2016 SBBI Yearbook Stocks Bonds Bills and Inflation 1st Edition by Roger Grabowski, James Harrington, Roger Ibbotson, Carla Nunes 1119316405‎ 978-1119316404

2016 SBBI Yearbook: Stocks, Bonds, Bills, and Inflation 1st Edition by Roger J. Grabowski, James P. Harrington, Roger Ibbotson, Carla Nunes – Ebook PDF Instant Download/DeliveryISBN:  1119316405‎, 978-1119316404 

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Product details:

ISBN-10 ‏ : ‎ 1119316405

ISBN-13 ‏ : ‎ 978-1119316404

Author: Roger J. Grabowski, James P. Harrington, Roger Ibbotson, Carla Nunes

This annual title presents both annual index levels and total rates of return for common stocks, long-term government bonds, long-term corporate bonds, Treasury bills and the Consumer Price Index. In addition, historical return figures for four component series — the riskless rate of interest, the equity risk premium, the bond default premium, and the maturity premium between the return on long-term governments and Treasury bills are provided. Taken together, the five basic asset series and the four component series provide the investor with the necessary historical background for making judgments about future tradeoffs between risk and reward

 

2016 SBBI Yearbook: Stocks, Bonds, Bills, and Inflation 1st Table of contents:

Chapter 1: Results of U.S. Capital Markets in 2020 and in the Past Decade
An Extraordinary Year
The COVID-19 Pandemic
The U.S. Equity Market
The U.S. Economy
Unemployment
Political Uncertainty
Monetary Policy
Fiscal Policy
Commodities
Relative Performance of the SBBI® Series in 2020
Relative Performance of the SBBI® Series by Decade
Using Index Values to Measure Relative Performance

Chapter 2: The Long-Run Perspective
Using a Logarithmic Scale on Index Graphs
Using Index Values to Measure the Relative Performance of the SBBI® Series
Summary Statistics of Total Returns
Capital Appreciation, Income, Reinvestment, and Total Returns
Rolling Period Returns
Portfolio Performance Returns
Portfolio Rebalancing
Real Estate Investment Trusts (REITs)
Historical Returns on Equity REITS
Income Returns on Equity REITS
Correlation of U.S. REITs Compared to Other U.S. Asset Classes
Summary Statistics for Equity REITs and Basic Series

Chapter 3: Description of the Basic Series
Large-Cap Stocks
Contributors to Total Return
Small-Cap Stocks
Long term Corporate Bonds
Long-term Government Bonds
Intermediate-term Government Bonds
U.S. Treasury Bills
Inflation
Bond Capital Appreciation Despite Rising Yields

Chapter 4: Description of the Derived Series
Derived Series Calculated Using Geometric Differences
Definitions of the Derived Series
Two Categories of Derived Series
Equity Risk Premium
Small-Stock Premium
Bond Default Premium
Bond Horizon Premium
Large-Cap Stock Real Returns
Small-Cap Stock Real Returns
Long-term Corporate Bond Real Returns
Long-term Government Bond Real Returns
Intermediate-term Government Bond Real Returns
Real Riskless Rates of Return (U.S. T-Bill Real Returns)

Chapter 5: Annual Returns and Indexes
Annual and Monthly Returns
Calculation of Returns from Index Values
Calculation of Annual Income Returns
Index Values
Inflation-Adjusted Returns and Indexes
Overview of Major Broad Market U.S. Equity Indexes

Chapter 6: Statistical Analysis of Returns
Calculating Arithmetic Mean Return
Calculating Geometric Mean Return
Geometric Mean Versus Arithmetic Mean
Calculating Standard Deviation
Limitations of Standard Deviation
Semivariance and Semistandard Deviation
Issues Regarding Semivariance
Volatility of the Markets
Changes in the Risk of Assets Over Time
Correlation Coefficients: Serial and Cross-Correlations
Is Serial Correlation in the Derived Series Random?
Rolling-Period Standard Deviations
Rolling-Period Correlations
The True Impact of Asset Allocation on Return

Chapter 7: Company Size and Return
Possible Explanations for the Greater Returns of Smaller Companies
Aspects of the Company Size Effect
The Size Effect: Empirical Evidence
Do Small-Cap Stocks Always Outperform Large-Cap Stocks?
Long-term Returns in Excess of Systematic Risk

 

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