Sentences with phrase «year treasury explains»

From the Wall Street Journal: «Since 1926 he notes (Bogle), the entry yield on the 10 - year treasury explains 92 % of the annualized return an investor would have earned over the next decade.»

Not exact matches

When the yields on the 10 - Year US Treasury Note rise, it indicates that the demand for the American securities falls, Grachev explains.

Since 2010, the level of the 10 - year Treasury yield has explained approximately 45 % of the variation in the relative valuation — defined as the valuation of the sector versus the broader market — for the utilities sector.

Interest rates are set to move higher, but as Russ explains, we are still a long ways away from the long - term average of 6 % 10 - year Treasury yields.

Three years ago, profit margins in Treasury's Asian business were 38.8 per cent in its maiden full - year results after it demerged from Foster's, although Mr Clarke explained that figure was skewed somewhat because Treasury had little infrastructure on the ground in China then.

David Brindle has also written an analysis explaining how the Treasury is blocking the care proposals in last year's Dilnot report.

During the past two years, weekly changes in 10 - year Treasury yields explained approximately 40 % of the weekly moves in the Bank Index.

Since 1962 the yield on the U.S. 10 - year Treasury note has explained roughly 25 % to 30 % of the variation in U.S. large cap equity multiples, as measured using the trailing price - to - earnings (P / E) ratio in the chart below.

Since 1972, the level and change in real 10 - year Treasury rates, along with changes in the dollar index, have explained roughly 30 % of the change in the price of gold.

Explaining the historical relationship between the 10 - year Treasury bond yield and the 30 - year fixed mortgage rate... a quick and dirty way to track expected mortgage rate movement.

The fund had only six equivalent positions: in the Vanguard Health Care ETF (VHT; average weight of 54.4 %), iShares Global Healthcare ETF (IXJ; 28 %), iShares 7 - 10 Year Treasury Bond ETF (IEF; 7.6 %; representing the fixed - income holdings), iShares MSCI Japan ETF (EWJ; 5.7 %), Vanguard Utilities ETF (VPU; 2.3 %; also representing fixed - income investments), and iShares North American Tech - Software ETF (IGV; 2 %; helping explain the remainder of the fund's returns).

«There are higher - yielding and better alternatives in this global marketplace than a U.S. two - year Treasury at 50 basis points,» explained Gross during the Globe and Mail exclusive interview.

Since 2010, the level of the 10 - year Treasury yield has explained approximately 45 % of the variation in the relative valuation — defined as the valuation of the sector versus the broader market — for the utilities sector.

That explains why TJX has a very strong investment grade credit rating that allows it to borrow at an average interest rate of just 2.9 % (only 0.4 % higher than a 10 - year US Treasury).

According to my analysis, since the financial crisis the yield on a 10 - year U.S. Treasury note explains roughly 65 percent of the variation in the relative value of the utility sector.

In 2013, the government enacted a student loan bill that tied federal loan interest rates to the 10 year Treasury note, and as Chopra explains in his post, a bond auction next month will determine the interest rates for federal student loans.

Charaput et al found that 30 year mortgage rates are better at explaining changes in annuity prices than are risk - free Treasury bonds.

Since 1997, a two - factor model incorporating the Chicago Fed National Activity Index (CFNAI) and high yield spreads (the difference between the yield of a high yield bond and that of the 10 - year U.S. Treasury) explained nearly 60 % of the variation in the VIX.

The present environment is characterized by unusually overvalued, overbought, overbullish conditions, with rising 10 - year Treasury bond yields, heavy insider selling, valuations on «forward earnings» appearing reasonable only because profit margins are more than 70 % above historical norms (fully explained by the negative sum of government and personal savings as a share of GDP), with the S&P 500 at a 4 - year market high, in a mature market advance, with lagging employment indicators still positive but more than half of all OECD countries already in GDP contraction, Europe in recession, Britain on the cusp, and the EU imposing massive losses on depositors in order to protect lenders in an unstable banking system where Cyprus is the iceberg's tip.

«After dropping earlier this week on trade - related anxiety in financial markets, the benchmark 10 - year Treasury stabilized on Wednesday, but at a level slightly lower than from the start of last week,» explains Len Kiefer, Freddie Mac's deputy chief economist.

«The 10 - year Treasury yield remained flat despite an upward revision to third quarter GDP,» explains Sean Becketti, Freddie Mac's chief economist.