Treasury Yield's market value is the price at which a share of Treasury Yield trades on a public exchange. It measures the collective expectations of Treasury Yield 5 investors about its performance. Treasury Yield is listed at 37.62 as of the 7th of August 2025, which is a 0.51% up since the beginning of the trading day. The index's lowest day price was 37.45. With this module, you can estimate the performance of a buy and hold strategy of Treasury Yield 5 and determine expected loss or profit from investing in Treasury Yield over a given investment horizon. Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.
Symbol
Treasury
Treasury Yield 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Treasury Yield's index what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Treasury Yield.
0.00
05/09/2025
No Change 0.00
0.0
In 2 months and 31 days
08/07/2025
0.00
If you would invest 0.00 in Treasury Yield on May 9, 2025 and sell it all today you would earn a total of 0.00 from holding Treasury Yield 5 or generate 0.0% return on investment in Treasury Yield over 90 days.
Treasury Yield Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Treasury Yield's index current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Treasury Yield 5 upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Treasury Yield's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Treasury Yield's standard deviation. In reality, there are many statistical measures that can use Treasury Yield historical prices to predict the future Treasury Yield's volatility.
Treasury Yield 5 owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.061, which indicates the index had a -0.061 % return per unit of risk over the last 3 months. Treasury Yield 5 exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and Treasury Yield are completely uncorrelated.
Auto-correlation
-0.13
Insignificant reverse predictability
Treasury Yield 5 has insignificant reverse predictability. Overlapping area represents the amount of predictability between Treasury Yield time series from 9th of May 2025 to 23rd of June 2025 and 23rd of June 2025 to 7th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Treasury Yield 5 price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Treasury Yield price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.13
Spearman Rank Test
-0.1
Residual Average
0.0
Price Variance
0.57
Treasury Yield 5 lagged returns against current returns
Autocorrelation, which is Treasury Yield index's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Treasury Yield's index expected returns. We can calculate the autocorrelation of Treasury Yield returns to help us make a trade decision. For example, suppose you find that Treasury Yield has exhibited high autocorrelation historically, and you observe that the index is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
Timeline
Treasury Yield regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Treasury Yield index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Treasury Yield index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Treasury Yield index over time.
Current vs Lagged Prices
Timeline
Treasury Yield Lagged Returns
When evaluating Treasury Yield's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Treasury Yield index have on its future price. Treasury Yield autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Treasury Yield autocorrelation shows the relationship between Treasury Yield index current value and its past values and can show if there is a momentum factor associated with investing in Treasury Yield 5.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.