▋ INTRODUCTION : The “Treasury Yields Heatmap” generates a dynamic heat map table, showing treasury yield bond values corresponding with dates. In the last column, it presents the status of the yield curve, discerning whether it’s in a normal, flat, or inverted configuration, which determined by using Pearson's linear regression coefficient. This tool is built to...
# What's this script? I created this because I wanted to compare the Earnings/Dividend yield of SP500 and the symbol with the time period of the chart. Plot the following yields. Earnings Yield of S&P500. Calculated using S&P 500 Earnings by Month provided by Nasdaq date link. (data.nasdaq.com) Dividend Yield of S&P500. Calculated using S&P 500...
The Global Yield Spread is a simple indicator that can help to identify economic wellbeing and thus allows traders and investors alike to derive a rough estimation onto where the market is likely to go. ---------- Please note that things like Yield Spread generally influence the market only over longer time horizons of a couple weeks to many months. Also be aware...
News about the yield curve became pretty crucial for all the trades in the last year. So in the team, we decided to implement a nice widget that will allow you to track the current yield curve in your chart directly. It's possible to compare the current yield curve with past yield curves. You can choose to display the number of curves weeks, months, and years...
Depicts demand-flow between Equities, Bonds and Currencies of 6 countries. Useful in tracking the flow of smart money and checking the dynamics of inter-connected markets. Principle: DXY lies at the heart of the diagram with usd-currency pairs of 5 countries connected to it. When demand for a currency increases it strengthens against Dollar. This is depicted by...
Yield curve of the 1-10 year US Treasury Bonds, with over 60 years of history. The Yield Curve is the interest rate on the 10 year bond minus the 1 year bond. When it inverts (crosses under 0) a recession usually follows 6-12 months later. It's a great leading indicator to identify risk in the macroeconomic environment. Yield curves can be constructed on...
Yield curve of the 2-10 year US Treasury Bonds, with over 50 years of history. The Yield Curve is the interest rate on the 10 year bond minus the 2 year bond. When it inverts (crosses under 0) a recession usually follows 6-12 months later. It's a great leading indicator to identify risk in the macroeconomic environment.
With this little script, I have attempted to incorporate fundamental data (in this case, 10-year bond yields) into technical analysis . When pairing two currencies, the one with a higher bond interest rate usually appreciates when the interest rate differential widens, or, to use a simple example: in a currency pair A vs. B, with A showing a higher bond yield than...
Preface: I'm just the bartender serving today's freshly blended concoction; I'd like to send a massive THANK YOU to all the coders and PineWizards for the locally-sourced ingredients. I am simply a code editor, not a code author. Many thanks to these original authors! Source 1 (Aug 8, 2019): Source 2 (Aug 11, 2019): About the Indicator: The term yield curve...
Illustrating US treasury yield curves (x-axis for the term, y-axis for the yield) and yield matrix based on customized yield, which makes this script very unique in comparison with traditional timeframe-based yield curve indicator. Inverted yield are highlighted with the heat map. Can be used to analyze macro market through the shape and value of each yield curve.
A simple indicator that shows the current dividend yield over time. The indicator uses the last quarter's dividend and extrapolates it to the full year.
In this indicator it shows the dividend yield in green line and dividend growth rate in blue area. Currently our dividend yield calculation is the most accurate in TradingView. Dividend growth rate is the annualized percentage growth rate experienced by dividends of a given stock over 5 years period of time. Many established companies have sought to regularly...
Shows the roll yield of the VX futures, which is the ratio of a continuously weighted average of the front two months to the VIX. The VX (VIX futures) contract expires on the third Tuesday of each month. On the next trading day, the front month will have full weighting, and the second month will have no weight. On the expiration day, the back month will have full...
Here we are looking at the Excess CAPE yield for the SPX500 over the last 100+ years "A higher CAPE meant a lower subsequent 10-year return, and vice versa. The R-squared was a phenomenally high 0.9 — the CAPE on its own was enough to explain 90% of stocks’ subsequent performance over a decade. The standard deviation was 1.37% — in other words, two-thirds of the...
A simple utility tool to have all available US Treasury yield rates together on a one chart
A script that contains real time mortgage rates from Wells Fargo using the QUANDL data link. Use this lower indicator with US10Y or others on the top. VIX will be added as well to help inform and predict. List of Available Mortgage Interest Rates including APR or IR (Interest Rate) *NOTE* : Not all indicators are up and running yet but will be very soon. ...
As traders we must keep track of lots of information to make educated decisions. One factor traders use a lot to gauge sentiment is Yield Inversion. This script paints a red background when it is inverted and a green background when it is not. This is not a comprehensive analysis just a quick way to spot changes in the bonds market. This can be applied to any symbol.