Analyzing True Yield Variation by Maturity Date in FGN Bonds Dataset

Apr 5, 2024, 7:59 AM

Compare True Yield for different Maturity Dates.

We analyzed the True Yield for different Maturity Dates using the FGN Bonds dataset. Here's a summary of our findings:
  • We first examined the structure of the dataset to understand the available information.
  • We then grouped the data by Maturity Date and calculated the average True Yield for each group.
  • A bar chart was created to visually compare the True Yield across different Maturity Dates.
The visual analysis indicates how the True Yield varies with Maturity Date, providing insights into the performance of bonds over different periods.

Compare Stop Rate for different Tenors.

We compared the Stop Rate across different Tenors using the FGN Bonds dataset. Here's a brief overview of the process and findings:
  • The data was grouped by Tenor, and the average Stop Rate was calculated for each group.
  • A bar chart was created to visually compare the Stop Rates for different Tenors.
This analysis helps in understanding how the Stop Rate varies with the bond's Tenor, providing insights into the interest rate environment for bonds of different durations.

Analyze the relationship between True Yield and Total Sales.

We analyzed the relationship between True Yield and Total Sales for FGN Bonds. Our findings are summarized as follows:
  • A scatter plot was created to visualize the relationship between True Yield and Total Sales.
  • The plot displays individual bonds as markers, allowing us to observe the distribution and any potential correlation between these two variables.
The visualization aids in understanding how True Yield might influence or correlate with Total Sales, offering insights into investor behavior and bond market dynamics.

Test the null hypothesis which states that there is no statistically significant difference in the stop rates of the five FGN bonds.

We conducted a one-way ANOVA test to assess the null hypothesis that there is no statistically significant difference in the stop rates of the five FGN bonds. Here are the key points from our analysis:
  • The ANOVA test resulted in a p-value of approximately 1.71×10−301.71 \times 10^{-30}.
  • Given this p-value is significantly less than the commonly used threshold of 0.05, we reject the null hypothesis.
This suggests that there is a statistically significant difference in the stop rates among the different FGN bonds, indicating variability in the interest rates offered for these bonds.
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