Sentences with phrase «on bond proxies»

Not exact matches

Consider this simple example with a three - instrument portfolio comprised of a S&P 500 ETF, a long - term bond ETF and a cash - proxy ETF.1 Based on daily returns since 2010, the annualized volatility on the cash proxy (a short - term bond ETF) is effectively zero, compared to 16 % and 15 % for the stock and bond ETFs.

It obviously depends on the maturity or bond proxy you are using.

Higher oil prices would reinforce current market trends based on reflation: rising long - term bond yields and a shift out of perceived safer assets — bond proxies and low - volatility stocks — and into cyclical assets such as EM.

SAN FRANCISCO (February 9, 2009)-- Glass, Lewis & Co., LLC, a leading independent research and proxy advisory firm, today announced that its proprietary research is now available through Bloomberg L.P., a service that integrates real - time and historical information on about 5 million bonds, equities, commodities, currencies and funds.

I think these are some of the best shorts in the current environment where bond proxies ought to suffer and a secular decline in retail ought to hurt renewal rates on the underlying leases.

One of the often - heard concerns about rising rates is the negative effect it could have on «bond proxy» sectors such as utilities and REITs.

The importance of the 10 - year Treasury bond yield goes beyond the return on the instrument as it is used as a proxy for many other important financial matters, such as mortgages and investor confidence.

On assumption 4, a BBB bond yield plus a spread will be a reasonable, though not perfectly accurate proxy for the cost of equity.

Their main performance metric is 7 - factor hedge fund alpha, which corrects for seven risks proxied by: (1) S&P 500 Index excess return; (2) difference between Russell 2000 Index and S&P 500 Index returns; (3) 10 - year U.S. Treasury note (T - note) yield, adjusted for duration, minus 3 - month U.S. Treasury bill yield; (4) change in spread between Moody's BAA bond and T - note, adjusted for duration; and, (5 - 7) excess returns on straddle options portfolios for currencies, commodities and bonds constructed to replicate trend - following strategies in these asset classes.

Utility stocks tanked hard starting in mid-November on worries about rising interest rates, which can be bad for supposed «bond proxies» like utes.

On a 60/40 equity / debt mandate, using the S&P 500 and the Lehman Aggregate as proxies, the return would be 3.5 % / year, with the lion's share coming from the less risky investment grade bonds.

Since beginning its exploration of blockchain over a year ago, the NSD has published the results of an early test for a proxy voting solution using the NXT blockchain and - as revealed on stage - has sold a $ 10 million bond by Russian telecom MegaFon using the open - source Hyperledger Fabric platform.