Misesian Stationarity Index

Visualize the Misesian Stationarity Index based on stock market equity and net worth data from the Federal Reserve.

The Misesian Stationarity Index is a financial metric that measures the deviation of the equity-to-net-worth ratio from its geometric mean over time. This indicator can help identify periods of economic anomaly or instability.

The calculation divides each period’s equity-to-net-worth ratio by the geometric mean of all previous ratios, providing a stationary measure that adjusts for long-term trends.

Data Source: U.S. Federal Reserve Economic Data (FRED)

Corporate Equity: NCBCEL
Net Worth: TNWMVBSNNCB
Frequency: Quarterly

Time Range:

Max 50 Year 20 Year 10 Year 5 Year 1 Year

Show Quartiles

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