Chart of the Day: US Financial Conditions Index at 32-month high

The US Financial Conditions Index (BFCIUS) is a composite measure of the condition of U.S. financial markets, using yield spreads, indices from bond, equity and money markets. Right now, it is at a 32-month high.

us-financial-conditions-index

But, while this is supposed to measure market strength, it really seems to measure market bullishness. I see the US Financial Conditions Index (BFCIUS) as somewhat of a contrarian indicator.  As you can see from the chart above, the index tanked in September 2008 when Lehman Brothers went bankrupt. But immediately, it resumed an upward path due to the huge numbers of government backstops and liquidity measures, plateauing in March 2009 right when equities bottomed.

From April 2009 onward it was off to the races.

Source

US Financial Conditions Index – Bloomberg.com

4 Comments
  1. js says

    Looks like this is a reflection of sound banking practices and a strong economy with low unemployment and reasonable debt loads. Looks like a bright future …. ha ha ha

    It amazes how this market responds. Can this top really keep spinning given all the issues that must be dealt with to ensure a sustainable future and manageable government and private sector debt?

    Nothing like living for the moment.

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