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HIMIPref™ User Manual
Index
User Data
Creating a Portfolio
Editing a Portfolio
Evaluating a Portfolio
Evaluating Performance
Trade Input
 
Trade Recommendations
Issue Evaluation
    Yield
Curve-Reversion
Yield-Reversion
Disparity
Miscellaneous
Penalties
Trading Valuation

Issue Evaluation

 

Reward Class Yield

The REWARD_CLASS_YIELD is comprised of the following elements:

The concept of yield is so important that it has been dealt with in the HIMIPref™ Overview and will not be further discussed here.

The following graph shows the relationship between the value of REWARD_CLASS_YIELD and the ultimate valuation that HIMIPref™ assigns to each instrument:



Regression Analysis
Intercept -3.2890 ± 22.0440
Slope 1.8907 ± 7.0077
Regression Sum of Squares 85.8669
Residual Sum of Squares 1179.6307
R Squared 0.0679
F Statistic 3.0208
Rejection Threshold (SDev) 3.00
Rejection Count 1
Observation Count 85