Until the 90s information on risk premiums based on empirical studies for the German capital market was only available sporadically and for short time horizons. Therefore a long term comparison of risk and return was not possible. Markus Morawietz investigates profitability and risk of German stock and bond investments since 1870. He takes inflation and tax issues into account. His work contains a comprehensive collection of primary data since 1870 on key figures on a monthly basis which describe the German capital market. The goal of the study is to identify empirical statements on parameters of the German capital market. Therefore the exposition of theoretical economic models is not of primary importance in this study. A special focus is on the potential applicability of existing Germen index numbers as base data on the empirical investigation. The first chapter “methodological bases of performance measurement” concludes with the definition of the term “performance”. The following hypothesis is tested within this study: “There is a risk premium on securities taking inflation and influences of taxes into account.” The test of this hypothesis is run over the longest time period possible. Therefore monthly data on stock and bond investment are subject of the investigation because they are the most actively traded assets. Furthermore a substitute for the risk-free investment was developed in order to determine the risk premium. Before the explicit performance measurement of the different assets takes place, empirical starting points for performance measurement will be defined. These starting points contain a relevant demarcation of the investigation period and a description of the historical events during the investigation periods for all periods. Hereby special consideration is given to the specific problems of long term German value series (interruption trough the First World War with the following Hyperinflation and the Second World War). The analysis of the basics of performance measurement concludes the empirical starting points for performance measurement. The starting points contain the definition of a substitute for the certain segment, the description and preparation of the underlying data material and the calculation method used to determine performance. The third chapter contains a concrete empirical evaluation of the available data. This evaluation is subdivided into two parts: (a) performance measurement with unadjusted original data and (b) performance measurement with adjusted primary data (adjusted for inflation and tax influences). Both parts are structured in the same way. First the performance measurement of the specific asset (stocks, bonds and risk-free instruments) will be undertaken each by itself subdivided by partial periods. Afterwards the results of the performance measurement over the entire investigation period will be analyzed. The collection of derived partial results in the then following chapter shows return risk differences between the different assets. To calculate the net performance the nominal primary data is adjusted by inflation and tax influences. Therefore measured values for the changes in price level and for tax influences will be determined in the beginning of the third chapter. Following the performance measurement will be undertaken with the adjusted primary data. A comparison of the most important results of the different analysis in the last chapter concludes.

Data tables in histat (topic: money and currencies):

A. Discount and Lombard rate A.1 Discount rate: monthly average values, yearly average values (1870-1992) A.2 Lombard rate: monthly average values, yearly average values (1870-1992)

B. Stock price index, dividends and bond market und B.1a Stock price index: monthly average values, yearly average values (1870-1992) B.2 Dividends: monthly average values (1870-1992) B.3 Bond market: monthly average values, yearly average values (1870-1992)

C. Risk free instrument C.1 Private discount rate: monthly average values, yearly average values (1870-1991) C.2 Overnight rate: monthly average values, yearly average values (1924-1992)

D. Inflation rate D.1 Price index for costs of living (base1913/14 = 100), monthly average values, yearly average values (1870-1992) D.2 Inflation rate (base 1913 = 100), M monthly average values, yearly average values (1870-1992)

Graph and download economic data for Treasury Long-Term Average (Over 10 Years), Inflation-Indexed (DLTIIT) from 2000-01-03 to 2025-06-26 about TIPS, long-term, Treasury, yield, interest rate, interest, real, rate, and USA.

