US 2 year and US 10 year comparison, inverted yield curve with VIX. I use this on a weekly chart with 2 moving averages, the 40 week (ma200 daily) and the 520 week (10 year median).
The bottom histogram is the VIX and the plot is the yield curve. When the VIX is above a certain level (you can set it in settings) and the ýield curve is close to or at inversion the...
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...
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...
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.
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...
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.
Wasabi Tool: Treasury Yield Spread
와사비 툴: 미국 장단기 금리차 그래프
Welcome to WasabiChart!
This indicator shows the Treasury Yield Spread with its default spread of 10 Year minus 3 Month. You can also specify 10 Year minus 2 Year.
This can be applied to DOW index weekly or month chart as shown in the provided example.
It's been observed that the recession starts when...
This indicator is based on AK MACD BB INDICATOR V 1.00.
You can set two different time frame MACD BB and easy to check it's trend.
Time frame1 change the candlestick color.
Time frame2 change the background color.
このインジケーターはAK MACD BB INDICATOR V 1.00に基づいています。
時間足1のMACD BBの値によってローソク足の色が、時間足2のMACD BBの値によって背景色が変化します。