dimanche 4 mars 2018

Avindex 1.0, snapshot 2018.03.04

Click to enlarge

Party is still going on the high-yield / junk bond side (the heavy weight of our index).
On the stocks side, despite a few recent hiccups, leveraged speculation is at record levels, according to margin debt statistics:

Click to enlarge


It will be interesting to see when the rate hikes will begin to spoil the party.

Fed Fund rates and LIBOR (in USD) - Click to enlarge

Or perhaps it is already happenning? Assuming general debt levels have doubled since last crisis (to be confirmed by further research), the "pain threshold" should be logically now around 2.5% (then, it was around 5%). 

Fed Fund rates and LIBOR (in USD) - Click to enlarge


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