As of December 30, 2024, the major economy with the highest yield on 10-year government bonds was Turkey, with a yield of ***** percent. This is due to the risks investors take when investing in Turkey, notably due to high inflation rates potentially eradicating any profits made when using a foreign currency to investing in securities denominated in Turkish lira. Of the major developed economies, United States had one the highest yield on 10-year government bonds at this time with **** percent, while Switzerland had the lowest at **** percent. How does inflation influence the yields of government bonds? Inflation reduces purchasing power over time. Due to this, investors seek higher returns to offset the anticipated decrease in purchasing power resulting from rapid price rises. In countries with high inflation, government bond yields often incorporate investor expectations and risk premiums, resulting in comparatively higher rates offered by these bonds. Why are government bond rates significant? Government bond rates are an important indicator of financial markets, serving as a benchmark for borrowing costs, interest rates, and investor sentiment. They affect the cost of government borrowing, influence the price of various financial instruments, and serve as a reflection of expectations regarding inflation and economic growth. For instance, in financial analysis and investing, people often use the 10-year U.S. government bond rates as a proxy for the longer-term risk-free rate.

The yield on Germany 10Y Bond Yield eased to 2.51% on June 20, 2025, marking a 0.01 percentage point decrease from the previous session. Over the past month, the yield has fallen by 0.14 points, though it remains 0.10 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Germany 10-Year Bond Yield - values, historical data, forecasts and news - updated on June of 2025.

At the end of 2024, the yield on the 10-year U.S. Treasury bond was **** percent. Despite the increase in recent years, the highest yields could be observed in the early 1990s. What affects bond prices? The factors that play a big role in valuation and interest in government bonds are interest rate and inflation. If inflation is expected to be high, investors will demand a higher return on bonds. Country credit ratings indicate how stable the economy is and thus also influence the government bond prices. Risk and bonds Finally, when investors are worried about the bond issuer’s ability to pay at the end of the term, they demand a higher interest rate. For the U.S. Treasury, the vast majority of investors consider the investment to be perfectly safe. Ten-year government bonds from other countries show that countries seen as more risky have a higher bond return. On the other hand, countries in which investors do not expect economic growth have a lower yield.

Graph and download economic data for Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed (DFII30) from 2010-02-22 to 2025-06-27 about TIPS, 30-year, maturity, securities, Treasury, interest rate, interest, real, rate, and USA.

In 2024, the average yearly yield of UK 10-year government bonds was **** percent. The UK 10-year gilt has shown a significant downward trend from 1990 to 2024. Starting at nearly ** percent in 1990, yields steadily declined, with slight fluctuations, reaching a low of **** percent in 2020. After 2020, yields began to rise again, reflecting recent increases in interest rates and inflation expectations. This long-term decline indicates decreasing inflation and interest rates in Australia over the past decades, with recent economic conditions prompting a reversal in bond yields.

The yield on 10 Year TIPS Yield rose to 1.96% on June 27, 2025, marking a 0.01 percentage point increase from the previous session. Over the past month, the yield has fallen by 0.17 points and is 0.10 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. This dataset includes a chart with historical data for the United States 10 Year TIPS Yield.

Graph and download economic data for Market Yield on U.S. Treasury Securities at 20-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed (DFII20) from 2004-07-27 to 2025-06-26 about 20-year, TIPS, maturity, securities, Treasury, interest rate, interest, real, rate, and USA.

The yield on Canada 10Y Bond Yield eased to 3.32% on June 27, 2025, marking a 0.02 percentage point decrease from the previous session. Over the past month, the yield has edged up by 0.07 points, though it remains 0.19 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Canada 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on June of 2025.

Graph and download economic data for Interest Rates: Long-Term Government Bond Yields: 10-Year: Main (Including Benchmark) for United Kingdom (IRLTLT01GBM156N) from Jan 1960 to May 2025 about long-term, 10-year, United Kingdom, bonds, yield, government, interest rate, interest, and rate.

Graph and download economic data for 10-Year Real Interest Rate (REAINTRATREARAT10Y) from Jan 1982 to Jun 2025 about 10-year, interest rate, interest, real, rate, and USA.

The yield on United Kingdom 10Y Bond Yield eased to 4.49% on June 30, 2025, marking a 0.02 percentage point decrease from the previous session. Over the past month, the yield has fallen by 0.18 points, though it remains 0.20 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. UK 10 Year Gilt Bond Yield - values, historical data, forecasts and news - updated on July of 2025.

