In many ways, bonds are more complex than stocks. Investors use a host of different metrics to evaluate bond investments, and one involves a concept known as duration, which helps an investor ...

Here's how to use bond duration to understand how interest rates will affect bonds and bond funds. Bond duration describes the average time period before all the cash flows are received from a bond.

James Chen, CMT is an expert trader, investment adviser, and global market strategist. Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician ...

In November, my colleague Eric Jacobson published a Fund Spy article entitled "Bond Duration: An Art, Not a Science." In it, Jacobson listed the imperfections of duration as the predictor of how a ...

Bonds are popular fixed income investment instruments and are often regarded as bearing relatively low-risk burdens. While bonds are less volatile than other investments, they are not risk-free, ...

Interest-rate sensitivity, credit risk, and exposure to the yield curve are three of the biggest factors that have an impact on a bond's price. As a measure of interest-rate sensitivity, duration ...

Bond prices are sensitive to interest rate changes, and bond duration is a measure of just how sensitive. For instance, in Exhibit 1.1 (shown in my last article), an increase in interest rates for the ...

Bond investors have lots of data to consider -- from credit quality to call provisions. But two gauges, maturity and its second-cousin duration, may be among the most important as bond owners face the ...

About the author: Lara Castleton is U.S. head of portfolio construction and strategy at Janus Henderson Investors. After the pain of 2022’s great interest-rate reset, investors are now benefiting from ...