Thursday, March 15, 2007

The high-yield/ten-year spread is unavailable today. Yesterday it increased an unusually-high 3.7%. Bad news on top of bad news.

2 comments:

Anonymous said...

Hello Deborah,

Do you feel this spread widening or narrowing is "predictive" of stock market direction? Or do you feel it is more coincident with events that are taking place on any given day, such as strengthening of the Yen resulting in a widening of the spread. If you feel it is "predictive", then how can one interpret recent widening you mention? Would this bode poorly for stocks near term?

Also interesting that economically sensitive sectors (Transports, Small Caps) are starting to advance here.

Regards, Jim P.

Deborah said...

Dear Jim,
This time around, the spread is acting as a coincident indiactor. When the spread behaves differently from the stock market, I treat it as a leading indicator.

I take this indicator very seriously and invest as it dictates. Sometimes that gives me a lot of lead time...sometimes not.

Thanks for commenting,
Deb