Bond Valuation and Yield Analysis

CFA Level I Financial Reporting & Analysis · 3:09

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Lyrics

[Verse 1]
A bond is just a future stream of cash
Present value brings it back to now
Face value waits at maturity's dash
Coupon payments flowing, let me show you how
Discount rate becomes our faithful guide
Market interest rates we can't hide

[Chorus]
PV equals payment over one plus rate to the power of time
Duration measures sensitivity, price and yield move inverse in line
YTM is the magic number, total return if held complete
Bond math dancing to the market's beat

[Verse 2]
When market rates are climbing up high
Bond prices fall, they're moving inverse
Your fixed coupon can't compete and fly
This relationship we must rehearse
Premium bonds trade above their face
Discount bonds below, know your place

[Chorus]
PV equals payment over one plus rate to the power of time
Duration measures sensitivity, price and yield move inverse in line
YTM is the magic number, total return if held complete
Bond math dancing to the market's beat

[Bridge]
Modified duration tells the story
Price elasticity's the game
Longer maturity means more worry
Interest rate risk is not the same
Convexity adds the second layer
Price curves bend, become a player

[Verse 3]
Yield to maturity assumes we hold
Reinvest coupons at that same rate
Current yield is simpler, truth be told
Annual coupon divided by price straight
Credit risk and liquidity too
Affect the yields that markets pursue

[Chorus]
PV equals payment over one plus rate to the power of time
Duration measures sensitivity, price and yield move inverse in line
YTM is the magic number, total return if held complete
Bond math dancing to the market's beat

[Outro]
Calculate with precision, validate each assumption
Price discovery through present value function
Master these concepts for your CPA dreams
Bond valuation's easier than it seems

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