Absorption Fragility Index
Composite Study | Emerging | As of 2026-10-09 | Freshness 72d
Absorption Fragility Index is 'emerging' with a score of 40.3. Child studies are contributing as follows: Household Absorption 57.2, Credit Fragility 40.3.
Component Scores
| Component | Score |
|---|---|
| Household Absorption | 57.21 |
| Credit Fragility | 40.34 |
Current Drivers
| Driver | Component | Score | Raw | Transformed |
|---|---|---|---|---|
| Consumer sentiment | Income strain | 73.35 | 51.70 | -52.20 |
| High-yield option-adjusted spread | Market stress | 52.64 | 3.15 | 3.15 |
| Household debt service ratio | Debt-service pressure | 61.76 | 11.11 | 11.11 |
| Adjusted National Financial Conditions Index | Financing tightness | 47.09 | -0.50 | -0.50 |
| Real personal consumption expenditures | Spending strain | 54.42 | 16955.30 | -2.57 |
| Real disposable personal income | Income strain | 52.83 | 18410.50 | -1.30 |
| BBB option-adjusted spread | Market stress | 40.14 | 1.02 | 1.02 |
| Real retail sales | Spending strain | 40.43 | 231630.00 | -2.58 |
Metrics
| Metric | Value |
|---|---|
| Score | 40.34 |
| Overlay Score | N/A |
| Freshness Days | 72 |
Charts
Composite score history
Composite history is built only from child-study score histories and fixed weights.
Current component waterfall
The waterfall shows each child study's weighted contribution to the latest composite score.
Notes
- Higher scores mean households and credit markets are absorbing less of the shock and transmitting more of it forward.
Commentary
Absorption Fragility Index is 'emerging' with a score of 40.3. Child studies are contributing as follows: Household Absorption 57.2, Credit Fragility 40.3.
Deterministic fallback commentary (AI unavailable): - score: 40.3409 - overlay_score: None - component_scores: {'Household Absorption': 57.2108, 'Credit Fragility': 40.3409} - drivers: [{'label': 'Consumer sentiment', 'series_id': 'UMCSENT', 'component': 'Income strain', 'score': 73.3537, 'transformed_value': -52.2, 'raw_value': 51.7, 'from_study': 'Household Absorption', 'composite_impact': 33.0092}, {'label': 'High-yield option-adjusted spread', 'series_id': 'BAMLH0A0HYM2', 'component': 'Market stress', 'score': 52.6427, 'transformed_value': 3.15, 'raw_value': 3.15, 'from_study': 'Credit Fragility', 'composite_impact': 28.9535}, {'label': 'Household debt service ratio', 'series_id': 'TDSP', 'component': 'Debt-service pressure', 'score': 61.7645, 'transformed_value': 11.1114, 'raw_value': 11.1114, 'from_study': 'Household Absorption', 'composite_impact': 27.794}, {'label': 'Adjusted National Financial Conditions Index', 'series_id': 'ANFCI', 'component': 'Financing tightness', 'score': 47.0916, 'transformed_value': -0.504, 'raw_value': -0.504, 'from_study': 'Credit Fragility', 'composite_impact': 25.9004}, {'label': 'Real personal consumption expenditures', 'series_id': 'PCEC96', 'component': 'Spending strain', 'score': 54.4238, 'transformed_value': -2.5748, 'raw_value': 16955.3, 'from_study': 'Household Absorption', 'composite_impact': 24.4907}, {'label': 'Real disposable personal income', 'series_id': 'DSPIC96', 'component': 'Income strain', 'score': 52.8323, 'transformed_value': -1.3013, 'raw_value': 18410.5, 'from_study': 'Household Absorption', 'composite_impact': 23.7745}, {'label': 'BBB option-adjusted spread', 'series_id': 'BAMLC0A4CBBB', 'component': 'Market stress', 'score': 40.1371, 'transformed_value': 1.02, 'raw_value': 1.02, 'from_study': 'Credit Fragility', 'composite_impact': 22.0754}, {'label': 'Real retail sales', 'series_id': 'RRSFS', 'component': 'Spending strain', 'score': 40.4269, 'transformed_value': -2.5756, 'raw_value': 231630.0, 'from_study': 'Household Absorption', 'composite_impact': 18.1921}] Caveat: This summary is template-based and may miss contextual drivers outside these indicators.