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Real Interest Rate
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Real Interest Rate

Time Series Terminal
Dec 6, 2021
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Real Interest Rate
tsterm.substack.com

We chronicle the most important predictive factors for (at least one of) the following US Real Yield Rates

  • US 5-Year Real Yield Rate

  • US 10-Year Real Yield Rate

  • US 20-Year Real Yield Rate

  • US 30-Year Real Yield Rate

for 2 day ahead prediction.

Real interest rate: https://en.m.wikipedia.org/wiki/Real_interest_rate

By 2018-06-28:

  • Lam Research Corporate LRCX (semiconductor)

By 2018-12-28:

  • Mariott International MAR (consumer)

By 2019-06-28:

  • SPDR Dow Jones Industrial Average ETF DIA (industrial)

  • iShares MSCI United Kingdom ETF EWU (United Kingdom)

  • Exelon Corporation EXC (utilities)

  • iShares MSCI China Small-Cap ETF ECNS (China, small-cap)

  • US 10-Year Yield Rate

By 2019-12-28:

  • SPDR Barclays High Yield Bond ETF JNK (high-yield)

  • SPDR Dow Jones Industrial Average ETF DIA (industrial)

  • The Bank of New York Mellon BK (financial)

  • Consumer Staples Sector SPDR ETF XLP (consumer)

  • Exelon Corporation EXC (utilities)

By 2020-06-28:

  • iShares MSCI Hong Kong ETF EWH (Hong Kong)

  • Industrials Sector SPDR ETF XLI (industrials)

  • Occidental Petroleum OXY (energy)

  • SPDR S&P Midcap 400 ETF Trust MDY (US mid-cap)

  • GameStop GME (social stock trading)

  • Simon Property Group SPG (real estate)

  • Lockheed Martin LMT (industrials)

By 2020-12-28:

  • Cintas Corporation CTAS (industrials)

  • Broadcom AVGO (semiconductor)

  • Philip Morris International PM (consumer)

  • O’Reilly Automotive ORLY (consumer)

  • iShares MSCI Taiwan ETF EWT (Taiwan)

  • Copart, Inc. CPRT (consumer)

  • iShares MSCI Emerging Markets ETF EEM (emerging markets)

  • Booking Holdings Inc. BKNG (consumer)

By 2021-06-28:

  • Johnson and Johnson JNJ (consumer, pharma)

  • JPMorgan Chase JPM (financials)

  • SPDR Barclays High Yield Bond ETF JNK (high-yield)

  • United States Brent Oil Fund LP BNO (commodity, energy)

  • Cisco Systems CSCO (semiconductor, telecommunications)

By 2021-12-05:

  • SPDR EURO STOXX 50 ETF FEZ (Europe)

  • Gilead Sciences, Inc. GILD (biopharma)

  • American Tower AMT (real estate, telecommunications)

  • US 30-Year Real Yield Rate (current value predictive of 2 day ahead value, thus its own trend)

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