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Simple yield to maturity

The outcome of an investment computed without assuming reinvestment: coupons are simply added to the difference between par and price.

Formula

y_{\text{simple}} = \frac{\text{Coupons over the term} + (N - P)}{P}\cdot\frac{365}{T}

P is the full purchase price, N the par value, T the number of days to maturity. Coupons are not assumed to be reinvested, and that is the whole difference from the effective figure.

How to read the number

Closer to reality for an investor who spends the coupons rather than putting them back into the same market.

When the metric lies

Simple and effective yields on one issue diverge, and the gap widens with tenor. Taking the simple figure for one bond and the effective one for another compares unlike with unlike.

Also known as: simple yield, non-compounded yield

Related terms