worldstat.us · United States · Stress layer · Indicator
OFR Financial Stress Index
Fetched 18 Sep 2026, 08:42 UTC
−2.2 index
Post-trigger returned 31 Mar · rising
As of 15 Sep 2026 · Threshold > 0
Recession, Apr 2001 to Nov 2001Recession, Jan 2008 to Jun 2009Recession, Mar 2020 to Apr 2020−50510152025Threshold > 0Trigger > 020052010201520202025
2000 to 2026 · index. Shaded bands are recessions.
What it is

A daily index of 33 market variables covering credit spreads, equity valuations, safe-asset demand, funding and volatility. Zero is average stress since 2000; readings above zero mean markets are pricing more stress than usual.

Threshold source: OFR: zero is average stress over the sample; positive values are above-average stress. How thresholds are chosen

Known weaknesses

Market-based, so it measures how markets feel rather than how the economy is, and it can spike on a single day of volatility.