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Monitor World Bond Markets using AssetMacro Quantitative Algorithms

AssetMacro Algorithms analyze real-time World Bond Markets Price Action, Trading Systems and Volatility


Global Bonds Snapshot



Name Today 1 Week 1 Month 3 Months 6 Months 1 Year Help
Short-Term US Bonds
(SHY)
84.4
0.03%
84.30.09%
MA BR RN
VL 0% RNK 0.16
84.5-0.08%
MA BR RN
VL 5% RNK 0.2
84.87-0.58%
MA BR RN
VL 1% RNK -0.99
85.16-0.83%
MA BR RN
VL 1% RNK -1.62
84.36-0.08%
MA BR RN
VL 0%RNK -2.13
Medium-Term US Bonds
(IEF)
104.88
0.1%
103.810.66%
MA BR RN
VL 0% RNK 0.86
105.15-0.28%
MA BR RN
VL 5% RNK 0.89
110.64-4.95%
MA BR RN
VL 5% RNK -0.81
112.35-6.29%
MA BR RN
VL 5% RNK -1.48
106.04-1.87%
MA BR RN
VL 0%RNK -2.06
Long-Term US Bonds
(TLT)
120.09
0.38%
117.671.31%
MA BR RN
VL 0% RNK 1.36
119.760.59%
MA BR RN
VL 0% RNK 1.72
133.91-9.8%
MA BR RN
VL 11% RNK -0.68
139.6-13.23%
MA BR RN
VL 11% RNK -1.33
120.97-2.66%
MA BR RN
VL 0%RNK -1.7
US High Yield Corporate Bonds
(HYG)
36.79
0.43%
36.571.21%
MA BR RN
VL 0% RNK 1.45
36.121.45%
MA BR RN
VL 5% RNK 2.27
36.68-0.08%
MA BR RN
VL 0% RNK 1.28
36.171.88%
MA BR RN
VL 0% RNK 1.38
33.749.49%
MA BR RN
VL 0%RNK 1.16
German Government Bonds
(Bunds)
163.21
-0.76%
164.16-0.51%
MA BR RN
VL 0% RNK -1.63
160.441.99%
MA BR RN
VL 5% RNK 0.41
163.41-0.31%
MA BR RN
VL 0% RNK 0.72
166.36-1.97%
MA BR RN
VL 0% RNK -0.41
159.391.76%
MA BR RN
VL 0%RNK -0.43
UK Government Bonds
(Gilts)
124.72
-0.89%
124.82-0.19%
MA BR RN
VL 100% RNK -1.09
123.470.3%
MA BR RN
VL 15% RNK 0.45
128.92-2.55%
MA BR RN
VL 1% RNK -0.26
130.3-3.88%
MA BR RN
VL 1% RNK -1.03
117.555.24%
MA BR RN
VL 100%RNK -0.03
Italian Government Bonds
(BTP)
134.99
-0.83%
134.94-0.22%
MA BR RN
VL 0% RNK -1.2
132.981.26%
MA BR RN
VL 5% RNK 0.34
140.78-4.24%
MA BR RN
VL 0% RNK -0.53
143.68-6.19%
MA BR RN
VL 0% RNK -1.18
137.7-2.44%
MA BR RN
VL 0%RNK -1.49
French Government Bonds
(OATS)
150.93
-0.74%
152.25-0.58%
MA BR RN
VL 0% RNK -1.67
152.51-0.82%
MA BR RN
VL 5% RNK -0.43
157.9-4.63%
MA BR RN
VL 0% RNK -1.08
160.66-6.11%
MA BR RN
VL 0% RNK -1.59
151.01-0.12%
MA BR RN
VL 0%RNK -1.96
Japanese Government Bonds
(JGBs)
150.03
-0.06%
149.80.07%
MA BR RN
VL 10% RNK -0.63
150.59-0.25%
MA BR RN
VL 5% RNK -0.05
151.87-1.2%
MA BR RN
VL 0% RNK -1.05
153.22-2.11%
MA BR RN
VL 0% RNK -1.52
149.30.26%
MA BR RN
VL 10%RNK -1.72
Emerging Market Bonds
(EMB)
111.3
0.62%
109.991.05%
MA BR RN
VL 10% RNK 1.65
108.791.81%
MA BR RN
VL 5% RNK 2.52
116.47-4.28%
MA BR RN
VL 0% RNK -0.25
116.28-4.33%
MA BR RN
VL 0% RNK -0.96
105.975.06%
MA BR RN
VL 10%RNK -0.12

