Absorption Fragility Index
Composite Study | Emerging | As of 2026-10-30 | Freshness 62d
Absorption Fragility Index is 'emerging' with a score of 45.0. Child studies are contributing as follows: Household Absorption 56.7, Credit Fragility 45.0.
Component Scores
| Component | Score |
|---|---|
| Household Absorption | 56.70 |
| Credit Fragility | 44.97 |
Current Drivers
| Driver | Component | Score | Raw | Transformed |
|---|---|---|---|---|
| Consumer sentiment | Income strain | 72.76 | 48.10 | -52.09 |
| High-yield option-adjusted spread | Market stress | 59.15 | 3.26 | 3.26 |
| BBB option-adjusted spread | Market stress | 50.65 | 1.10 | 1.10 |
| Household debt service ratio | Debt-service pressure | 61.52 | 11.11 | 11.11 |
| Adjusted National Financial Conditions Index | Financing tightness | 50.15 | -0.50 | -0.50 |
| Real disposable personal income | Income strain | 54.71 | 18366.10 | -0.95 |
| Real personal consumption expenditures | Spending strain | 54.34 | 16977.60 | -2.54 |
| Real retail sales | Spending strain | 36.74 | 221536.00 | -2.48 |
Metrics
| Metric | Value |
|---|---|
| Score | 44.97 |
| Overlay Score | N/A |
| Freshness Days | 62 |
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 45.0. Child studies are contributing as follows: Household Absorption 56.7, Credit Fragility 45.0.
Deterministic fallback commentary (AI unavailable): - score: 44.9724 - overlay_score: None - component_scores: {'Household Absorption': 56.6995, 'Credit Fragility': 44.9724} - drivers: [{'label': 'Consumer sentiment', 'series_id': 'UMCSENT', 'component': 'Income strain', 'score': 72.7576, 'transformed_value': -52.09, 'raw_value': 48.1, 'from_study': 'Household Absorption', 'composite_impact': 32.7409}, {'label': 'High-yield option-adjusted spread', 'series_id': 'BAMLH0A0HYM2', 'component': 'Market stress', 'score': 59.1499, 'transformed_value': 3.26, 'raw_value': 3.26, 'from_study': 'Credit Fragility', 'composite_impact': 32.5324}, {'label': 'BBB option-adjusted spread', 'series_id': 'BAMLC0A4CBBB', 'component': 'Market stress', 'score': 50.6486, 'transformed_value': 1.1, 'raw_value': 1.1, 'from_study': 'Credit Fragility', 'composite_impact': 27.8567}, {'label': 'Household debt service ratio', 'series_id': 'TDSP', 'component': 'Debt-service pressure', 'score': 61.5164, 'transformed_value': 11.1114, 'raw_value': 11.1114, 'from_study': 'Household Absorption', 'composite_impact': 27.6824}, {'label': 'Adjusted National Financial Conditions Index', 'series_id': 'ANFCI', 'component': 'Financing tightness', 'score': 50.1466, 'transformed_value': -0.501, 'raw_value': -0.501, 'from_study': 'Credit Fragility', 'composite_impact': 27.5806}, {'label': 'Real disposable personal income', 'series_id': 'DSPIC96', 'component': 'Income strain', 'score': 54.7061, 'transformed_value': -0.9531, 'raw_value': 18366.1, 'from_study': 'Household Absorption', 'composite_impact': 24.6177}, {'label': 'Real personal consumption expenditures', 'series_id': 'PCEC96', 'component': 'Spending strain', 'score': 54.341, 'transformed_value': -2.5366, 'raw_value': 16977.6, 'from_study': 'Household Absorption', 'composite_impact': 24.4535}, {'label': 'Real retail sales', 'series_id': 'RRSFS', 'component': 'Spending strain', 'score': 36.7357, 'transformed_value': -2.478, 'raw_value': 221536.0, 'from_study': 'Household Absorption', 'composite_impact': 16.5311}] Caveat: This summary is template-based and may miss contextual drivers outside these indicators.