Sentences with phrase «level bond indices»

Not exact matches

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

The government's 10 - year bonds rose, pushing yields to their lowest level this year, while the benchmark BUX stock index rallied the most in six weeks.

Using monthly data for liquid U.S. stocks during January 1972 through December 2014, spot prices for 28 commodities during January 1972 through December 2014, spot and forward exchange rates for 10 currencies during February 1976 through December 2014, modeled and 1 - month futures prices for ten 10 - year government bonds during January 1991 through May 2009, and levels and book - to - price ratios for 13 developed equity market indexes during January 1994 through December 2014, they find that:

Across sector - level indices, the S&P Indonesia Utilities Bond Index outperformed the other sector indices and advanced 8.32 %.

Yields moved lower as the yield - to - worst of the S&P / BGCantor Current 10 Year U.S. Treasury Bond Index is now at a 2.49 % which brings it back down to level Read more -LSB-...]

After touching a low of 2.7 per cent in June, yields on 10 - year indexed bonds now stand at around 3.3 per cent, 15 basis points higher than their level in early May.

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.

NEW YORK (AP)-- Yields for municipal bonds climbed this week, and the 10 - year yield on the AP Municipal Bond index hit its highest level in a month.

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:

Product Level 3 * — please select — Analytic Tools Best Execution BondEdge Business Entity Service Colocation and Proximity Hosting Connectivity Connectivity & Feeds Consolidated Feed Continuous Evaluated Pricing Corporate Actions Cscreen DataX Desktops & Tools Econfirm End of Day Evaluations ETF Valuations & Index Construction Evaluated Pricing EvalueX Exchange Data Fair Value Information FATCA FutureSource Historical Market Data ICE Benchmark Administration ICE Block ICE Derivatives Analytics Suite ICE Energy Indices ICE Link for CDS ICE Options Analytics ICE Trading Platform Index Services Instant Messaging ISVs Liquidity Indicators Managed Services Market - Q Meteorological Reports MiFID II MPV News & Alerts NYSE Data NYSE Index Services Oil & Natural Gas Commentary OTC Data Petroleum Refining and Nat Gas Alerts Post-Trade Price Discovery & Execution Pricing & Analytics Quote and Data Distribution Real - Time ICE Markets Data Reference Data Regulation SFTI Global Market Access SFTI Low Latency Solvency II Terms and Conditions Tick History Trade Vault US Treasury Bond Index Series Vantage View Only Quotes Wealth Management Other

The level of the index (and these funds) will fluctuate based on changes in the price of the underlying bonds, not their yields.

Among the sector - level subindices, the S&P China Provincial Bond Index almost tripled its size to RMB 9.5 trillion, while the S&P China Financials Bond Index expanded by 80 % in 2016.

Or, you can skip buying individual stocks altogether and just buy the market (say via an index fund) and vary the overall risk level by adding risk - free bonds.

Given such aggressive conversation by highly placed individuals, the market took heed as the yield on the S&P / BGCantor 7 - 10 Year U.S. Treasury Bond Index moved 45 basis points wider, from a recent low of 1.35 % on May 1st to its current level of 1.80 %.

Further, using the constituents of the S&P 500 Bond Index, measures of debt relative to cash flows are at levels not seen since 2008 (see Exhibit 2).

Indices that use independent data sources and global indexing standards also help raise the level of information about the characteristics of opaque bond markets.

Below is a chart of the historical S&P GSCI Energy TR index levels versus the equity risk premium as measured by the S&P 500 Energy Total Return monthly minus the S&P 500 Energy Corporate Bond Index Total Return monindex levels versus the equity risk premium as measured by the S&P 500 Energy Total Return monthly minus the S&P 500 Energy Corporate Bond Index Total Return monIndex Total Return monthly.

Among all the sector - level subindices, the S&P Japan Utilities Bond Index had the highest yield, at 0.43 %.

The S&P China Corporate Bond Index outperformed the S&P China Sovereign Bond Index and gained 4.26 % YTD, and its yield - to - maturity tightened by 110 bps to 4.26 % as of June 29, 2015 — a level last seen in late 2010.

Among all the sector - level subindices, the S&P China Industrials Bond Index had the highest yield, at 3.56 %.

