Absorption Fragility Index
Composite Study | Contained | As of 2026-09-04 | Freshness 63d
Absorption Fragility Index is 'contained' with a score of 29.3. Child studies are contributing as follows: Household Absorption 59.8, Credit Fragility 29.3.
Component Scores
| Component | Score |
|---|---|
| Household Absorption | 59.83 |
| Credit Fragility | 29.31 |
Current Drivers
| Driver | Component | Score | Raw | Transformed |
|---|---|---|---|---|
| Consumer sentiment | Income strain | 67.44 | 55.20 | -55.20 |
| Household debt service ratio | Debt-service pressure | 64.40 | 11.16 | 11.16 |
| Real personal consumption expenditures | Spending strain | 60.21 | 16901.30 | -2.14 |
| Real disposable personal income | Income strain | 56.42 | 18122.50 | -0.45 |
| Real retail sales | Spending strain | 47.41 | 229439.00 | -1.65 |
| BBB option-adjusted spread | Market stress | 35.39 | 0.98 | 0.98 |
| Adjusted National Financial Conditions Index | Financing tightness | 29.97 | -0.58 | -0.58 |
| High-yield option-adjusted spread | Market stress | 29.89 | 2.63 | 2.63 |
Metrics
| Metric | Value |
|---|---|
| Score | 29.31 |
| Overlay Score | N/A |
| Freshness Days | 63 |
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 29.3. Child studies are contributing as follows: Household Absorption 59.8, Credit Fragility 29.3.
Deterministic fallback commentary (AI unavailable): - score: 29.3147 - overlay_score: None - component_scores: {'Household Absorption': 59.8313, 'Credit Fragility': 29.3147} - drivers: [{'label': 'Consumer sentiment', 'series_id': 'UMCSENT', 'component': 'Income strain', 'score': 67.4443, 'transformed_value': -55.2, 'raw_value': 55.2, 'from_study': 'Household Absorption', 'composite_impact': 30.3499}, {'label': 'Household debt service ratio', 'series_id': 'TDSP', 'component': 'Debt-service pressure', 'score': 64.4046, 'transformed_value': 11.1641, 'raw_value': 11.1641, 'from_study': 'Household Absorption', 'composite_impact': 28.9821}, {'label': 'Real personal consumption expenditures', 'series_id': 'PCEC96', 'component': 'Spending strain', 'score': 60.2071, 'transformed_value': -2.1381, 'raw_value': 16901.3, 'from_study': 'Household Absorption', 'composite_impact': 27.0932}, {'label': 'Real disposable personal income', 'series_id': 'DSPIC96', 'component': 'Income strain', 'score': 56.4222, 'transformed_value': -0.4523, 'raw_value': 18122.5, 'from_study': 'Household Absorption', 'composite_impact': 25.39}, {'label': 'Real retail sales', 'series_id': 'RRSFS', 'component': 'Spending strain', 'score': 47.4118, 'transformed_value': -1.6508, 'raw_value': 229439.0, 'from_study': 'Household Absorption', 'composite_impact': 21.3353}, {'label': 'BBB option-adjusted spread', 'series_id': 'BAMLC0A4CBBB', 'component': 'Market stress', 'score': 35.3938, 'transformed_value': 0.98, 'raw_value': 0.98, 'from_study': 'Credit Fragility', 'composite_impact': 19.4666}, {'label': 'Adjusted National Financial Conditions Index', 'series_id': 'ANFCI', 'component': 'Financing tightness', 'score': 29.9668, 'transformed_value': -0.576, 'raw_value': -0.576, 'from_study': 'Credit Fragility', 'composite_impact': 16.4817}, {'label': 'High-yield option-adjusted spread', 'series_id': 'BAMLH0A0HYM2', 'component': 'Market stress', 'score': 29.8936, 'transformed_value': 2.63, 'raw_value': 2.63, 'from_study': 'Credit Fragility', 'composite_impact': 16.4415}] Caveat: This summary is template-based and may miss contextual drivers outside these indicators.