Eracrisismeter
Crisis risk index
Macroeconomic stress in the US economy across 24 key indicators. Updated once a day.
0/100
Elevated-risk zone
Macro indicators
24 indicators| № | Indicator | Current | Change |
|---|---|---|---|
| 1 | Difference in UST yield | 0.33 | -0.04 |
| 2 | US Dollar Index - DXY | 101.84 | -0.16 |
| 3 | VIX Index (S&P 500 Volatility) | 19.99 | +3.53 |
| 4 | Baltic Dry Index (BDI) | 2511 | -34 |
| 5 | Unemployment Claims | 199000 | +1000 |
| 6 | ISM Manufacturing PMI | 54.50 | -0.10 |
| 7 | Federal Funds Rate | 3.75 | +0.12 |
| 8 | M2 Monetary Aggregate | 23,342.80 | +124.90 |
| 9 | Fed Balance Sheet (Quantitative Tightening) | 6755639 | +8079 |
| 10 | Reserve balances at the Fed (USD billions) | 3,022.14 | -7.52 |
| 11 | Consumer Confidence | 51.70 | -3.50 |
| 12 | Consumer Price Index (CPI) | 336.30 | +2.17 |
| 13 | US Retail Sales | 745021 | +5699 |
| 14 | ISM Services Business Activity | 56.50 | -5.20 |
| 15 | Unemployment | 4.20 | +0.10 |
| 16 | Durable Goods Orders (USD millions) | 338458 | -242 |
| 17 | US Building Permits | 1403 | -30 |
| 18 | SOFR − IORB spread (basis points) | -1 | +1 |
| 19 | High-Yield Bond Spreads (HY Spreads) | 3.23 | -0.02 |
| 20 | St. Louis Fed Financial Stress Index (version 4) | -0.72 | -0.25 |
| 21 | Loan Officer Survey | 0 | -8.10 |
| 22 | VVIX (Volatility Index) | 109.91 | +17.34 |
| 23 | Primary Dealer Positions (US Treasury bond positions) | 92334 | -10084 |
| 24 | China Credit Impulse | 4.70 | +1.89 |
How the index is calculated
The service measures macroeconomic stress in the US economy across 24 key indicators. Each indicator gets a weight of 0 to 15 points depending on its value and its contribution to recession risk. The total (100 at most) is a composite view of current economic resilience.
Data is collected once a day after publication on official sites and processed by the model. The higher the number, the higher the likelihood of economic trouble or slower growth.
