Sentences with phrase «treasury yields over»

This illustration reveals that REITs outperformed the S&P 500 in more than half of the episodes of rising Treasury yields over the period 1992Q1 to 2017Q4.

Apart from the virtues of an ETF like TBT that can be godsend in a bond market sell - off, it's worth pulling back and looking at Treasury yields over the longer term.

A chart of 10 - year Treasury yields over the past month captures the entirety of the recent move that has created so much anxiety.

Brazil and Mexico 10 - year Treasuries both yield over 6 %.

The chart below shows the decline in the US Treasury yield over the last 21 years split between the real yield, as estimated by the Bloomberg Barclays US Inflation Linked Bonds Average Annual Yield, and the level of inflation expectations implied by the 10 - year nominal Treasury Bond yield.

Not exact matches

LONDON, April 30 - The 10 - year U.S. Treasury yield's rise above 3 percent last week for the first time in over four years may be cause for concern across wide swathes of financial markets, such as equities and emerging markets.

That's exactly what has happened over the last month, as shown in this graph of the yield on the 10 year US treasury bond for the last year (keep in mind that yields going up means prices going down):

However, rates have retreated from over 8 percent in the last several weeks, and the credit risk of high - yield bonds can offer some diversification from the interest - rate risk of a portfolio of Treasury bonds.

The average yield on the 10 - year Treasury note over the past 30 years is 4.834 percent, still well above current levels.

LONDON, April 30 (Reuters)- The 10 - year U.S. Treasury yield's rise above 3 percent last week for the first time in over four years may be cause for concern across wide swathes of financial markets, such as equities and emerging markets.

Concern remained over higher bond yields after the yield on the U.S. 10 - year Treasury breached 3 percent level on Tuesday, making equities relatively less attractive.

Treasury prices rose on Tuesday, pushing yields higher, as fears over the U.S.'s protectionist policies makes a return on reports that the White House may crack down on Chinese investments in American tech companies.

Treasury yields inched higher Tuesday as a global rally for assets perceived as risky suggested that fears over a trade conflict between China and the U.S. were easing following a speech by China's President Xi Jinping.

Brian Sack and Robert Elsasser explain that over most of the post-1997 period, yields on TIIS have been surprisingly high relative to yields on comparable nominal Treasury securities.

Bottom line: with Treasury yields expected to modestly rise (and prices to correspondingly decrease) over the course of 2018, we think high yield is an attractive place to be in the fixed - income space.

To the extent that lower Treasury yields are even weakly associated with higher equity valuations, recognize that this effect is also expressed over time as lower subsequent stock market returns.

Dividends on the Dow Jones Index are yielding about 2.6 %, a full half a percentage point over the 10 - year Treasury.

Over the weekend, Jeff Gundlach, the CEO of investment services firm DoubleLine told Barron's that he believed the 10 - year Treasury yield could test the 2012 low of 1.38 percent if the price of oil fell below $ 40 a barrel.

By 1970 the 10 year treasury yield was all the way up to 7.8 %, eventually reaching over 15 % in the early 1980s.

Today, those bonds yield just over 3 %; the 10 - year Treasury currently generates about 2.3 % (source: Bloomberg, as of 10/19/2017).

From a historical perspective, it has been rare for U.S. Treasury securities to provide real yields much over about 2 % annually.

But this week the 10 - year Treasury lost roughly 1.4 points, which translated into a 15 basis point jump in its yield to 2.84 % The long bond closed over 3 %.

1: Widening credit spreads: An increase over the past 6 months in either the spread between commercial paper and 3 - month Treasury yields, or between the Dow Corporate Bond Index yield and 10 - year Treasury yields.

The benchmark 10 - year U.S. Treasury Note has moved from a yield of 2.06 percent on November 9, 2016 to a yield of a tad over 3 percent earlier this week.

