Search Results for: 2-year

Rolling 2-Year S&P 500 Price Return What returns will the S&P 500 deliver over the next 2 years? Image: Goldman Sachs Global Investment Research

Rates – 6-Month Change in U.S. 2-Year Yield This is the largest 6-month change in U.S. 2-year rates since mid-1994. Image: BofA Global Research

Valuation – S&P 500 12-Month Forward P/E Ratio and 2-Year U.S. Treasury Yield Historically, rising rates tend to compress S&P 500 valuation multiples. Image: Alpine Macro

U.S. Dollar Index (DXY) vs. U.S. Minus G10 (Ex. U.S.) 2-Year Yield Rising U.S. interest rates tend to make the U.S. dollar stronger. Image: Alpine Macro

Yield Curve – 2-Year/10-Year U.S. Treasury Slope Will the U.S. Treasury yield curve continue to flatten? Image: BCA Research

Yield Curve – U.S. 10Y-2Y Treasury Yield Spread and U.S. 2-Year Treasury Yield Does the flattening of the yield curve signal skepticism about the prospects for economic growth? Image: Morgan Stanley Research

2-Year Government Bond Yield Moves in Selected Countries Bond traders expect monetary policy to tighten. Image: Deutsche Bank

Valuation – U.S. 2-Year Real Rate and S&P 500 12-Month Forward P/E The low levels of U.S. 2-year real rates help to explain the U.S. stock market valuation. Image: Nordea and Macrobond

2-Year Fed Funds Expectations vs. U.S. 10-Year Treasury Yields There is a positive correlation between the change in Fed funds expectations and the change in U.S. 10-year Treasury yields. Image: BofA Global Research

U.S. Yield Curve – Spread Between the 10-Year and 2-Year Treasuries A steepening yield curve suggests a stronger economic growth and rising inflation. Image: CNBC

U.S. Real Yield Curve and 2-Year/30-Year U.S. Real Yield Curve Economic stress remains as the U.S. real yield curve remains in negative territory. Image: Morgan Stanley Research