Search Results for: treasuries

Gold and U.S. Treasuries Chart suggesting that gold and U.S. Treasuries remain the safe haven of choice. Image: Gavekal, Macrobond

Holdings of U.S. Treasuries as Percent of Treasury Debt Outstanding U.S. domestic investors are buying a lot of U.S. Treasuries, while foreign demand is weakening. Image: Deutsche Bank Global Research

U.S. Treasuries Volatility Curve Short-term periods of inversion have been followed by higher U.S. Treasuries yields and tighter credit spreads. Image: Arbor Research & Trading LLC

Volatility – Bond Proxies and Long-End Treasuries Bond proxies are less attached to Fed policy. This chart shows that the implied volatility of bond proxies is disconnected from long-end Treasuries. Image: Arbor Research & Trading LLC

S&P 500 vs. U.S. Treasuries Despite its all-time high, the S&P 500 is below the Bloomberg Barclays U.S. Treasury Index. Picture Source: Bloomberg

Correlation Between S&P 500 and U.S. Treasuries This chart shows the correlation between stocks and bonds, which could affect a balanced 60/40 portfolio. Image: Arbor Research & Trading LLC

Gold, U.S. Dollar, 10-Year Treasuries Bonds around 10% S&P 500 Declines The chart shows the average performances of gold, U.S. dollar, 10-year Treasury bonds, around S&P 500 corrections of -10% or more since 1976. Image: Wells Fargo Investment Institute

Probability of a U.S. Recession as Currently Priced Across Asset Classes Chart suggesting that the S&P 500 implies a 57% chance of recession, while 5-year U.S. Treasuries imply a 86% chance of recession. Image: J.P. Morgan

Valuation – U.S. 10-Year Treasury Yield vs. Fair Value Chart suggesting that U.S. 10-year Treasuries are extremely overvalued. Image: BCA Research

% of S&P 500 Stocks with Dividends Yields Greater than the 10-Year Treasury Yield Dividend yields on S&P 500 stocks seem competitive vs. U.S. Treasuries, but equity risk does not disappear because a company pays a dividend. Image: SunTrust Private Wealth Management