Sentences with phrase «years bond yield used»

The spread between the banks 5 years fixed posted mortgage rate and GOC 5 years bond yield used to be 200 bps on an average.

Not exact matches

By the way, the duration of the five - year 5 % bond (using a current yield of 3 % and semi-annual compounding) is 4.68 years (calculated on my spreadsheet).

Borrowers issued the fewest bonds in Australia in almost three years last quarter as Europe's budget crisis roiled markets, driving up yield premiums, while the nation's banks used record term deposits to cut debt offerings.

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

Using monthly levels of Moody's yield on seasoned Aaa corporate bonds and the Dow Jones Industrial Average (DJIA) during October 1928 through February 2018 (about 90 years) and monthly levels of the 10 - year government bond interest rate and the stock market from Robert Shiller during January 1871 through February 2018 (about 148 years), we find that: Keep Reading

Before, we used the yield on the 30 - year Treasury Bond.

We used the Yahoo! Finance Bonds Center (finance.yahoo.com/bonds) as our source for the five - year AAA corporate bond yield.

Note that for my Sharpe ratio, I used a risk - free rate of return of 2 % as a proxy for the average US 10 - year bond yield over the past 5 years.

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.

Using the five - year Treasury as and the S&P 500 my proxies, bond yields have exceeded earnings yields by as much as 8 % in the mid -»50s, while earnings yields have exceeded bond yields by more than 4 % in 1981, 1984 and 1987.

Using the 10 - year U.S. Treasury Bond yield as the proxy for interest rates, Exhibit 1 shows the historical performance of the S&P 500 Low Volatility and S&P 500 indices in periods of significantly increased interest rates.

You could choose high - yielding Canadian stocks like the banks or BCE or just use 2 - year GICs or a short - term bond ETF like the Vanguard Canadian Short - Term Bond ETF (VSB / Tbond ETF like the Vanguard Canadian Short - Term Bond ETF (VSB / TBond ETF (VSB / TSX).

We also use high yield corporate bonds and that's generally been a very strong performer but it did slip within the 3rd quarter and, for the year to date, high yield corporate bonds are down 3.7 %.

To estimate the probability of a recession, we use a probit model, which relates the probability of being in a recession six months ahead to the yield curve spread — the difference between the ten - year government bond yields and the three - month Treasury bill rate.

This year investors who followed the MFIP were led to shorten maturities (therefore lowering their interest - rate risk) and also to use higher - yielding corporate bonds rather than Treasuries or mortgage - backed securities (thereby keeping lower duration and less interest - rate risk).

When you calculate EPS / Price yield are you using trailing earnings and is the AAA bond yield a 30 - year maturity?

At quarter - end, using Morningstar data, our Total Return Bond Fund, Institutional High Yield Bond, Federated Bond and Ultrashort Bond were all in the top quartile for trailing three years.

The ETFs used in the screen were EEM (emerging markets), EFA (EAFE Index), GLD (gold), HYG (high yield bond), IEF (7 - 10 year treasury), SHY (short - term bond, close ETF substitute for «cash»), SPY (S&P 500), TLT (20 + year treasury bond), VBR (small - cap value), VNQ (REIT), XLE (energy sector), XLU (utility sector), and PCY (Emerging market bonds).

Corporate bonds offer additional yield, and the iShares 1 - 5 Year Laddered Corporate Bond (CBO) uses a time - honoured strategy to smooth out interest rate risk: it holds one fifth of its portfolio in five different «rungs,» with maturities of one to five years.

The Barclays Capital High Yield Very Liquid Index includes publicly issued U.S. dollar denominated, non-investment grade, fixed - rate, taxable corporate bonds that have a remaining maturity of at least one year, regardless of optionality, are rated high - yield (Ba1 / BB + / BB + or below) using the middle rating of Moody's, S&P, and Fitch, respectively (before July 1, 2005, the lower of Moody's and S&P was used), and have $ 600 million or more of outstanding face vYield Very Liquid Index includes publicly issued U.S. dollar denominated, non-investment grade, fixed - rate, taxable corporate bonds that have a remaining maturity of at least one year, regardless of optionality, are rated high - yield (Ba1 / BB + / BB + or below) using the middle rating of Moody's, S&P, and Fitch, respectively (before July 1, 2005, the lower of Moody's and S&P was used), and have $ 600 million or more of outstanding face vyield (Ba1 / BB + / BB + or below) using the middle rating of Moody's, S&P, and Fitch, respectively (before July 1, 2005, the lower of Moody's and S&P was used), and have $ 600 million or more of outstanding face value.

For the purpose of calculating the Step - up Coupon rates for Savings Bonds, the 1, 2, 5 and 10 - year benchmark SGS yields are used as reference.

As shown in this graph using the 10 - year U.S. government bond, historically there has been a nearly one - to - one relationship between the starting bond yield and the subsequent total bond returns in the next 10 years.

These sheets calculate the (annual) figures for: • Accrued interest that needs to be returned to the seller after settlement • Net bond basis • Original discount or premium • Annual (pro-rated) amortization of bond premium using both Constant Yield and Straight Line amortization, as required by the IRS • End - of - year basis • Annual coupons • Estimates of taxes due on coupons • Estimates of differences in taxes paid vs. not amortizing premiums • Capital loss or gain upon sale before maturity

The Index includes publicly issued U.S. dollar denominated, non-investment grade, fixed - rate, taxable corporate bonds that have a remaining maturity of at least one year, but not more than fifteen years, regardless of optionality; are rated high - yield (Ba1 / BB + / BB + or below) using the middle rating of Moody's Investors Service, Inc., Fitch Inc., or Standard & Poor's Financial Services, LLC, respectively; and have $ 500 million or more of outstanding face value.