Saturday, December 15, 2012

Stress Indices

The first chart is the St. Louis Fed Stress Index and the three-month S&P 500 volatility. 
St. Louis Stress Index (blue) and VIX (red).
The second chart is a new one I am not too familiar with: the CredAbility Consumer Distress Index for Household Budget.  It has a graded scale, much like grade-school grading scales: 90+ A, 89-80 B, 79-70 C, 69-60 D, and below a 60 is an F.  Currently, we're somewhere between needing to pull an all nighter to "don't worry about it, you can still get two D's and graduate"

Household budget stress index.
I set the timeline for the two charts from 5-years ago to present simply because I can't get over that it's been 5-years since the Great Recession began (though you'll see the second chart is based on quarterly data).

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