Sentences with phrase «average yield of bonds»

At the end of March the average yield of bonds in the index was a 5.17 % and ended June 10th at a 3.95 % — a 122 basis point drop.

The average yield of bonds in the S&P 500 7 - 10 Year Investment Grade Corporate Bond Index has fallen by 94bps Read more -LSB-...]

The average yield of bonds in the S&P 500 7 - 10 Year Investment Grade Corporate Bond Index has fallen by 94bps since year end as the yield thirsty market place has hunted yield oriented products.

In other words, say the average yield of the bonds HYG holds is 8 %, but 25 % default (effectively giving a yield of 0 %), for an overall yield of 6 %.

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 S&P Municipal Bond Tobacco Index has seen a positive total return of 4.72 % year to date as average yields of bonds in the index have dropped by 33bps in January.

Not exact matches

The average BB rated bond, which is what Dell's current debt is rated, is trading at a yield of 5.8 %.

For the first time ever, the average 10 - year bond yields of the «G3» — the U.S., Japan and Germany — are now trading below 1 %.

Second, the average time to maturity on U.S. debt is six years, meaning that most of the low - yielding bonds now on the books will be exchanged for more expensive debt over the next decade.

The average yield of junk bonds rated «B» is 6.5 %.

That means looking at the fund's objective, average maturity, credit quality, yield and the composition of the holdings by bond type.

To receive the full benefit of a bond ladder, one needs not only to stay the course for a number of years (so that lower yield and higher yield purchases benefit from cost averaging), but also with a relatively stable amount of capital.

First, the average emerging market bond yield is nearly double that of a Canadian or U.S. Treasury.

The spread between Australian and US bond yields has contracted from nearly 450 basis points at the beginning of the 1990s to an average of about 25 basis points more recently.

Bond Statistic Average Yield to Maturity: A weighted average of all the fund's bond holding's yield to maturitBond Statistic Average Yield to Maturity: A weighted average of all the fund's bond holding's yield to matuAverage Yield to Maturity: A weighted average of all the fund's bond holding's yield to maturiYield to Maturity: A weighted average of all the fund's bond holding's yield to matuaverage of all the fund's bond holding's yield to maturitbond holding's yield to maturiyield to maturities.

The average investment - grade (high - yield) bond trades on less than 32 % (36 %) of days over the prior six months — liquidity in corporate bonds was considerably lower than in traditional listed equity markets.

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.

If five years from now the yield simply returned to its level of a decade ago (and just in case you think I'm cherry picking, over the past 25 years it has averaged a 7.5 % yield and at the low in 1981 was twice that), bond investors would suffer a meaningful loss of capital.

These conditions comprise the following: S&P 500 overvalued with the Shiller P / E (the ratio of the S&P 500 to the 10 - year average of inflation - adjusted earnings) greater than 18; overbought with the S&P 500 within 3 % of its upper Bollinger band (2 standard deviations above the 20 - period average) at daily, weekly, and monthly resolutions, more than 7 % above its 52 - week smoothing, and more than 50 % above its 4 - year low; overbullish with the 2 - week average of advisory bullishness (Investors Intelligence) greater than 52 % and bearishness below 28 %; and yields rising with the 10 - year Treasury bond yield higher than 6 - months earlier.

After providing double - digit returns for many years, REITs are now well off the previous highs and trade at an estimated 15 % discount to net asset value (Source: TD Securities) and yielding an average of 7 %, a spread of 2.75 % over 10 - year bonds.

Real interest rates implied by the yields on indexed bonds, as well as the real lending rates derived using various measures of inflation expectations, are also slightly below their long - term averages.

For example, one source found that, on average, high - yield corporate bonds trade fewer than half the days each month; meanwhile, the iShares iBoxx $ High Yield Corporate Bond ETF (HYG) trades millions of shares eachyield corporate bonds trade fewer than half the days each month; meanwhile, the iShares iBoxx $ High Yield Corporate Bond ETF (HYG) trades millions of shares eachYield Corporate Bond ETF (HYG) trades millions of shares each day.

Generally, the distribution yield of a fund reflects the average yield at which the underlying bonds were purchased.

Looking at periods where the price to peak earnings was above 19 and inflation and bond yields were below 2.5 percent and 4.5 percent, respectively, stocks had an average seven - year return of 6 percent.

The best framework for bonds protecting portfolio capital during equity bear markets is: average to above - average starting bond yields, with an average to above - average rate of inflation — which is set to decline in a recession - induced bear market.

In cases since 1960 where the slope of the yield curve was inverted, 10 - year bond yields actually rose following the Fed's first rate cut - an average of 43 basis points over the next 12 months and 15 basis points over the next 18 months.