Looking at the country level, the S&P China Bond Index rose 3.24 % YTD as of June 29, 2015, compared to the 1.95 % YTD gain of the S&P Pan Asia Bond Index, which tracks the performance of local - currency - denominated government and corporate bonds from 10 countries in the Pan Asia region.

Contrarily, as part of the S&P Global Developed Sovereign Inflation - Linked Bond Index that measures the performance of the inflation - linked securities market, the S&P Japan Sovereign Inflation - Linked Bond Index rose 3.84 % YTD, see Exhibit 3, and its yield - to - maturity has also shifted from negative territory to 0.648 % in the same period, which is a level last seen in early 2012.

Each index reflects a multi-asset class solution, with varying levels of exposure to equities, nominal fixed income securities, and inflation - adjusted bonds.

Exhibit 1: S&P China Industrials Bond Index — International Rating (Issuer Level) Profile for «AAA» Domestic Rating (Bond Level)

The yield of the U.S. Treasury 10 - year as measured by the S&P / BGCantor Current 10 Year U.S. Treasury Bond Index ended the week 9 basis points as month - over-month CPI was the same as prior and lower than the 0.3 % expected level.

For the previous week, Lipper data reported positive flows into investment - grade corporate bonds (June 3, 2015), which appeared to be buying on the dip, as the index moved from a yield of 2.89 % on May 29, 2015, to the June 3, 2015, level of 3.10 %.

A mix of equity and bond index funds, along with ETFs and active bond funds, as appropriate for your investment objective and level of risk

The S&P Canada CCC & Lower High Yield Corporate Bond Index was as low as -18.36 % YTD as of Aug. 20, 2015, before recovering to the level seen as of Sept. 14, 2015.

Use the volatility analysis tool to assess risk when setting take profit and stop loss levels and provide statistical information about price volatility for forex, precious metals, and CFDs on commodities, indices, and bonds.

The firms will be evaluated on their performance, after fees, against the portfolio benchmark (Barclays Capital US Aggregate Bond Index) over a full market cycle of highs and lows at an acceptable level of risk.

Yields moved lower as the yield - to - worst of the S&P / BGCantor Current 10 Year U.S. Treasury Bond Index is now at a 2.49 % which brings it back down to level Read more -LSB-...]

While the new Total International Bond Index Fund is, overall, fairly similar to the domestic Total Bond Market Index Fund, Vanguard's new Emerging Markets Government Bond Index Fund is an entirely different beast due to its level of credit risk and its corresponding yield.

There is No Guarantee that the Index Level Will Decrease or Increase by 1.00 Point For Every 0.01 % Change in the Level of the Underlying U.S. Treasury Note or Bond Yield or U.S. Treasury Yield Curve: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield or the U.S. Treasury Yield Curve, as the case may be; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monIndex Level Will Decrease or Increase by 1.00 Point For Every 0.01 % Change in the Level of the Underlying U.S. Treasury Note or Bond Yield or U.S. Treasury Yield Curve: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield or the U.S. Treasury Yield Curve, as the case may be; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced montBond Yield or U.S. Treasury Yield Curve: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield or the U.S. Treasury Yield Curve, as the case may be; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced montbond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield or the U.S. Treasury Yield Curve, as the case may be; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced montbond yield or the U.S. Treasury Yield Curve, as the case may be; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monindex calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced montbond weighting is rebalanced monthly.

Unlike a conventional bond, whose issuer makes regular fixed interest payments and repays the face value of the bond at maturity, an inflation - indexed bond provides principal and interest payments that are adjusted over time to reflect a rise (inflation) or a drop (deflation) in the general price level for goods and services.

Contrary to historical performance, the S&P / ASX Corporate Bond 0 + Index underperformed other sector - level indices, despite the hunt for yields continued in other markets.

The S&P 500 High Yield Corporate Bond Index presents a unique credit alternative to bridge the gap between existing investment grade, which offers spread levels of around 150 bps, and high - yield corporate credit, which offers north of 600 bps in spread.

