Rating The Global Financial System

The Global Financial Complexity Index™ (GFCI™)  is a meta-index which measures the complexity of the global financial system. The GFCI™ is based on the closing values of the indices of the World’s main market indices and is computed on a daily basis. Essential to the global investor, the GFCI™ measures the ‘temperature’ of the entire international financial system. In essence, the GFCI™ provides a new and modern measure of volatility.

The index is based on the past six months of trading. Its values are absolute (>0). High values indicate intense interaction between the various market indices which are the following:

AORD,  BSESN,  HSI,  JKSE,  KLSE,  KS11,  N225,  NSEI,  NZ50,  STI,  TWII,  000001.SS,  ATX,  BFX,  FCHI,  FTSE,  GDAXI,  IBEX,  SSMI,  FTSEMIB.MI,  IETP,  STOXX50E,  OMXH25,  OMXSPI,  OMXC20,  DJA,  DJI,  DJT,  DJU,  GSPC,  IXIC,  MID,  NDX,  NYI,  NYA,  RUA,  RUI,  RUT,  SML,  BVSP,  GSPTSE,  MERV,  MXX,  TA100,  BIST 100,  IDX,  TASI,  TA-25,  SET

The function of the GFCI™ is to combine the above 50 indices into one single meta-index.

The Normalized GFCI. updated february 9-th, 2018. data source: bloomberg

The GFCI is computed on a daily basis but may be delivered at an arbitrary frequency, including near-real time.

In addition to the Global FCI, there are also regional Financial Complexity Indices: Americas, EMEA and APAC:

 The normalized Americas fiiancial complexity index. updated february 9-th, 2018. data source bloomberg

The normalized Americas fiiancial complexity index. updated february 9-th, 2018. data source bloomberg

 the normalized emea fiiancial complexity index. updated february 9-th, 2018. data source bloomberg

the normalized emea fiiancial complexity index. updated february 9-th, 2018. data source bloomberg

 the normalized apac financial complexity index. updated february 9-th, 2018. data source bloomberg

the normalized apac financial complexity index. updated february 9-th, 2018. data source bloomberg

The fact that all of the indices are normalized means they can be compared.