{"listing_id":"cc07c6f8-44c5-448d-bf49-7b9a16930818","listing_type":"series","title":"St. Louis Fed Financial Stress Index","description":"St. Louis Fed composite stress index measuring strain in U.S. financial markets. Constructed from 18 weekly data series including rates, spreads, and equity measures. Zero = normal conditions, positive = above-average stress. Weekly frequency, useful for crisis detection and risk-off signals.","use_cases":["financial-conditions","credit","rates","sentiment"],"tags":["stlfsi4","financial-conditions","w"],"schema_type":"TimeSeries","price_per_call_usd":0.005,"update_frequency":"Weekly, Ending Friday","next_expected_update":null,"available_metrics":["mom_change","mom_pct","yoy_change","yoy_pct","rolling_3m_avg","rolling_6m_avg","rolling_12m_avg","rolling_12m_stddev","zscore_12m","zscore_5y","pct_rank_5y","trend_direction","above_trend"],"category":{"slug":"financial-conditions","name":"Financial Conditions"},"sample":{"json":{"data":[{"date":"2026-07-17","value":-0.7004,"mom_pct":20.634561,"yoy_pct":-4.102259,"mom_change":0.1821,"yoy_change":-0.0276,"zscore_12m":0.648035,"above_trend":true,"rolling_3m_avg":-0.768733,"rolling_6m_avg":-0.778283,"rolling_12m_avg":-0.76125,"trend_direction":1,"rolling_12m_stddev":0.093899},{"date":"2026-07-24","value":-0.8256,"mom_pct":-17.8755,"yoy_pct":-23.703926,"mom_change":-0.1252,"yoy_change":-0.1582,"zscore_12m":-0.564931,"above_trend":false,"rolling_3m_avg":-0.802833,"rolling_6m_avg":-0.787983,"rolling_12m_avg":-0.774433,"trend_direction":-1,"rolling_12m_stddev":0.090572},{"date":"2026-07-31","value":-0.5056,"mom_pct":38.75969,"yoy_pct":33.254125,"mom_change":0.32,"yoy_change":0.2519,"zscore_12m":2.074984,"above_trend":true,"rolling_3m_avg":-0.6772,"rolling_6m_avg":-0.7135,"rolling_12m_avg":-0.753442,"trend_direction":1,"rolling_12m_stddev":0.119443},{"date":"2026-08-07","value":-0.7705,"mom_pct":-52.393196,"yoy_pct":-4.502916,"mom_change":-0.2649,"yoy_change":-0.0332,"zscore_12m":-0.119676,"above_trend":false,"rolling_3m_avg":-0.700567,"rolling_6m_avg":-0.73465,"rolling_12m_avg":-0.756208,"trend_direction":-1,"rolling_12m_stddev":0.119419},{"date":"2026-08-14","value":-0.8285,"mom_pct":-7.527579,"yoy_pct":-9.329638,"mom_change":-0.058,"yoy_change":-0.0707,"zscore_12m":-0.547696,"above_trend":false,"rolling_3m_avg":-0.701533,"rolling_6m_avg":-0.752183,"rolling_12m_avg":-0.7621,"trend_direction":-1,"rolling_12m_stddev":0.121235}],"meta":{"sa":"NSA","title":"St. Louis Fed Financial Stress Index","units":"Index","fields":"value","date_to":"(sample)","date_from":"(sample)","frequency":"W","listing_id":"cc07c6f8-44c5-448d-bf49-7b9a16930818","source_key":"STLFSI4","units_short":"Index"},"@type":"TimeSeries","count":5,"@context":"https://stationfx.com/schema/v1/time-series"},"toon":"~META\nlisting_id=cc07c6f8-44c5-448d-bf49-7b9a16930818|source_key=STLFSI4|title=St. Louis Fed Financial Stress Index|units=Index|units_short=Index|frequency=W|sa=NSA|date_from=(sample)|date_to=(sample)|fields=value\ncount=5\n~DATA\ndate|value|mom_change|mom_pct|yoy_change|yoy_pct|rolling_3m_avg|rolling_6m_avg|rolling_12m_avg|rolling_12m_stddev|zscore_12m|trend_direction|above_trend\n2026-07-17|-0.7004|0.1821|20.634561|-0.0276|-4.102259|-0.768733|-0.778283|-0.76125|0.093899|0.648035|1|1;2026-07-24|-0.8256|-0.1252|-17.8755|-0.1582|-23.703926|-0.802833|-0.787983|-0.774433|0.090572|-0.564931|-1|0;2026-07-31|-0.5056|0.32|38.75969|0.2519|33.254125|-0.6772|-0.7135|-0.753442|0.119443|2.074984|1|1;2026-08-07|-0.7705|-0.2649|-52.393196|-0.0332|-4.502916|-0.700567|-0.73465|-0.756208|0.119419|-0.119676|-1|0;2026-08-14|-0.8285|-0.058|-7.527579|-0.0707|-9.329638|-0.701533|-0.752183|-0.7621|0.121235|-0.547696|-1|0"},"query_endpoint":"https://stationfx.com/query/cc07c6f8-44c5-448d-bf49-7b9a16930818","source_key":"STLFSI4","units":"Index","frequency_short":"W","seasonal_adj_short":"NSA","data_range":{"start":"1993-12-31","end":"2026-08-21"},"units_short":"Index","frequency":"Weekly, Ending Friday","seasonal_adjustment":"Not Seasonally Adjusted","notes":"The STLFSI4 measures the degree of financial stress in the markets and is constructed from 18 weekly data series: seven interest rate series, six yield spreads and five other indicators. Each of these variables captures some aspect of financial stress. Accordingly, as the level of financial stress in the economy changes, the data series are likely to move together.\r\n\r\nHow to Interpret the Index:\r\nThe average value of the index, which begins in late 1993, is designed to be zero. Thus, zero is viewed as representing normal financial market conditions. Values below zero suggest below-average financial market stress, while values above zero suggest above-average financial market stress.\r\n\r\nMore information:\r\nThe STLFSI4 is the third revision (i.e., STLFSI3 (https://fred.stlouisfed.org/series/STLFSI3) and STLFSI2 (https://fred.stlouisfed.org/series/STLFSI2) of the original STLFSI (https://fred.stlouisfed.org/series/STLFSI). Whereas the STLFSI3 used the past 90-day average backward-looking secured overnight financing rate (SOFR) (https://fred.stlouisfed.org/series/SOFR90DAYAVG) in two of their yield spreads, the STLFSI4 uses the 90-day forward-looking SOFR (https://www.cmegroup.com/market-data/cme-group-benchmark-administration/term-sofr.html) in its place. For more information, see \"The St. Louis Fed’s Financial Stress Index, Version 4.0\" (https://fredblog.stlouisfed.org/2022/11/the-st-louis-feds-financial-stress-index-version-4/). For information on earlier STLFSIs, see \"Measuring Financial Market Stress\" (https://files.stlouisfed.org/files/htdocs/publications/es/10/ES1002.pdf), \"The St. Louis Fed’s Financial Stress Index, Version 2.0.\" (https://fredblog.stlouisfed.org/2020/03/the-st-louis-feds-financial-stress-index-version-2-0/), and \"The St. Louis Fed’s Financial Stress Index, Version 3.0\" (https://fredblog.stlouisfed.org/2022/01/the-st-louis-feds-financial-stress-index-version-3-0/).","schema_context_uri":"https://stationfx.com/schema/v1/time-series","signal_type":null,"formats":["json","toon"]}