Absorption Fragility Index
Composite Study | Contained | As of 2026-07-24 | Freshness 52d
Absorption Fragility Index is 'contained' with a score of 31.2. Child studies are contributing as follows: Household Absorption 60.4, Credit Fragility 31.2.
Component Scores
| Component | Score |
|---|---|
| Household Absorption | 60.38 |
| Credit Fragility | 31.22 |
Current Drivers
| Driver | Component | Score | Raw | Transformed |
|---|---|---|---|---|
| Consumer sentiment | Income strain | 73.96 | 44.80 | -52.20 |
| Household debt service ratio | Debt-service pressure | 64.62 | 11.16 | 11.16 |
| Real personal consumption expenditures | Spending strain | 62.75 | 16773.40 | -1.86 |
| Real disposable personal income | Income strain | 58.04 | 17983.80 | -0.12 |
| BBB option-adjusted spread | Market stress | 33.69 | 0.97 | 0.97 |
| Real retail sales | Spending strain | 39.50 | 231096.00 | -3.15 |
| High-yield option-adjusted spread | Market stress | 31.19 | 2.69 | 2.69 |
| Adjusted National Financial Conditions Index | Financing tightness | 30.76 | -0.55 | -0.55 |
Metrics
| Metric | Value |
|---|---|
| Score | 31.22 |
| Overlay Score | N/A |
| Freshness Days | 52 |
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 'contained' with a score of 31.2. Child studies are contributing as follows: Household Absorption 60.4, Credit Fragility 31.2.
Deterministic fallback commentary (AI unavailable): - score: 31.2198 - overlay_score: None - component_scores: {'Household Absorption': 60.3804, 'Credit Fragility': 31.2198} - drivers: [{'label': 'Consumer sentiment', 'series_id': 'UMCSENT', 'component': 'Income strain', 'score': 73.958, 'transformed_value': -52.2, 'raw_value': 44.8, 'from_study': 'Household Absorption', 'composite_impact': 33.2811}, {'label': 'Household debt service ratio', 'series_id': 'TDSP', 'component': 'Debt-service pressure', 'score': 64.62, 'transformed_value': 11.1641, 'raw_value': 11.1641, 'from_study': 'Household Absorption', 'composite_impact': 29.079}, {'label': 'Real personal consumption expenditures', 'series_id': 'PCEC96', 'component': 'Spending strain', 'score': 62.7528, 'transformed_value': -1.865, 'raw_value': 16773.4, 'from_study': 'Household Absorption', 'composite_impact': 28.2388}, {'label': 'Real disposable personal income', 'series_id': 'DSPIC96', 'component': 'Income strain', 'score': 58.0387, 'transformed_value': -0.1208, 'raw_value': 17983.8, 'from_study': 'Household Absorption', 'composite_impact': 26.1174}, {'label': 'BBB option-adjusted spread', 'series_id': 'BAMLC0A4CBBB', 'component': 'Market stress', 'score': 33.6906, 'transformed_value': 0.97, 'raw_value': 0.97, 'from_study': 'Credit Fragility', 'composite_impact': 18.5298}, {'label': 'Real retail sales', 'series_id': 'RRSFS', 'component': 'Spending strain', 'score': 39.5044, 'transformed_value': -3.1462, 'raw_value': 231096.0, 'from_study': 'Household Absorption', 'composite_impact': 17.777}, {'label': 'High-yield option-adjusted spread', 'series_id': 'BAMLH0A0HYM2', 'component': 'Market stress', 'score': 31.1886, 'transformed_value': 2.69, 'raw_value': 2.69, 'from_study': 'Credit Fragility', 'composite_impact': 17.1537}, {'label': 'Adjusted National Financial Conditions Index', 'series_id': 'ANFCI', 'component': 'Financing tightness', 'score': 30.7577, 'transformed_value': -0.55, 'raw_value': -0.55, 'from_study': 'Credit Fragility', 'composite_impact': 16.9167}] Caveat: This summary is template-based and may miss contextual drivers outside these indicators.