SHY iShares 1-3 Year Treasury Bond ETF Загрузка... : Бычьи и медвежьи мнения аналитиков
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Лучшие сигналы
Лента
18:04
02 сен
02 сен
Own short duration and EM bonds.
The fixed-income side of the portfolio uses short-duration bonds and 2-year notes plus local-currency emerging market bonds to generate cash flow and to capture areas with flat yield curves and high real interest rates.
Сред.
20:13
01 сен
01 сен
Higher-for-longer pressures short bonds.
Treasury intervention to cap long-end yields faces limits: doubling bond buybacks to around $8 billion won't move the market, and if Treasury issues short-term bills to finance yield suppression, front-end yields will rise and the Fed will have to absorb higher-yielding supply, making the Fed's job harder.
Сред.
23:52
28 авг
28 авг
Bad CPI may force Fed rate hike
The key market catalyst is the September CPI/PPI inflation report. If inflation does not show enough progress, Fed Chair Warsh will face pressure to hike, and the bond market is likely to price a rate increase, pushing short-term Treasury yields higher.
Сред.
17:01
28 авг
28 авг
Hawkish Fed speech supports higher rates
Steve Liesman reads Fed Chair Kevin Warsh's Jackson Hole speech as overall hawkish: Warsh signaled the Fed still has work to do on inflation, and Liesman notes market-implied odds of a September rate hike jumped to about 56% from roughly 30-35% before the speech, with December near 86%. Liesman says the market's hawkish take 'may be the right call here,' consistent with the two-year and ten-year Treasury yields bouncing higher.
Выс.
19:38
26 авг
26 авг
Use short-term Treasuries for near-term cash.
Bill argues that for lumpy variable income, the money should be divided into buckets, with near-term living and tax reserves parked in short-term Treasuries or money market funds; this creates defined monthly coupons and a self-made paycheck.
Сред.
15:05
26 авг
26 авг
Fed will tighten before year end.
Persistent above-target inflation and a hawkish half of the FOMC mean the Fed will still need to tighten before year end; the 2% inflation target is losing meaning and patience is becoming less acceptable.
Выс.
12:23
26 авг
26 авг
Short-term Treasury rally is supported.
The current Treasury rally is supported for now by tumbling oil prices and Scott Bessent's buyback announcement, which took out market shorts; the short-term sentiment is real even if longer-term risks remain.
Сред.
15:48
25 авг
25 авг
Fed to hike three times
With real GDP growth running well above trend, inflation above 3% and unemployment near 4%, the Fed needs to cool pressures and will likely hike rates at least three times this year, starting in September; a skip would lower October odds and push the path further out.
Выс.
01:47
22 авг
22 авг
Cochrane's quoted framework says investors seeing trouble 'look to the comfort of short term bonds' and that 'moving to short maturity structures is a classic symptom of trouble ahead'; this implies s
Cochrane's quoted framework says investors seeing trouble 'look to the comfort of short term bonds' and that 'moving to short maturity structures is a classic symptom of trouble ahead'; this implies short-duration Treasuries are relatively safer if long-term fiscal confidence erodes.
Risk: If the bond market stabilizes and the Fed cuts rates, short-term yields may fall, reducing the relative appeal of cash-like Treasury exposure.
15:19
20 авг
20 авг
Prefer short and medium-term Treasury securities.
Treasury buybacks are only a short-term fix; long-term yields still face fiscal and supply pressure. He would sell the long end if the Fed cut rates and currently favors short and medium-term Treasury securities.
Сред.
05:37
20 авг
20 авг
Position in short to medium duration Treasuries.
The US Treasury buyback is likely a one-off that won't change the trajectory of real rates returning to pre-GFC levels of 2-3%. Investors should position in short to medium duration (4-5 years) to optimize returns and avoid long-end volatility.
Выс.
06:40
18 авг
18 авг
Prefer short-duration bonds over long duration.
Near-term inflation risks and volatile long bonds mean investors are not well-paid enough to take long-duration interest-rate risk. Standard Chartered prefers keeping bond duration short because the short end is more attractive and carries much less volatility.
Выс.
05:11
18 авг
18 авг
Keep bond duration short due to fiscal concerns.
Keep bond duration short in the 3-to-5-year bucket and avoid long-duration bonds due to global fiscal concerns, high debt levels, and questions about monetary policy credibility.
Выс.
19:37
14 авг
14 авг
Cash and short bonds offer real returns.
Cash and short-duration fixed income now offer a positive real return, a major change since Covid. Wilson says he is not nearly as bearish on fixed income as a decade ago and calls cash a good asset and mid-tier short duration bonds a good asset.
Выс.
19:35
14 авг
14 авг
Cash and short bonds offer real return
Since Covid, fixed income and cash offer positive real returns; he is no longer as bearish on fixed income as ten years ago, and sees cash, short-duration bonds, and infrastructure-type bonds as good defensive assets.
Сред.
17:24
14 авг
14 авг
Reduce duration in fixed income.
