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 gr
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 gr
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 gr
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 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 gr
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 gr
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 gr
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 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.
This section includes guides to economic analysis and forecasts and related financial and economic
data; cost of living, consumer price index, and inflation
data;
bond yields and interest rates; cost of equity capital and related information such as equity risk premiums and size premiums; and royalty rates and license fees for intangible assets and intellectual property such as patents and trademarks.