Global Bond Risk Snapshot

Our Algorithms Analyze Risk Across Global Bonds, Bonds, Commodities, Currencies and Macroeconomic Data. Check the current Stock Risk. Click Here to Access the Global Market Risk Monitor



Name Today 1 week Ago 1 month Ago 3 months Ago 6 months Ago 1 year Ago Help
Sovereign Risk Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0
US Risk Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0
France Risk Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0
Germany Risk Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0
UK Risk Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0
Portugal Risk Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0
Italy Risk Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0
Spain Risk Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0
Ireland Risk Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0
Japan Risk Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0

Corporate Bond Risk



Name Today 1 week Ago 1 month Ago 3 months Ago 6 months Ago 1 year Ago Help
Global Corporate Risk Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0
BAA Spread Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0
AAA Spread Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0
Corporate Bonds Europe Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0

Intermarket Bonds Risk


Name Today 1 week Ago 1 month Ago 3 months Ago 6 months Ago 1 year Ago Help
US Stocks vs US Bonds
(SPY:TLT)
Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0
US Stocks vs US HY Bonds
(SPY:JNK)
Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0
US Short-term vs US Long Bonds
SHY:TLT
Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0
US High Yield vs US Long Bonds
(JNK:TLT)
Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0
US TIPS vs US Intermediate Bonds
(TIP:IEF)
Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0
Emerging Bonds vs US Long Bonds
(EMB:TLT)
Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0
German vs Spain Spread
Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0
German vs Portugal Spread Medium Risk 0 Low Risk 1 High Risk -3 High Risk -3 Low Risk 1 Medium Risk 0

Americas Government Bonds



Name Today 1 Week Ago 1 Month Ago 3 Months Ago 6 Months Ago 1 Year Ago Help
US 2.44%
YC-0.61%
2.57%
YC-2.92%
2.4%
YC1.88%
1.76%
YC37.74%
1.57%
YC56.2%
1.99%
YC21.84%
Canada 1.71%
YC-1.72%
1.82%
YC-4.78%
1.67%
YC5.69%
1.07%
YC56.83%
1.1%
YC58.44%
1.21%
YC52.78%
Mexico 7.66%
YC0.51%
7.59%
YC0.77%
7.18%
YC5.93%
6.06%
YC26.31%
5.85%
YC30.92%
6.18%
YC23.73%
Brazil 11.29%
YC0.36%
11.48%
YC-1.48%
12.19%
YC-5.46%
11.5%
YC-1.41%
11.85%
YC-5.69%
16.25%
YC-31.33%

Europe Government Bonds



Name Today 1 Week 1 Month 3 Months 6 Months 1 Year Help
Germany 0.27%
YC40.02%
0.21%
YC35.73%
0.37%
YC-22.89%
0.06%
YC682.35%
-0.09%
YC-321.67%
0.47%
YC-33.5%
UK 1.33%
YC7.18%
1.34%
YC2.47%
1.4%
YC-6.42%
1.02%
YC21.16%
0.69%
YC82.06%
1.56%
YC-5.74%
France 0.77%
YC15.91%
0.68%
YC11.71%
0.8%
YC2.52%
0.33%
YC126.03%
0.13%
YC306.87%
0.63%
YC31.03%
Italy 1.87%
YC6.75%
1.85%
YC2.47%
1.95%
YC-1.53%
1.41%
YC35.04%
1.17%
YC58.15%
1.61%
YC20.4%
Spain 1.46%
YC0.9%
1.36%
YC9.92%
1.59%
YC-4.63%
1.16%
YC30.61%
1.02%
YC43.53%
1.54%
YC-6.75%
Portugal 3.9%
YC5.59%
3.76%
YC3.93%
3.69%
YC7.12%
3.38%
YC14.89%
2.87%
YC35.86%
3.37%
YC30.85%