Wilson says investors should not abandon fixed income but should reduce duration to make the fixed income allocation more valuable and retain diversification without taking too much duration risk.
Сред.
20:40
13 авг
13 авг
Rates must rise; short Treasury notes.
Central banks do not control interest rates; markets do. Rising bond yields are a global phenomenon driven by strong nominal GDP, and the 2-year Treasury note has broken above SOFR and predicts higher policy rates. He expects the Fed to hike, not cut, and sees the 10-year Treasury yield potentially testing 6%.
Выс.
20:30
13 авг
13 авг
Front/back Treasury positioning extremely divergent.
Patrick explains the Treasury curve shows opposite positioning stories: 2-year positioning is at the 100th percentile while 10-year positioning is at the zero percentile, driven by short covering at the front as traders price the Fed closer to the end of its hawkish cycle, while the long bond remains in a vicious downtrend with shorts piling in and 30-year yields near 5.25%; this sets up a potential bull steepening.
Сред.
21:44
11 авг
11 авг
Prefer short-term Treasuries over long bonds.
The firm has not owned long-duration US Treasuries for years and remains short duration. Short-end yields are decent, state-tax-free, and offer better risk/reward as the Treasury loses control of the long end amid fiscal mistrust. Staying short avoids duration risk from rising long-end yields.
Сред.
18:39
09 авг
09 авг
Bernstein's research note outlines AI-driven memory demand across four stages.
Bernstein's research note outlines AI-driven memory demand across four stages, listing related tickers as factual read-through beneficiaries rather than expressing any directional position or trade call.
Низ.
18:39
09 авг
09 авг
Bernstein's research note outlines four stages of AI memory usage.
Bernstein's research note outlines four stages of AI memory usage, listing related tickers as factual read-through beneficiaries rather than expressing any directional position or trade call.
Низ.
13:00
08 авг
08 авг
Short-end yields down, long-end yields up.
Financial repression is returning: the Treasury will engage in its own quantitative easing to push down short-term rates, while the long end of the yield curve reacts to inflation and deficit concerns, driving long-term yields upward. This reflects the Treasury being the dog and the Fed the tail, with debt approaching $40 trillion.
Сред.
09:51
07 авг
07 авг
Short-term bonds attractive amid duration risk.
Short-term government bonds offer attractive yields while geopolitical risk and uncertainty at the long end make long-duration bonds risky. Prefer cautious positioning at the short end of the curve.
Сред.
06:26
07 авг
07 авг
Long front-end Treasuries, avoid long end.
The deflationary era is over and we are in a more inflationary environment, causing yield curve steepening. The long end is difficult to invest in due to duration risk, while the front end (1-3 year) offers better value as the curve normalizes.
Выс.
22:01
27 июл
27 июл
Front-end yield curve offers 4%+ low risk.
The front end of the yield curve offers yields north of 4% with relatively low risk, and much of the downside is already priced in, making short-duration bonds attractive.
Сред.
07:26
21 июл
21 июл
Short-term bonds for safety.
Short-term bonds provide safety and low volatility, helping to shield capital during a period of escalating Middle East conflict and potential market turbulence fueled by overvaluation.
Сред.
12:00
18 июл
18 июл
Fed may need higher rates for sticky inflation.
Inflation has been above 2% for over 5 years and is proving sticky, especially in core services excluding housing. Current monetary policy may not be restrictive enough to bring inflation back down, and the Fed may need to raise interest rates. The stable labor market and supply-side shifts mean the Fed has room to tighten without harming employment.
Выс.
18:12
17 июл
17 июл
Park cash in short-term bonds for positive real yield.
Real yields on US debt are currently positive. Short-term bonds (2-year or less) are a safe place to park cash to avoid inflation erosion while waiting for equity market corrections.
Сред.
20:33
14 июл
14 июл
Long short-term bonds as Fed pauses
Most of the market is positioned for short rates to rise, but continuing disinflation and a likely Fed move to the sidelines would pull short-term yields lower. As a contrarian, short-maturity Treasuries (like the 2-year) offer a good opportunity because yields have already blown out.
Сред.
22:34
29 июн
29 июн
Move cash to short-term bonds for 5-7%.
Cash yields around 3% are below inflation (>3%), and with the Fed on hold or cutting, cash underperforms in real terms. Moving money into the front-end of the yield curve and diversified short-term credits, including asset-backed securities, produces 5–7% returns, protects purchasing power, and delivers equity-like returns with lower volatility. Fixed income is the place to be.
Выс.
Об аналитическом покрытии SHY
Buzzberg отслеживает SHY (iShares 1-3 Year Treasury Bond ETF) в 25 источниках. Бычьих сигналов: 50, медвежьих: 10, от 66 аналитиков. Сентимент преимущественно бычий (47%). Всего отслеживается 85 торговых идей. За последние 7 дней: бычьих: 1, медвежьих: 2, наблюдение: 1. Последние спикеры: David Rosenberg, Michael McKee, Steve Liesman.