Search Results for: yield

U.S. 10-Year Real Yield and Tapering Period Could investors see a repeat of the 2013 taper tantrum? Image: Morgan Stanley Wealth Management

U.S. 10-Year Yields After Breaking to New 6-Month High Since 2000 Should investors expect higher U.S. 10-year Treasury yields on expectations that the U.S. economy’s recovery will be faster than expected? Image: Arbor Research & Trading LLC

U.S. 10-Year Treasury Yields Forecast Goldman Sachs forecasts the 10-year Treasury yield at 2.10% by the end of 2022. Image: Goldman Sachs Global Investment Research

Valuation – World Technology 12-Month Forward Earnings Yield and 10-Year Treasury Bond Yield Plus 2.5 Tech stocks are less attractive, as the world tech 12-month forward earnings yield is still below the 10-year Treasury bond yield plus 2.5. Image: BCA Research

S&P 500 Dividend Yield and U.S. 10-Year Treasury Yield The relative advantage that the S&P 500 dividend yield has held over the U.S. 10-year Treasury yield has completely disappeared. Image: Piper Sandler

Probability of U.S. Recession Calculated from the Yield Curve The probability of U.S. recession in 12 months, calculated from the yield curve, decreased to 5.8% in March. Image: Federal Reserve Bank of Cleveland

ISM YoY and U.S. 2+10-Year Bond Yield YoY (Leading Indicator) The U.S. 2+10-year bond yield YoY (inverted) tends to lead the ISM YoY by 18 months, suggesting that the growth momentum is expected to continue until August 2021. Image: Nordea and Macrobond

U.S. 2s10s Yield Curve Slope and U.S. 10-Year Rates (3-Month Implied Volatility) U.S. 10-year rates volatility is higher with stepper U.S. 2s10s yield curve. Image: Goldman Sachs Global Investment Research

VIX and U.S. 10-Year Yield Despite rising interest rates, the VIX has returned to a more normal level which is a good sign for stocks. Image: Fundstrat Global Advisors, LLC

S&P 500 Total Return vs. U.S. High Yield/High Grade Total Return Relative Credit tends to lead stocks. Image: BofA Global Investment Strategy