Our Investment Strategy Report published on March 19 compared equity and bond yields over multiple business cycles and found that the 10 - year Treasury yield might have to sustain levels exceeding 3.5 % (far above what we believe is likely this year) before compelling a year - end 2018 S&P 500 Index target range below our current year - end target of 2800 - 2900.2

Consequently, U.S. Treasury yields have, over the last 30 years, declined more than high - quality corporate debt yields, yields on productive business capital and S&P 500 earnings.

Also, the yield on the 10 - year Treasury note was over 6 % 15 years ago versus roughly 2 % today, making the risk premium of stocks versus bonds much higher today than it was then.

On the yield measures, we've had some relief for Treasury yields in the past couple of weeks, but we've also seen a significant spike in the yield on many industrial bonds over that same period, including issues in the Dow 20 Bond Average.

The 2000 peak was accompanied by 10 - year Treasury bond yields over 6.5 %.

Over the last 50 years, the real one - and 10 - year Treasury yields have fluctuated around the dividend yield (Graph 9, left - hand panel).»

From the Wall Street Journal: «Since 1926 he notes (Bogle), the entry yield on the 10 - year treasury explains 92 % of the annualized return an investor would have earned over the next decade.»

This is the difference between the 5 - year nominal treasury yield and the 5 - year TIPs yield and is suppose to reflect treasury market's forecast for the average annual inflation rate over the next five years.

However, with yields from treasury bonds now at a little over 1.5 %, many investors are looking for other ways to create income in retirement.

The Strategic Total Return Fund moved the bulk of its assets from short - term Treasury securities to Treasury inflation protected securities as real yields on these securities surged well over 3 %.

The yield on the 10 - Year Treasury note is over 2.85 percent.

Intermediate - term Treasury prices reflect a yield - to - maturity of about 2 percent over the next decade.

Finally, since October 2008, the Fed has been paying interest on bank reserves, at rates generally exceeding the yield on Treasury securities, thereby giving them reason to favor cash reserves over government securities for all their liquidity needs.

The amount of extra yield over Treasuries provided by high yield bonds recently was 3.22 %, which is the lowest it has been in 10 years and makes some investors cautious.

Ten - year Treasury yields hit a seven - month high during October, but receded somewhat amid uncertainty over who will lead the Federal Reserve going forward.

The Dow and S&P indexes suffered some of their worst losses of the year last week, and a shocking price move in the bond market sent the benchmark 10 - year Treasury yield below 2 percent, the lowest level in over a year.

Yield spreads between emerging market sovereign debt and US Treasuries have remained relatively low over the past three months in most markets (Graph 12).

After being relatively stable at around 4 per cent over April, US yields on 10 - year treasury bonds fell to 3.1 per cent by mid June (Graph 9).

Perceptually, households have decreased their direct ownership of Treasuries as yield levels have fallen over the decades.

Banks and Insurance companies appear to have been very rational in their portfolio management of Treasury holdings over time, cutting back as yield levels fell over multi-decade periods.

Interestingly, pension fund ownership of Treasuries as a percentage of the whole has been remarkably stable over time, dipping in the recent period as yields hit generational lows.

But it's essential to contain ones exuberance as regional risk can easily entangle in higher US yields, but so far the push in treasury yields has not been intense enough to cause a substantial adverse shift in risk sentiment, but caution prevails as the move higher in US Bond yields could be far from over.

Based on the data below, for each 1 % increase in the 10 - year U.S. Treasury yield, STORE capital's dividend yield can be expected to rise by about 1.47 %, meaning the share price would be expected to decline (perhaps somewhat meaningfully) over the short - term.

If one excludes the 1980 - 1997 period, the historical correlation between 10 - year Treasury yields and 10 - year prospective (and actual realized) equity returns is actually slightly negative over the past century, and is only weakly positive in post-war data.

Many have attributed the recent increase in Treasury yields to concern over the growing U.S. Treasury debt burden and the higher debt - to - GDP (gross domestic product) ratio that is expected to result from recent U.S. fiscal policies.

The graph below shows the performance of Treasuries, equities and high yield over the past year.