Strategic Treasurer

JUNE 27, 2022

What Are the Disadvantages of Hurdle Rate? Investments require a certain minimum rate of return to make them worthwhile. On this podcast, Craig Jeffery and Paul Galloway continue their discussion on investment returns with a specific look into Hurdle Rate. Treasury Technology Analyst Report. Episode 207.

Hurdle Rate 52

Hurdle Rate Treasury Investments Securities 52

Musings on Markets

AUGUST 15, 2023

With this investment, you face price risk , since even though you know what you will receive as a coupon or cash flow in future periods, since the present value of these cash flows, will change as rates change. and how much to hold in investments with guaranteed returns over their time horizon (cash, treasury bill and treasury bonds).

Investments 80

Investments Currencies Treasury Hurdle Rate 80

Musings on Markets

FEBRUARY 15, 2023

As I have argued in all four of my posts, so far, about 2022, it was year when we saw a return to normalcy on many fronts, as treasury rates reverted back to pre-2008 levels, and risk capital discovered that risk has a downside.

Profit and Loss 52

Profit and Loss Investments Hurdle Rate Accounting 52

Musings on Markets

JANUARY 9, 2021

The conventional approach to measuring this premium is looking at past returns on stocks and treasuries (or something close to riskfree) and measuring the difference in historical returns and I report the updated levels (through 2020) for historical premiums for stocks over treasuries in this dataset.

Valuation 52

Valuation Currencies Numbers Corporate Finance 52

Musings on Markets

JANUARY 27, 2021

Treasury bond prices moved inversely with stock prices , at least during 2020. In other words, on days in 2020, when interest rates rose (fell) strongly, causing T.Bond prices to drop (rise), stock prices were more likely to go up (down). (I Data Update 4 for 2021: The Hurdle Rate Question.

Currencies 52

Currencies Investments Marketing Treasury 52

Musings on Markets

JANUARY 20, 2021

Put simply they look at a long time period in the past (50 years or even 100 years) and look at the premium that stocks earned over a risk free investment (treasury bills or bonds); that historical risk premium then gets used as a measure of the current equity risk premium. Data Update 4 for 2021: The Hurdle Rate Question.

Treasury 52

Treasury Investments Valuation Hurdle Rate 52

Barry Ritholtz

NOVEMBER 8, 2022

I mean, I used to write about that in this new book where money flows off to the emerging markets when dollar rates are low. They’re actually just buying long dollars, treasuries. And then it comes back because these guys, they’re not saving. RITHOLTZ: And then investing.

Valuation 57

Valuation Finance Investments Banking 57