Each of these measures could be disaggregated according to lender or educational institution to
yield a measure of the performance of these entities.
One purpose of art is to provide the viewer with breathing space, with an experience that moves one from quotidian «reality» to a place where contemplation can
yield a measure of transcendence.
mortality the rate of occurrence of death within a population within a specified time period; calculation of mortality takes account of age - specific death rates, and can thus
yield measures of life expectancy and the extent of premature death
Mortality - Rate of occurrence of death within a population; calculation of mortality takes account of age - specific death rates, and can thus
yield measures of life expectancy and the extent of premature death.
Indeed, were we not to
yield a measure of deference to the District of Columbia Court of Appeals, two courts neither of which could review the other's decisions would engage independently in the process of formulating the local law of the District.
There was a high degree of correlation between sent and received text messages (r =.98) and sent and received picture messages (r =.94); these two sets of variables were collapsed,
yielding measures of frequency of text messaging and frequency of picture messaging.
Not exact matches
It's the total earnings - per - share the market generates as a percent
of the market's total value — a
measure similar to the
yield on bonds, where the
yield rises when bond prices fall, and vice versa.
While that might suggest the «smart money» is signaling a swift correction, don't necessarily buy it: Lipper research found that «following the most recent periods
of four or more consecutive weeks
of net outflows from the Lipper High
Yield ETF segment, the market — as
measured by the BofA Merrill Lynch U.S. High
Yield Master II Index — performed relatively well in the calendar month that immediately followed.
In the past, the S&P 500 VIX
measure of volatility has been highly correlated with the
yield spread between corporate junk and Treasuries.
The analysis used to calibrate next year's index view involves nine different methods, including a normalized earnings
yield gap approach, the P / E Bulls - Eye, currency
measures, and consumer confidence, which supports a 1,900 year - end result for the S&P 500 - 4 % above the previously released June 2014 expectation
of 1,825.
But the bank has taken more extreme
measures, such as ramping up purchases to more than 40 percent
of the market overall and saying it would control the
yield curve by keeping the 10 - year government bond
yield around 0 percent.
The spread between the two - year note
yield and the 10 - year note
yield, a widely - watched
measure of the
yield curve, narrowed to 42.8 basis points, the tightest since September 2007.
Trying to compare poverty in the 1960s to poverty today using the official
measure yields misleading results; it implies that programs like SNAP, the EITC, and rental vouchers — all
of which were either small in the 1960s or didn't yet exist — have no effect in reducing poverty, which clearly is not the case.
But a continuation
of favorable economic growth and low default levels — which we expect — and
measured Federal Reserve tightening — which we also expect — should support more narrow high -
yield bond spreads for some time to come.
The spread between indexed and nominal
yields has fallen, on average, well below survey
measures of long - run inflation expectations.
These steps include: efforts to simplify prospectus requirements for retail vanilla bonds and ease the personal liability
of company directors; improving market transparency through the RBA's publication
of new
measures of corporate bond
yields; the lengthening
of the government bond curve; and the listing
of certain fixed - income securities on the Australian Securities Exchange.
A typical
measure of credit conditions are «spreads» — the difference between the
yield of 10 - year U.S. Treasury bonds and that
of riskier bonds, such as high
yield.
There are a multitude
of reasons as to why this occurs but it's a powerful enough force that many investors have done quite well for themselves over an investing lifetime by focusing on dividend stocks, specifically one
of two strategies - dividend growth, which focuses on acquiring a diversified portfolio
of companies that have raised their dividends at rates considerably above average and high dividend
yield, which focuses on stocks that offer significantly above - average dividend
yields as
measured by the dividend rate compared to the stock market price.
It's common to object to the dividend
yield as a
measure of valuation, given that companies have devoted more
of their earnings to stock repurchases than dividend payments in recent years.
In summary, we believe that the Institute's fiscal projections understate the magnitude
of the federal deficit and that the some
of the proposed restraint
measures are unrealistic and will not
yield their estimated savings.
Furthermore, broad
measures of inflation also signal that inflation should finally
yield some upward movement as we head into 2018.
Our paper examines a comprehensive suite
of volatility
measures including actual volatility, volatility implied by option pricing, beta, credit default spreads, preferred stock
yields and earnings price ratios.
Value can be determined by a variety
of measures, including price - to - earnings ratio, price - to - book ratio, or dividend
yield.
Low or negative real interest rates,
measured by the difference between the 3 - month Treasury bill
yield and the year - over-year rate
of CPI inflation.
FCF
yield is a
measure used to estimate the rate
of return
of a stock by comparing a company's free cash flow to its overall value.
But longer - term rates, as
measured by the
yield of the 10 - year Treasury note, ended 2017 at 2.409 percent, down a touch from 2.446 percent a year ago.
For example, one
of their commissioned studies says that a reduction in regulation (Ontario level to Alberta level, however
measured) will
yield a total
of 10,600 jobs.
