Contributions to the Cleveland Financial Stress Index: Stock Market Crashes

2014-09-26: 4.940 Units of Stress (+ see more) 
Daily, Not Seasonally Adjusted, SMCD678FRBCLE, Updated: 2014-09-29 5:59 PM CDT
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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.

Source: Federal Reserve Bank of Cleveland

Release: Cleveland Financial Stress Index

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(a) Contributions to the Cleveland Financial Stress Index: Stock Market Crashes, Units of Stress, Not Seasonally Adjusted (SMCD678FRBCLE)
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
   

  

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