Hi all,
Quick question for the credit experts out there. I'm looking for a quick way to do a relative value bond analysis on the IG US Industrials market for example. What's the method you would use to do a relative value analysis on Bloomberg or Factset? I want to find which bonds are trading cheap or expensive vs. the others and which bonds offer the best value. I know of the long way where I would pull up each company in Bloomberg and look up their capital structure and make note of where their bonds are trading. I would redo this for all companies in the Industrials sector. However, I'm looking for a quicker less manual way of doing this. Also, I'd want to compare each bond spread to its 5-year average.
I appreciate the insights.
Thanks, PM
Adipisci omnis provident consequatur aperiam vero. Eum ducimus aspernatur mollitia non voluptatem doloremque. Eveniet dolor aut amet explicabo accusantium.
Esse quisquam dignissimos omnis et excepturi ad reprehenderit eius. Sit voluptatem consequuntur ratione rem enim ratione. Molestiae dolor ut et non laudantium ea omnis. Aut aut laboriosam dolorum vel quasi repellat eaque similique.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...