Sentences with phrase «bond yield data»

Using inflation rate and bond yield data available since the introduction of TIPS in September 1997, they conclude that: Keep Reading

Not exact matches

And they're going to pass them onto you and me as consumers, and that will push some of the inflation data higher, with some bond - yield reaction to it.
Overseas, UK government bond yields spiked after higher - than - expected inflation data.
NEW YORK, Jan 18 - U.S. fund investors pulled $ 3.1 billion from high - yield «junk» bonds during the latest week, Lipper data showed on Thursday, offering new warning signs about risk appetite despite global markets» continuing triumph.
The company's lone outstanding junk bond, worth $ 1.8 billion and maturing in 2025, briefly dropped two points to as low as 85 cents on the dollar for a yield of around 8 percent on Monday, according to MarketAxess data.
U.S. government bond yields rose on Tuesday, as investors digested more economic data and an auction.
LONDON, April 30 - Government bond yields in the euro area nudged higher on Monday as focus turned to preliminary inflation data from Germany and Italy, two of the bloc's biggest economies.
Bonds tumbled as upbeat consumer spending data lowered demand for U.S. debt, pushing the two - year note yield to its highest level since 2011.
Italian 10 - year bond yields fell 2.5 basis points (bps) to 1.754 percent while other euro zone yields were pushed higher by a sell - off in U.S. Treasuries and data suggesting the euro zone economy was not as weak as expected.
Bonds due in 2018 and won by BofA were «aggressively» priced with a 1.64 percent yield that narrowed Illinois» spread over Municipal Market Data's benchmark triple - A yield curve to 70 basis points from 100 basis points ahead of the sale, Greg Saulnier, a MMD analyst, said.
yields will hit the highs on close end of the day... equity markets setting up to be slammed tomorrow maybe but today they have run over weak shorts in the face of rates... the federal reserve see's this and again will wonder if they are behind on hikes, strong data, major expansion in credit, lack of wage growth rising bond yields and ballooning debt... rates will go much higher and equities will have revelations as to what that means for valuations
The 10 - year German government bond yield TMBMKDE - 10Y, -8.48 % fell 1.4 basis points to 0.509 %, according to Tradeweb data.
Treasury yields retreat on Thursday by falling rates in European government bonds after eurozone inflation data came in weaker than expected.
The $ 1.2 trillion market for U.S. junk bonds yields about 6.6 percent, double what's offered by higher - rated company debt, according to Bank of America Merrill Lynch index data.
I looked back at the historical performance data for long - bonds to see how the future performance was affected by the starting yield level.
There is no doubt that, based on pure, cold, logical data, stocks are the single best long - term performing asset class for disciplined investors who are not swayed by emotion, focus on earnings and dividends, and never pay too much for a stock, often as measured on a conservative beginning earnings yield relative to the Treasury bond yield basis.
Stocks slide on rising rates and yield curve inversion concerns, but a recession doesn't look likely, judging by other economic data and the high - yield bond...
US stocks cut sharp early losses to end mostly down slightly on Thursday as some disappointing earnings reports offset strong economic data, while bond yields slid after a surprising drop in euro zone inflation data.
Treasury bond prices rallied and yields on the 10 - year fell to between 2.8 % and 2.85 % following the release of benign inflation data and weaker - than - expected retail sales figures.
Their data set included constituents of the Bank of America Merrill Lynch investment - grade (US Corporate Master Index) and high - yield (US High Yield Master Index) bond indexes, and covers the period January 1997 through December yield (US High Yield Master Index) bond indexes, and covers the period January 1997 through December Yield Master Index) bond indexes, and covers the period January 1997 through December 2016.
NEW YORK (Reuters)- U.S. stocks cut sharp early losses to end mostly down slightly on Thursday as some disappointing earnings reports offset strong economic data, while bond yields slid after a surprising drop in euro zone inflation data.
Treasury yields fall after tepid eurozone inflation data spark German bund rally European government bonds strengthened as inflation weakensTreasury yields retreat on Thursday by falling rates in European government bonds after eurozone inflation data came in weaker than expected.
In Europe, the yield for the 10 - year German bond TMBMKDE - 10Y, +1.25 % also known as bunds, fell sharply by 5.2 basis points to 0.527 %, according to Tradeweb data.
With the latest round of flash manufacturing PMI data, and a couple of key levels already being breached (across markets) it's a good opportunity to review the outlook for bond yields.
Finally, tax - exempt bonds are offering compelling yields relative to taxable instruments of the same maturity, based on my analysis of the Bloomberg data.
Then late in the week, stocks rallied on some strong earnings reports and economic data, with a better - than - expected initial reading on first - quarter GDP pushing bond - yield lower on Friday and easing some earlier week concerns about inflation.
According to Bloomberg data, bond yields are pretty much exactly where they started this year, while recent volatility has pushed back the likely timing of a Federal Reserve (Fed) rate hike.
Investors were cautious after a largely weak performance on Wall Street on Thursday as some disappointing earnings reports offset strong economic data, while bond yields slid after a surprising slowdown in eurozone inflation.
According to Roger Ibbotson's data, the coupon return has made up 90 percent of intermediate bonds total returns, and expected bond returns and starting yields have tracked well.
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.
NEW YORK U.S. stocks cut sharp early losses to end mostly down slightly on Thursday as some disappointing earnings reports offset strong economic data, while bond yields slid after a surprising drop in euro zone inflation data.
While downside risks to these forecasts remain, recent data in the United States have been slightly more encouraging and, in response, equity markets and bond yields have recorded solid increases (see the chapter on «International and Foreign Exchange Markets»).
By taking a deeper look; we can break apart the total yield on the US government 30 year bond (Chart: light blue data) into its two parts: (1) the market's estimate of the inflation rate (Chart: green data) and (2) the resulting «real» (after inflation) rate of interest (Chart: dark blue data).
In the US, 10 - year bond yields are currently 4.4 per cent, around 120 basis points above the mid-June trough, reflecting the run of positive economic data in recent months.
Investors were cautious after a largely weak performance on Wall Street overnight as some disappointing earnings reports offset strong economic data, while bond yields slid after a surprising slowdown in euro zone inflation.
As Spanish bond yields fell, the United States released strong data from the housing market.
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 that:
Using Robert Shiller's monthly data for U.S. stock market returns, associated P / E10, short - term bill yields (six - month commercial paper / one - year U.S. Treasury notes) and long - term bond yields (10 - year U.S. Treasury notes or equivalent) during 1871 through 2013, they find that: Keep Reading
Between the market low in February and the July peak, high yield bonds rallied roughly 15 %, according to Bloomberg data.
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 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.
With equity valuations high and bond yields low, investors are parsing the latest news and economic data for hints to the future.
Since longer - term interest rates are considered more representative of real estate financing costs, we compared how REITs with different lease durations performed in periods of increasing 10 - year U.S. Treasury Bond yields, based on month - end data.
For a large part of the historical data, bond yields and earnings yields tended to move more closely together.
I did a variety of experiments using the same data set as before, melding the Moody's Bond yields with Robert Shiller's S&P 500 data.
The yield on the 10 - year Canadian government bond is 1.07 %, not far below that of the 10 - year U.S. Treasury at 1.55 %, as Bloomberg data shows.
In fact, as of June 30 over 40 % of developed market bonds had a negative yield according to Bloomberg data.
However I have not found any total return data for domestic bond indices (although the US Treasury does provide yield data).
As a result, yields on government bonds with maturities of 10 years or less are negative, according to Bloomberg data.
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