The net difference between the percentage yields from the best-performing and worst performing classes of securities, calculated by subtracting the second from the first. Taking note of which classes are the best and worst, and how wide the spread is between the two, can indicate current market trends.
Related information about spread to worst:
- Spread To Worst Definition | Investopedia
The spread to worst measures the difference from the worst performing security to the best, and can be seen as a measure of dispersion of returns within a given ...
- What is spread to worst? definition and meaning
Definition of spread to worst: The net difference between the percentage yields from the best-performing and worst performing classes of securities, calculated ...
- Spread To Worst: Definition from Answers.com
Spread To Worst The difference in overall returns between two different classes of securities, or returns from the same class, but different representative.
- Buffalo High Yield Fund Quarterly Commentary as of ... - Buffalo Funds
According to data from JPMorgan, the high yield market's spread to worst for the period ended September 30, 2012 was 608 basis points, 18 basis points above ...
- information - Milken Institute
Jun 21, 2011 ... Spread to worst (STW) 1996 to 2011. Spreads spiked during credit crunch but have now subsided. Source: Bloomberg. 10 ...
- Spread to Worst - Acronyms and Abbreviations - The Free Dictionary
Acronym, Definition. STW, School To Work. STW, Spread the Word. STW, Severn Trent Water (England). STW, Sewage Treatment Works. STW, Shogun Total ...
- The Liquidity Premium - Hotchkis and Wiley Capital Management ...
Dec 10, 2010 ... The chart below shows the spread-to-worst for the high yield market ... Historically, when the spread-to-worst on the market was about 0.5 ...
- Distressed Debt Investing: Spreads on Distressed Debt
Apr 6, 2009... learning this whole "Blogger" thing), is a graph of the Credit Suisse High Yield index on a Spread to Worst basis (spread versus treasuries).