IGLB News and Press, Shares Long-Term Corporate Bond From 02/15/22

The US Federal Reserve has yet to take any actions to raise rates, but we all know it will come at some point. After a brief move higher, to levels near the $147 to $155 level, TLT has moved decidedly lower over the past 6+ months. I think the current premise and price trend in TL...

The expected risk premium for the Global Market Index edged down in January from the previous month’s estimate. Using short-term momentum and medium-term mean-reversion market factors to adjust the forecast reduces GMI’s ex-ante risk premium to an annualized 5.4%. Th...

iShares 10+ Year Investment Grade Corporate Bond ETF (NYSEARCA:IGLB) - $0.1795. 30-Day SEC Yield of 3.46% as of Jan. 28. Payable Feb 07; for shareholders of record Feb 02; ex-div Feb 01. For further details see: iShares 10+ Year Investment Grade Corporate Bond ETF declares monthly distr...

The expected risk premium for the Global Market Index (GMI) ticked lower in November but remains elevated relative to recent history. Adjusting the forecast with short-term momentum and medium-term mean-reversion market factors (defined below) reduces - substantially - GMI’s ex...

iShares 10+ Year Investment Grade Corporate Bond ETF (NYSEARCA:IGLB) - $0.1802. 30-Day SEC Yield of 3.11% as of Nov. 29. Payable Dec 07; for shareholders of record Dec 02; ex-div Dec 01. For further details see: iShares 10+ Year Investment Grade Corporate Bond ETF declares monthly distr...

The recent run higher in the Sharpe ratio for the Global Market Index finally reversed in October. Risk-adjusted performance has slipped, but GMI's rebound in October lifted it to a new record high. GMI is useful as a baseline to begin research on asset allocation and portfolio de...

The long-run risk premium forecast for the Global Market Index (GMI) rebounded in October, edging up to 6.1%, based on revised numbers through last month. The new estimate is calculated in terms of the projected return over the “risk-free” rate, according to a risk-based...

iShares 10+ Year Investment Grade Corporate Bond ETF (NYSEARCA:IGLB) - $0.1792. 30-Day SEC Yield of 3.10% as of Oct. 29. Payable Nov 05; for shareholders of record Nov 02; ex-div Nov 01. For further details see: iShares 10+ Year Investment Grade Corporate Bond ETF declares monthly distr...

US real estate investment trusts (REITs) and stocks posted the strongest returns for the major asset classes in October - by wide margins. US REITs surged 7.7% last month, reversing September’s sharp decline. The recovery puts American property shares in the lead for 2021 with ...

Risk-adjusted performance continued to rise in September for the Global Market Index (GMI), an unmanaged, market-value-weighted portfolio that holds all the major asset classes (except cash). GMI’s 0.97 Sharpe ratio is close to the highest levels reached in recent history. ...