KPMG Financial Performance Index Publications

The KPMG Financial Performance Index (KPMG FPI) is a predictive tool designed to provide actionable insights into emerging market trends. You may be a company executive seeking to better understand your sector’s resilience and opportunities, a banker looking to assess risk exposure and structure loans, or a legal advisor guiding clients through financial complexities, the KPMG FPI can equip you with valuable intelligence to navigate the changing business landscape with confidence.

The KPMG FPI score is a metric used to measure a company’s financial health. The analysis is based on a proprietary formula which considers financial information and market data. Our company level analysis feeds directly into sector-level insights, allowing businesses to assess trends, risks, and the changing state of corporate health across sectors

Please visit our KPMG FPI tool here available.

KPMG Financial Performance Index (FPI) is designed to be one of the clearest indices of corporate financial performance. It draws from the Logit Probability to Financial Default model (developed by John Campbell, Jens Hilscher and Jan Szilagyi), which is based on eight explanatory variables encompassing financial and market variables. The score extracts raw data from S&P Capital IQ database and ranges from 0 - 100. The lower the score, the lower the financial wellness.

For investors, financiers, regulators and governments, the KPMG FPI seeks to provide insights into the relative strength and health of key markets and sectors. With millions of datapoints going back to 2017, these long-term trends can help you spot signs of improvement or impending distress.