Sentences with phrase «yield index during»

Not exact matches

Using daily closes of the S&P 500 Total Return Index and T - bill yields during October 1928 through October 2015, they find that: Keep Reading

This chart illustrates a «rule that changed» — for eight decades (actually longer, but on this chart we can see the final eight decades during which the rule applied) the dividend yield on the S&P 500 Index would never fall much below 3 %.

Major US indices again notched record highs during the week, though bond yields held steady.

Using quarterly S&P Composite Index level, index earnings, long - term government bond yield and inflation data during 1871 through 2016, along with contemporaneous income tax rates and Federal Reserve monetary actions, they find Index level, index earnings, long - term government bond yield and inflation data during 1871 through 2016, along with contemporaneous income tax rates and Federal Reserve monetary actions, they find index earnings, long - term government bond yield and inflation data during 1871 through 2016, along with contemporaneous income tax rates and Federal Reserve monetary actions, they find that:

Using monthly S&P 500 Index levels, quarterly S&P 500 earnings and daily T - note, T - bill and Baa yields during March 1989 through March 2015 (limited by availability of earnings data), and quarterly dividend - adjusted closing prices for the above three asset class ETFs during September 2002 through March 2015 (154 months, limited by availability of IEF and LQD), we find that: Keep Reading

Using monthly closes and dividends / coupons for the four specified indexes and contemporaneous T - bill yields during January 1926 through December 2012 (87 years), he finds that: Keep Reading

As you can see, the high yield index fell even farther than the stock index during the credit crisis of 2008 before rebounding in 2009.

During the past two years, weekly changes in 10 - year Treasury yields explained approximately 40 % of the weekly moves in the Bank Index.

As Figure 1 shows, the Bloomberg Barclays US Corporate High Yield Bond Index posted positive returns during rising - rate periods, averaging a return of 8.86 % while the Bloomberg Barclays US Aggregate Bond Index was almost entirely in the red with an average return of -1.41 %.

Yields of bonds in the S&P 500 BB High Yield Bond Index have risen 165 basis points since July 1st driving the total return down by over 5.3 % during that time.

The yield of the S&P U.S. Investment Grade Corporate Bond Index moved lower by 8 bps during the last week of the month to Read more -LSB-...]

The average yields of bonds in the S&P 500 Bond Index have also fallen but only by 25 basis points during this time frame, helped in part by the inclusion of the energy bond sector.

The drop in distributions reflected two factors: Some index members slashed their dividends during the recession, and others - some with what appeared to be unsustainably high yields - were kicked out of the index after Zacks» stock - selection methodology flagged them as no longer meeting its criteria.

Owning a bond mutual fund or index fund does not give you control over the buying and selling of bonds within the fund, so the annual yield of the fund can be negative (especially during a period of rising interest rates).

We believe both short - and long - term bond yields could move up, and we plan to maintain an overweight position in corporate bonds compared to the Bloomberg Barclays Capital Intermediate U.S. Government / Credit Index, as they tend to outperform Treasuries during periods of economic expansion.

Using daily and monthly (approximated) total returns of the S&P 500 Index and the Dow Jones Industrial Average (DJIA), along with the U.S. Treasury bill (T - bill) yield as the return on cash, during January 1950 through December 2012, he finds that: Keep Reading

With the aid of the low volatility screen, the S&P Access Hong Kong Low Volatility High Dividend Index exhibited more defensive characteristics with reduced return drawdown during bear market phases compared with the simple high dividend yield portfolio.

It may be valuable to also consider the environment and compare that drop in value to other asset classes during that time period: the S&P 500 Index was down over 46 %, the S&P GSCI was down over 67 % and high yield corporate bonds were down over 30 %.

Longer, high quality municipal bonds tracked in the S&P Municipal Bond 20 Year High Grade Index have returned over 12.2 % year to date as yields have dropped by 79bps during the year so far.

Like HYG, the SPDR Bloomberg Barclays High Yield Bond ETF is an index fund connected to junk bonds — those same bonds that are prone to bankruptcies and caused tremendous havoc during the oil crash of 2014.

During the recession, the Canadian REIT index dropped by 2.2 % from its peak after a 10 - year Canadian bond yield surge.

The yield of the S&P U.S. Investment Grade Corporate Bond Index moved lower by 8 bps during the last week of the month to close at 2.89 %.

High Yield municipal bonds tracked in the S&P Municipal Bond High Yield index have seen a positive 2.89 % return year to date with yields of bonds in this index dropping by 30bps during January to end at 6.46 %.

US dollar continues to grow strong against major global currencies as bond yields hit new high during yesterday's trading session.As US dollar index hit a 5 month

Historically, when the cyclically adjusted earnings yield is 2 - 3 percentage points above the 10 - year treasury yields, the S&P 500 index returns 58 % in real terms during the following 10 - year period.

During the period, the S&P 500 Index returned -0.76 % and the ICE BofA Merrill Lynch High Yield Master II Index returned -0.91 %.

(As of 3/31/18)-- The Buffalo High Yield Fund retreated 0.54 % for the quarter ending March 31, 2018, but outperformed the ICE BofA Merrill Lynch High Yield Master II Index (the «Index») by 37 bps, which declined 0.91 % during the period.

Determined by a formula that measures the change in the U.S. Treasury Constant Maturity yield plus the applicable Barclays Capital U.S. Corporate Bond Index, the MVA will add or deduct an amount from your annuity or from the withdrawal amount you receive.4 A MVA only applies when the policyowner surrenders or makes a withdrawal from the contract that is greater than the surrender - charge - free withdrawal amount during the surrender charge period.