other variables.
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