Monthly
Index
1967 - 2026
May 1, 1967 to Feb 1, 2026
FRED
1 months ago
RecentApr 23, 2026
The CFNAI Diffusion Index is a metric based on the magnitude of the weight given to each of the underlying indicators in the CFNAI when constructing the index as their weighted average. The index is calculated as the sum of the absolute values of the underlying indicators whose contribution to the CFNAI is positive in a given month less the sum of the absolute values of the weights for those indicators whose contribution is negative or neutral, expressed as a proportion of the total sum of the absolute values of the weights. By construction, the sum of the absolute values of the CFNAI weights is one. To make this measure comparable to the CFNAI-MA3, the three-month moving average is calculated. Source: http://www.chicagofed.org/digital_assets/publications/cfnai/background/cfnai_background.pdf
As of February 1, 2026 • M data • Source: FRED
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This dataset's metadata was updated on 4/30/2026. The current data may be outdated.