Asia Government Bonds



Name Today 1 Week 1 Month 3 Months 6 Months 1 Year Help
Japan 0.06%
YC32.64%
0.06%
YC3.15%
0.04%
YC54.75%
-0.06%
YC-210.15%
-0.23%
YC-128.26%
0.25%
YC-72.92%
China 3.15%
YC2.98%
3.18%
YC-1.18%
3.09%
YC1.1%
2.74%
YC14.77%
2.82%
YC12.07%
2.81%
YC11.68%
Australia 2.78%
YC-0.16%
2.79%
YC0.13%
2.88%
YC-2.09%
2.35%
YC17.46%
1.91%
YC43.18%
2.55%
YC6.84%
New Zeland 3.33%
YC-0.3%
3.47%
YC-4.99%
3.28%
YC3.75%
2.55%
YC28.33%
2.14%
YC54.17%
3.07%
YC9.54%
Hong Kong 1.89%
YC-1.42%
2.11%
YC-9.67%
1.52%
YC24.67%
1.05%
YC74.65%
0.97%
YC105.42%
1.35%
YC37.95%
South Korea 2.1%
YC1.75%
2.08%
YC1.9%
2.19%
YC-7.66%
1.61%
YC28.03%
1.4%
YC49.79%
1.92%
YC9.22%

Bonds Investment Indicators Help Page

AssetMacro automatically calculates and presents Bonds quantitative indicators. These indicators are used by professional traders and investors. Calculations are performed for timeframes of 1 week, 1 month, 3 months, 6 months and 1 Year. These are the most commonly used timeframes used by traders and investors.

Price and Returns displays Bonds Price for various timeframes presented. For example, column 1 week presents Bonds Price 5 trading days earlier than today. Return is displayed in % terms and is the return of the current Price vs the Price of Bonds 5 trading days earlier. For example, column 1 week presents Bonds Return calculated as ((Current Price - Previous Price)/Previous Price) x 100.

Moving Averages section presents Moving Averages of Bonds for various timeframes. Moving averages smooth the price data to form a trend following indicator used by traders and investors.

AssetMacro presents the current value of the Simple Moving Average for the timeframe under examination (for example 1 week, 1 month etc). The 1 week (or 5-day) simple moving average is the five-day sum of closing prices divided by five. Moreover, this section shows with a green or red arrow whether the moving average is upward or downward sloping. Investors use Moving Averages to determine trading signals to buy or sell an asset by either the cross of the security's price versus the moving average and/or the change of slope of the moving average.

Quantitative Systems section presents Signals generated by Quantitative System used: Breakout System and Percentile System. The Breakout System calculates the highest and lowest values of the security for the timeframe under examination, and if the security price crosses timeframe's high generates a buy signal until the security's price crosses down the timeframe's low where the signal is reversed to a sell signal. The Breakout System is displayed with a green and red arrow if the signal for the security and the specific timeframe is buy or sell. The percentile system displays what is the percentile current price of the security versus the security's price range for the timeframe under examination. A common quantitative System can be generated using the percentile system like for example generate buy signal when current percentile is above 75% and sell signal when current percentile is below 25%.

Volatility section presents the volatility of the security for the various timeframes calculated. Volatility is a very important tool for traders and investors, helping them determine the following: the position size of a trade, whether a specific asset is becoming more or less risky to hold and based on current volatility, together with correlation it helps in structuring a diversified portfolio. Volatility is calculated as annualized volatility for different timeframes. 5-Day Annualized Volatility is calculated as the standard deviation of 5-day daily returns multiplied by the square root of 252 days.