Skip to main content

Contributions to the Cleveland Financial Stress Index: Stock Market Crashes (SMCD678FRBCLE)

Observation:

2016-05-05: 17.39  
Updated: May 6, 2016

Units:

Units of Stress,
Not Seasonally Adjusted

Frequency:

Daily
1Y | 5Y | 10Y | Max
  EDIT BAR 1
(a) Contributions to the Cleveland Financial Stress Index: Stock Market Crashes, Units of Stress, Not Seasonally Adjusted (SMCD678FRBCLE)
The source has posted to their website a message regarding this release: Cleveland Financial Stress Index under review and a revised index expected in the fourth quarter of 2016. A thorough review of the index is being conducted to both simplify the index and enhance its robustness, while also taking into consideration changes in financial markets and institutions. This review and the revisions to the CFSI are expected to be completed sometime during the fourth quarter of this year, and additional details will be made available at that time. Thank you for your patience while we improve the CFSI.

This chart shows the contribution of the stock market crashes indicator to the CFSI. This indicator is measured as the ratio of the current value of the S&P 500 Financial Index relative to its maximum over the previous 365 days. It captures the extent to which equity values have dropped over the previous year. It also captures expectations about the future of the banking industry.

Contributions to the Cleveland Financial Stress Index: Stock Market Crashes

Select a date that will equal 100 for your custom index:
to

Customize data:

Write a custom formula to transform one or more series or combine two or more series.

You can begin by adding a series to combine with your existing series.

Now create a custom formula to combine or transform the series.
Need help? []

Finally, you can change the units of your new series.

Select a date that will equal 100 for your custom index:

  EDIT BAR 2
(a) Contributions to the Cleveland Financial Stress Index: Stock Market Crashes, Units of Stress, Not Seasonally Adjusted (SMCD678FRBCLE)
The source has posted to their website a message regarding this release: Cleveland Financial Stress Index under review and a revised index expected in the fourth quarter of 2016. A thorough review of the index is being conducted to both simplify the index and enhance its robustness, while also taking into consideration changes in financial markets and institutions. This review and the revisions to the CFSI are expected to be completed sometime during the fourth quarter of this year, and additional details will be made available at that time. Thank you for your patience while we improve the CFSI.

This chart shows the contribution of the stock market crashes indicator to the CFSI. This indicator is measured as the ratio of the current value of the S&P 500 Financial Index relative to its maximum over the previous 365 days. It captures the extent to which equity values have dropped over the previous year. It also captures expectations about the future of the banking industry.

Contributions to the Cleveland Financial Stress Index: Stock Market Crashes

Select a date that will equal 100 for your custom index:
to

Customize data:

Write a custom formula to transform one or more series or combine two or more series.

You can begin by adding a series to combine with your existing series.

Now create a custom formula to combine or transform the series.
Need help? []

Finally, you can change the units of your new series.

Select a date that will equal 100 for your custom index:

ADD BAR

Add data series to graph:

FORMAT GRAPH
Log scale:



NOTES
Title Release Dates

2014-02-17 2016-05-06
 
Source    

2014-02-17 2016-05-06
 
Release    

2014-02-17 2016-05-06
 
Units    

2014-02-17 2016-05-06
 
Frequency    

2014-02-17 2016-05-06
 
Seasonal Adjustment    

2014-02-17 2016-05-06
 
Notes    

2014-02-17 2016-05-06
RELEASE TABLES





Retrieving data.
Updating graph.

Subscribe to our newsletter


Follow us

Twitter logo Google Plus logo Facebook logo YouTube logo LinkedIn logo
Back to Top
Top