Along with taking a deeper look at macro trends / releases to try to figure out this whole economy thing (in these all-too-interesting times...

In my previous post Is the Earnings Yield Divergence Unprecedented? we saw that the current differential in the earnings yield of the S...

A month back I detailed that the aggregate bond index (i.e. the Barclays Capital Aggregate made up mainly of Treasuries, Corporates, and A...

We have a new milestone to watch... the Barclays Capital Aggregate Bond Index (i.e. the most popular US dollar fixed income benchmark) close...

A lot has happened since the summer of 2007, about the time when the word " subprime " entered mainstream culture (fun fact, it wa...

Barclays Aggregate is Yielding Just 3.35% Last month I detailed that the yield to worst of the Barclays Capital Aggregate Bond Index (i.e...

Corporate bonds (investment grade and high yield) are on a tear, up 12% and 40% respectively year to date. How do those figures compare to r...

We've seen similar charts in the past, but the outperformance of high yield (especially compared to Treasuries) has been astounding. How...

A massive reversal in the fixed income market with the high yield index up a WHOPPING 20%+ year to date. What's so amazing is how fast t...

High yield bonds are outperforming investment grade corporate bonds, which are outperforming equities (year to date 2009). How rare is this?...

Update: I received some feedback questioning where on the corporate curve I was pulling my data, so I've provided the detail for the or...

I've previously compared the S&P to the Barclay's Aggregate Index going back 19 years and before that to the BCAG over the pre...

In my post regarding the shift in the composition of the Barclays Capital Investment Grade Index, I was asked: Any idea why most recent da...

Back in October, EconomPic Data presented some amazing data that showed there had been no equity premium over the previous 11 3/4 years (i....

I've seen a lot of charts showing the relative demise of the equity market as compared to past busts (a great one here from Doug Short ...

VIX and More points out: The low yields on U.S. government debt have several interesting implications. One implication is that a falling VI...

Volatility continues in all markets. Here we'll take a look at what we've seen in equities and what it all means, as well as in ...

Paul Krugman says : Don't panic about the stock market... Panic about the credit markets instead. Interest rate on 3-month Treasuries at...

Below is a chart of the cumulative return of the Long Government Index (U.S Treasuries and agency securities with a maturity of 10+ years) ...

Below are the historical yields of the following fixed income indices; Treasury, U.S. Investment Grade / High Yield, and Emerging Market. Of...