This table contains 39 series, with data for starting from 1991 (not all combinations necessarily have data for all years). This table contains data described by the following dimensions (Not all combinations are available): Geography (1 item: Canada); Financial market statistics (39 items: Government of Canada Treasury Bills, 1-month (composite rates); Government of Canada Treasury Bills, 2-month (composite rates); Government of Canada Treasury Bills, 3-month (composite rates);Government of Canada Treasury Bills, 6-month (composite rates); ...).

This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

Nifty 50: Climb or Crash?

Financial data:

• Historical daily stock prices (open, high, low, close, volume)

• Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

• Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

Machine learning features:

• Feature engineering based on financial data and technical indicators

• Sentiment analysis data from social media and news articles

• Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

Potential Applications:

• Stock price prediction

• Portfolio optimization

• Algorithmic trading

• Market sentiment analysis

• Risk management

Use Cases:

• Researchers investigating the effectiveness of machine learning in stock market prediction

• Analysts developing quantitative trading Buy/Sell strategies

• Individuals interested in building their own stock market prediction models

• Students learning about machine learning and financial applications

Additional Notes:

• The dataset may include different levels of granularity (e.g., daily, hourly)

• Data cleaning and preprocessing are essential before model training

• Regular updates are recommended to maintain the accuracy and relevance of the data

This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

Can the iShares Inflation Hedged U.S. Aggregate Bond ETF Weather Inflationary Storms?

Financial data:

• Historical daily stock prices (open, high, low, close, volume)

• Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

• Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

Machine learning features:

• Feature engineering based on financial data and technical indicators

• Sentiment analysis data from social media and news articles

• Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

Potential Applications:

• Stock price prediction

• Portfolio optimization

• Algorithmic trading

• Market sentiment analysis

• Risk management

Use Cases:

• Researchers investigating the effectiveness of machine learning in stock market prediction

• Analysts developing quantitative trading Buy/Sell strategies

• Individuals interested in building their own stock market prediction models

• Students learning about machine learning and financial applications

Additional Notes:

• The dataset may include different levels of granularity (e.g., daily, hourly)

• Data cleaning and preprocessing are essential before model training

• Regular updates are recommended to maintain the accuracy and relevance of the data

We use the yield curve to predict future GDP growth and recession probabilities. The spread between short- and long-term rates typically correlates with economic growth. Predications are calculated using a model developed by the Federal Reserve Bank of Cleveland. Released monthly.

The yield on Brazil 10Y Bond Yield eased to 13.59% on June 30, 2025, marking a 0.34 percentage point decrease from the previous session. Over the past month, the yield has fallen by 0.42 points, though it remains 1.16 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Brazil 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on July of 2025.

This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

What are bonds in stocks?

Financial data:

• Historical daily stock prices (open, high, low, close, volume)

• Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

• Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

Machine learning features:

• Feature engineering based on financial data and technical indicators

• Sentiment analysis data from social media and news articles

• Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

Potential Applications:

• Stock price prediction

• Portfolio optimization

• Algorithmic trading

• Market sentiment analysis

• Risk management

Use Cases:

• Researchers investigating the effectiveness of machine learning in stock market prediction

• Analysts developing quantitative trading Buy/Sell strategies

• Individuals interested in building their own stock market prediction models

• Students learning about machine learning and financial applications

Additional Notes:

• The dataset may include different levels of granularity (e.g., daily, hourly)

• Data cleaning and preprocessing are essential before model training

• Regular updates are recommended to maintain the accuracy and relevance of the data

The yield on South Africa 10Y Bond Yield eased to 9.95% on June 30, 2025, marking a 0.01 percentage point decrease from the previous session. Over the past month, the yield has fallen by 0.24 points and is 0.23 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. South Africa 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on July of 2025.