valuation: Germany 2yr yield

14-07-202329-09-202315-12-202301-03-202417-05-202402-08-202418-10-202403-01-202521-03-202506-06-20251.0%2.0%3.0%4.0%5.0%6.0%7.0%cheapGerman 2yr yield: regression residuals
are German 2yr yields cheap or expensive?
According to our machine-learning models:

  • German 2yr yields currently look cheaper than fair value.
  • Our fair value model is not very accurate at the moment, with an R-squared (or statistical significance) of 0.24%.




valuation: Germany 10yr yield

12-07-202423-08-202404-10-202415-11-202427-12-202407-02-202521-03-202502-05-202513-06-20251.0%2.0%3.0%4.0%cheapGerman 10yr yield: regression residuals
are German 10yr yields cheap or expensive?
According to our machine-learning models:

  • German 10yr yields currently look cheaper than fair value.
  • Our fair value model is not very accurate at the moment, with an R-squared (= statistical significance) of 0.16%.