Stock Market Valuation model for predicting future returns (RAVI) Very popular among our investing clients, the RecessionALERT Valuation Index (RAVI) examines 10 - year cyclically adjusted trailing SP - 500 earnings, the SP - 500 index level, total stock market capitalization, Gross Domestic Product, total SP - 500 corporate liabilities, total SP - 500 corporate net - worth and percentage of investors allocation to stocks versus cash and bonds to determine 10, 5, 3, 2 and 1 year forecasts for the SP - 500 Total Return Index (dividends re-invesIndex (RAVI) examines 10 - year cyclically adjusted trailing SP - 500 earnings, the SP - 500 index level, total stock market capitalization, Gross Domestic Product, total SP - 500 corporate liabilities, total SP - 500 corporate net - worth and percentage of investors allocation to stocks versus cash and bonds to determine 10, 5, 3, 2 and 1 year forecasts for the SP - 500 Total Return Index (dividends re-invesindex level, total stock market capitalization, Gross Domestic Product, total SP - 500 corporate liabilities, total SP - 500 corporate net - worth and percentage of investors allocation to stocks versus cash and bonds to determine 10, 5, 3, 2 and 1 year forecasts for the SP - 500 Total Return Index (dividends re-invesIndex (dividends re-invested).

It's called the «bums problem»: Bond indexes tend to overweight corporate bums that run up huge levels of debt.

Yields are compressed across investment sectors, with the yield on the Dow Jones Corporate Bond Index setting a record low last week, and a spread over Treasury yields that I doubt will even compensate for a very, very low level of corporate defaults — much less what one might anticipate should the U.S. join the recession that is already evident among much of the developed world (which I expect it will).

Yields moved lower as the yield - to - worst of the S&P / BGCantor Current 10 Year U.S. Treasury Bond Index is now at a 2.49 % which brings it back down to level seen at the end of May.

At a closer look, the S&P China Agency Bond Index was the most volatile sector - level iIndex was the most volatile sector - level indexindex.

In fact, the S&P China Agency Bond Index outperformed all government sector - level indices and rose 6.87 % YTD, while its yield - to - worst also tightened by 100bps to 4.69 %.

Meanwhile, high yield bonds represented by the S&P U.S. Issued High Yield Corporate Bond Index lost -0.48 % on the week and are now down -0.64 % for the month and have dropped from earlier higher levels to a year - to - date return of 4.87 %.

Notably, the yields of the sector level indices — S&P China Services Bond Index and S&P China Utilities Bond Index tightened by 1.08 % and 1.14 % respectively.

In regards to the former, the crux of the matter is how well and consistently the business is able to compound its equity / capital You should investigate whether the business has historically been able to let profits drip down to the equity, and to what degree that equity has been compounded above the level you could get on alternative investments (e.g. an index fund, government bond etc.).

If the Administration's implementation achieves the same level of competence of its past, I have no reason to worry about my Bond Index Fund investment.

Product Level 3 * — please select — Analytic Tools Best Execution BondEdge Business Entity Service Colocation and Proximity Hosting Connectivity Connectivity & Feeds Consolidated Feed Continuous Evaluated Pricing Corporate Actions Cscreen DataX Desktops & Tools Econfirm End of Day Evaluations ETF Valuations & Index Construction Evaluated Pricing EvalueX Exchange Data Fair Value Information FATCA FutureSource Historical Market Data ICE Benchmark Administration ICE Block ICE Derivatives Analytics Suite ICE Energy Indices ICE Link for CDS ICE Options Analytics ICE Trading Platform Index Services Instant Messaging ISVs Liquidity Indicators Managed Services Market - Q Meteorological Reports MiFID II MPV News & Alerts NYSE Data NYSE Index Services Oil & Natural Gas Commentary OTC Data Petroleum Refining and Nat Gas Alerts Post-Trade Price Discovery & Execution Pricing & Analytics Quote and Data Distribution Real - Time ICE Markets Data Reference Data Regulation SFTI Global Market Access SFTI Low Latency Solvency II Terms and Conditions Tick History Trade Vault US Treasury Bond Index Series Vantage View Only Quotes Wealth Management Other

What needs to be demonstrated is whether the 50 % bond, 50 % hand - picked - stock portfolio the advisor is proposing has had greater returns than an index fund portfolio with the same level of risk.

Bloomberg's announcement that it will include China into the Bloomberg Barclays Global Aggregate Bond Index (Global Agg) is affirmation that it has reached a maturation level equivalent to other developed markets.