Indicators / Equity Market
S&P 500
S&P 500.
Current
7,659
Observation date 2026-10-16
NormalLIVE
Stress
20
Drawdown from 52-week high
Metric: -2.04 · Trend →Stable
History
Percentile 98
Z-score —
History since 2016-10-17
Changes
1W −1.9%
1M +1.4%
3M +2.7%
6M +7.5%
12M +15.5%
Chart
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Interpretation & scoring
Direction: Falling prices = tighter financial conditions and weaker risk appetite.
Stress metric: Drawdown from 52-week high (lower = more stress).
Mapping: indicator-specific thresholds (piecewise linear). Metric values 0.00 → -5.00 → -10.00 → -20.00 → -35.00 map to stress 0 → 50 (Watch) → 75 (Elevated) → 90 (Severe) → 100.
Conventional correction (-10%) and bear-market (-20%) thresholds.
- drawdown pct: -2.04
- momentum1m pct: 1.43
- momentum3m pct: 2.71
Contribution to scores
| Score | Category / cluster | Weight | Points |
|---|---|---|---|
| Recession Stress | equity / drawdown | 0.8% | 0.2 |
| Financial Market Stress | equity / drawdown | 5.0% | 1.0 |
Sources & timestamps
| Series | Source | ID | Frequency | Last observation | Source last updated | Retrieved |
|---|---|---|---|---|---|---|
| S&P 500 index | S&P Dow Jones Indices (via FRED) | SP500 | Daily | 2026-10-16 | 2026-10-17 00:02 UTC | 2026-10-18 23:09 UTC |