Bond duration

Last Update: 14/07/2024

The financial duration is an indicator of bond risk (volatility). As the duration increases, so does the risk of a bond’s price fluctuation due to a change in interest rates. By extension, the choice of a certain duration by investors tells us the degree of perceived risk in the financial markets and the expectations of interest rates. Let us see what information we can draw from this through our analysis.

Valuations Trend

The graphs below show the appreciation of each asset measured by the valuation trend over the last 6 weeks on a scale of 0 to 10.

Short-Term
Valutazione: 7.5
Intermediate-Term
Valutazione: 7.5
Long-Term
Valutazione: 7.5

One week evaluation (short term)

The overall score obtained by individual assets in the last week. This is a short-term indication

Intermediate-Term
0.3000
Long-Term
0.2850
Short-Term
0.1500

Evaluation at 3 weeks (short term)

The 3-week average of the overall scores obtained by individual assets. This is a short-term indication but less volatile than the one-week figure

Intermediate-Term
0.4250
Long-Term
0.2942
Short-Term
0.2325

Evaluation at 10 weeks (medium term)

The 10-week average of the overall scores obtained by individual assets. This is a medium/long-term indication

Intermediate-Term
0.3336
Long-Term
0.3087
Short-Term
0.2483

Evaluation at 52 weeks (long term)

The 52-week average of the overall scores obtained by individual assets. This is a long-term indication

Short-Term
0.3230
Long-Term
0.2581
Intermediate-Term
0.2454

Assets prices trend

In which direction are the prices of the individual assets analysed currently heading? We assess this using some technical indicators.

Short-Term Bullish trend
Intermediate-Term Bullish trend
Long-Term Bullish trend

Buy/Sell

Buy/Sell signals from indicator analysis using artificial intelligence.

Asset
Confidence
Probabilities
Signal
Short-Term
60.714%
UP: 30%
DOWN:70%
Unsure
Intermediate-Term
64.286%
UP: 40%
DOWN:60%
Unsure
Long-Term
85.714%
UP: 70%
DOWN:30%
Up

Rating chart

The graph below depicts the valuations obtained by each asset over the last 4 weeks. it is useful, combined with the Acceleration Index, to identify the trend.

Strategy simulation trend

The chart below shows a simulation of an operational strategy based on opening a long position on the asset (or assets) with the best 3 weeks average score. The same graph also shows the trend of the reference index used for the calculations. The chart spans 260 weeks and is rolling (sliding one week at a time).

Last Update: 07/07/2024

4 weeks performance
  • Strategy: 0.145%
  • Benchmark: 0.1115%
52 weeks performance
  • Strategy: -0.073774%
  • Benchmark: 0.0423584%
257 weeks performance
  • Strategy: -0.032802%
  • Benchmark: -0.0166498%

Infos

How to read the data. The assets in each analysis are part of the same basket that serves as a benchmark index. Thus, for example, the US sectors are part of the S&P500 basket. The purpose of the analysis is to assess the strength of each asset within the benchmark basket to identify the one that has the greatest chance of 'doing better' than the others. Boxes 1,2,3 and 4 present the ranking of assets over various time horizons, with the top of the list being the one that, based on the indicators used, is finding the most market acceptance and tends to do better than the reference index. Boxes 5 and 6 assess the volatility and trend of valuations over time, indicators that serve to outline a possible future scenario for the various assets. Thus, for example, a high rank and a rising Acceleration Index indicate prospects for improvement. In addition to the charts, the analysis also shows the absolute trend of individual assets (box 7), i.e. whether the prices of the instruments considered are going up or down. This information is useful for understanding the overall trend of the basket. If the prevalence is for a rise, for example, it means that we are moving into a market with upward prospects.

What is the purpose of this data, how can I use it? The basic idea of our analysis is to give a concise picture of how investors are operating at the moment, what they are betting on and what they are avoiding. The analysis, as the simulation also shows, can be used as an informative aid for the creation of a short-term investment strategy.