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Current yield

The annual coupon divided by the purchase price: what the bond pays in coupon against the money put into it.

Formula

\text{Current yield} = \frac{\text{Annual coupon}}{\text{Clean price}}

The denominator is the price without accrued interest. The difference between purchase price and par does not enter the calculation at all — that is both the weakness of the measure and its appeal.

How to read the number

It answers a question about the present cash flow and says nothing about what happens at redemption.

When the metric lies

For a bond bought well above par the current yield is high while the outcome of the investment is distinctly lower: redemption at par takes the difference back.

Also known as: running yield, income yield

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