Add to that the Fed's desire to get off
of the emergency footing it adopted during the financial crisis, and the rise in
yields above 3 percent looks rather
measured and rational.
The Market Climate remains on a Crash Warning, characterized by extremely unfavorable valuations, unfavorable trend uniformity, and hostile
yield trends, particularly long - term bond
yields and various
measures of risk premiums.
Expectations
of a Federal Reserve (Fed) liftoff contrasted with further easing
measures from the European Central Bank and the Bank
of Japan, and this has been reflected in the diverging path
of two - year bond
yields.
Our own
measures of market internals remain unfavorable, and trading volume has been persistently weak, suggesting that the rebound may be more reflective
of short - covering than a resumption
of the insistent
yield - seeking speculation observed prior to mid-2014.
On the
yield measures, we've had some relief for Treasury
yields in the past couple
of weeks, but we've also seen a significant spike in the
yield on many industrial bonds over that same period, including issues in the Dow 20 Bond Average.
These counting methods make each country's bilateral balance data consistent with its overall balance, but
yield large discrepancies in national
measures of bilateral balance.
Yields can be
measured in a number
of ways, including coupon
yield, or the stated interest rate
of the bond, and
yield to maturity, which is the total rate
of return when an investor holds the bond to maturity.
The spread between the 2 - year note
yield and the 10 - year note
yield, a widely - watched
measure of the
yield curve, widened to 49 basis points, or 0.49 percentage point, from 41 basis points on Tuesday.
Effectively, a high
yield (D / P) is just the inverse
of a low price - to - dividend ratio (P / D), a cheapness
measure similar to a low price - to - earnings or low price - to - book ratio.
Meanwhile, one
measure of the
yield curve, the difference between the 10 - Year Treasury Note rate and the 3 - month Treasury Bill rate, fell by 7 basis points.
Real interest rates implied by the
yields on indexed bonds, as well as the real lending rates derived using various
measures of inflation expectations, are also slightly below their long - term averages.
Previous analysis illustrated that inflation compensation has returned as reasonable
measure of inflation expectations over a 10 year period while both the economy's potential growth and the changing size
of the Fed's balance sheet influence the real
yield.
By this
measure only the Greek stock market is cheaper, but the Greek stock market has no dividend
yield to speak
of.
As usual, I don't place too much emphasis on this sort
of forecast, but to the extent that I make any comments at all about the outlook for 2006, the bottom line is this: 1) we can't rule out modest potential for stock appreciation, which would require the maintenance or expansion
of already high price / peak earnings multiples; 2) we also should recognize an uncomfortably large potential for market losses, particularly given that the current bull market has now outlived the median and average bull, yet at higher valuations than most bulls have achieved, a flat
yield curve with rising interest rate pressures, an extended period
of internal divergence as
measured by breadth and other market action, and complacency at best and excessive bullishness at worst, as
measured by various sentiment indicators; 3) there is a moderate but still not compelling risk
of an oncoming recession, which would become more
of a factor if we observe a substantial widening
of credit spreads and weakness in the ISM Purchasing Managers Index in the months ahead, and; 4) there remains substantial potential for U.S. dollar weakness coupled with «unexpectedly» persistent inflation pressures, particularly if we do observe economic weakness.
The
yields on these extremely short - term vehicles just about disappeared as the Federal Reserve's program
of bond - buying, known as Quantitative Easing, and other aggressive monetary policy
measures drove down rates.
The internal rate
of return can be used to
measure an compare capital projects, stock buyback programs, and investments to determine which will
yield the most favorable return.
A recent study by Wes Gray and Jack Vogel, Dissecting Shareholder
Yield, makes the stunning claim that dividend yield doesn't predict future returns, but more complete measures of shareholder yield might hold some pro
Yield, makes the stunning claim that dividend
yield doesn't predict future returns, but more complete measures of shareholder yield might hold some pro
yield doesn't predict future returns, but more complete
measures of shareholder
yield might hold some pro
yield might hold some promise.
Boudoukh et al (2007) construct two
measures of payout
yields (Dividends plus repurchases, as well as Dividends plus net repurchases).
Not to beleaguer the ongoing developments in the US Bond markets, but while ten years US
yield count on the Greenbacks
measuring tape, the unwinding
of the USD geopolitical risk premium goes on and price action suggests we should expect... Read more
The Fund seeks to track the performance
of an index that
measures the investment return
of common stocks
of companies that are characterized by high dividend
yield.
The Index
measures the performance
of a selected group
of equity securities issued by companies that have provided relatively high dividend
yields on a consistent basis over time.
The European version
of this
measure would consider the difference between the three - month Euribor (interbank lending rate) and the three month German T - bill
yield.
When compared to the
yield of U.S. Treasuries (2.36 %), as
measured by the S&P U.S. Treasury Bond Index, one may wonder what the reaction will be when the ECB reverses QE.