The SEC yield reflects the average market yield (today) of the bonds.

High yield bonds that are part of the Markit iBoxx USD Liquid High Yield Index provide an average yield north of five per cent at the moment, according to Bloomberg data, and may continue to perform well in a cycle of improved economic gryield bonds that are part of the Markit iBoxx USD Liquid High Yield Index provide an average yield north of five per cent at the moment, according to Bloomberg data, and may continue to perform well in a cycle of improved economic grYield Index provide an average yield north of five per cent at the moment, according to Bloomberg data, and may continue to perform well in a cycle of improved economic gryield north of five per cent at the moment, according to Bloomberg data, and may continue to perform well in a cycle of improved economic growth.

My summary advice for the FOMC would be this: before you flatten / invert the yield curve, start selling all of the long MBS and Treasury bonds with average maturities longer than 10 years.

The spread between 10 - year bond yields and the cash rate is currently around 45 basis points, compared with more than 100 basis points on average over the past decade (see the chapter on «Assessment of Financial Conditions»).

The average tradability score in the Fixed Income: U.S. - Corporate High Yield segment is 66 out of 100, with the iShares iBoxx $ High Yield Corporate Bond ETF (HYG) obtaining the highest rating of 94 out of 100.

Fixed lending rates on housing and business loans have also risen over recent months in response to higher bond yields, although they too remain below the average of the past decade.

While the combination of rapid credit growth and below - average interest rates suggests that financial conditions remain expansionary, the slope of the yield curve, as measured by the spread between the yield on 10 - year bonds and the cash rate, suggests a somewhat different picture.

Using monthly levels of Moody's yield on seasoned Aaa corporate bonds and the Dow Jones Industrial Average (DJIA) during October 1928 through February 2018 (about 90 years) and monthly levels of the 10 - year government bond interest rate and the stock market from Robert Shiller during January 1871 through February 2018 (about 148 years), we find that: Keep Reading

They simulate future bond yield as a linear function of current bond yield with noise, assuming a long - term average of 5 % and bounds of 1 % and 10 %.

... the weighted average yield of all outstanding Treasury notes and bonds with 4 or more years to maturity.

Today, with the average yield below 3 %, that 1 % increase would create a negative return of -3.41 % on a typical core bond fund.

Buying stocks where the dividend yield was at least two - thirds the AAA bond yield would have generated an average compound growth rate of 19.5 %; and

High yield bonds that are part of the Markit iBoxx USD Liquid High Yield Index provide an average yield north of five per cent at the moment, according to Bloomberg data, and may continue to perform well in a cycle of improved economic gryield bonds that are part of the Markit iBoxx USD Liquid High Yield Index provide an average yield north of five per cent at the moment, according to Bloomberg data, and may continue to perform well in a cycle of improved economic grYield Index provide an average yield north of five per cent at the moment, according to Bloomberg data, and may continue to perform well in a cycle of improved economic gryield north of five per cent at the moment, according to Bloomberg data, and may continue to perform well in a cycle of improved economic growth.

The fourth criterion of the «first five» required the dividend yield to be greater than or equal to two - thirds of the average AAA bond yield.

The earnings yield is greater than or equal to twice the average AAA corporate bond rate (alternatively, the price - earnings ratio is less than or equal to one - half of [100 ÷ the average AAA corporate bond rate]-RRB-

Buying stocks with an earnings yield at least twice that of the AAA bond rate would have generated an average compound growth in price over the 50 - year period of 19.9 %, versus 7.5 % for the Dow Jones industrial average;

For example, with five - to 10 - year Treasuries recently yielding 1.5 % to 2 %, paying even the 1 % or so average expense ratio for an intermediate - government bond means you're losing half or more of that yield to expenses.

The roughly 1.7 per cent current yield on a 10 - year Government of Canada bond is still well below its historical average over the past 30 years, according to Bloomberg data.

What it means: This yield measure represents the weighted average YTM of the bonds in the fund as of a date, assuming that the bonds will be held to maturity and that all coupon payments and the final principal payment will be made on schedule.

The S&P 500 High Yield Corporate Bond Index tracks the junk bonds of issuers of the S&P 500 and as the yields indicate, on average, they tend to be better quality than the bonds in the broader index.

Note that for my Sharpe ratio, I used a risk - free rate of return of 2 % as a proxy for the average US 10 - year bond yield over the past 5 years.

Since the late 1990s, 10 - year Government of Canada bonds have yielded about 1 % more than five - year GICs on average.

What's more, GICs pay higher yields than government bonds: today you can build a five - year ladder with an average yield over 2 %, with no credit risk and no chance of a capital loss.

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 %.