KPMG Financial Performance Index Publications

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Overview

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 (KPMG FPI)

For investors, financiers, regulators and governments, the KPMG Financial Performance Index seeks to provide insights into the relative strength and health of key markets and sectors.

In today’s climate of heightened market volatility and geopolitical uncertainty, the KPMG Financial Performance Index (FPI) offers companies a powerful lens accessing their financial health and share price resilience. Built on a robust model that integrates eight financial and market variables—including NIMTA, excess returns, and share price volatility—the FPI enables real-time benchmarking against over 40,000 public companies globally. By combining financial fundamentals with market sentiment, the FPI helps organizations identify early signs of distress or outperformance, contextualize their share price movements within sectoral and regional trends, and uncover actionable insights for strategic decision-making.

Stephen Hanson

Director, Deal Advisory, FPI Project Lead

KPMG Australia

Top geopolitical risks 2025

Explore how your organization can navigate the complexities of geopolitics with confidence and turn challenges into opportunities for success.

FPI Publications

Rapid changes and high capital costs make retail a sector prone to distress

REITs have responded by lowering leverage and laddering debt maturities

Supply chain resilience is the key to sustainable automotive market growth

Global real estate market facing uncertainty as macroeconomic crisis creates tension

Rapid rise in interest rates over the past year caused large, unrealized losses at banks.

Rapid loss of value is not isolated.

The hospitality sector going strong, but cruise industry is playing catch-up

World economy driven by bank, energy concerns, but not equally: KPMG FPI

Bottom lines for business in 2024 and beyond.

FPI Member Firm Reports

Volume Q1 2025 UK

Macroeconomic trends in the Dutch economy impacting sector performance, revealing key risks and opportunities.

An indicator of corporate health for companies across Singapore

An indicator of corporate health across Canada

Insights into Vietnamese corporate resilience

An indicator of corporate health across Indonesia

Volume March - September 2024 Indonesia

Volume Q2 2024 The Netherland — Europe

1H2024 Italia

Volume Q2 2024 UK

Volume Q2 2024 NewZealand

Volume Q1 2024 Germany

About KPMG Financial Performance Index (FPI)

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.