Credit Market Data
Analyze how interest rate trends (FEDFUNDS, GS10, MPRIME, SOFR) correlate with your company's performance.
The Credit Market page compares your company's rolling 12-month revenue and net income against four key interest rate benchmarks over a 36-month window. This helps you understand how changes in credit conditions relate to your financial performance.
Interest Rate Benchmarks
Each chart card offers four tabs, one per interest rate benchmark:
FEDFUNDS (Federal Funds Rate)
The rate at which depository institutions lend reserve balances to other institutions overnight. This is the primary tool the Federal Reserve uses to influence monetary policy. Changes in the fed funds rate ripple through the entire economy.
GS10 (10-Year Treasury Rate)
The yield on 10-year U.S. Treasury bonds. This rate serves as a benchmark for long-term borrowing costs including mortgages and corporate bonds. It reflects market expectations for future economic growth and inflation.
MPRIME (Bank Prime Rate)
The rate that commercial banks charge their most creditworthy customers. Most variable-rate business loans and lines of credit are priced as a spread above the prime rate.
SOFR (Secured Overnight Financing Rate)
A broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. SOFR has replaced LIBOR as the standard reference rate for many floating-rate financial products.
Revenue vs. Interest Rates
The first chart card shows your rolling 12-month revenue alongside the selected interest rate. A summary bar displays the latest revenue value and period-over-period change.
Switch between rate tabs to see how each benchmark correlates with revenue. For example:
- Rising FEDFUNDS may dampen demand in rate-sensitive sectors
- Falling GS10 may stimulate borrowing and investment, potentially boosting revenue
Net Income vs. Interest Rates
The second chart card uses the same four rate tabs but plots rolling 12-month net income instead of revenue. This reveals whether interest rate changes affect profitability through:
- Higher borrowing costs on variable-rate debt
- Changes in customer demand that affect volume
- Shifts in investment returns
Using the Month Picker
Click the month picker in the top-right corner to select a different end month. All charts update to show the 36-month window ending at the selected month. The default is the most recent closed month.
Chart Interactivity
Each chart supports:
- Legend toggles -- click a legend item to show or hide that data series. At least one series must remain visible.
- Summary metrics -- a dashboard bar above each card shows the latest value and period-over-period change.
- Tooltip -- hover over the chart to see exact values at each data point.
Interpreting the Data
- Revenue declining as rates rise is common in rate-sensitive industries (real estate, auto, consumer lending)
- Revenue stable despite rate changes suggests the business has low interest rate sensitivity
- Net income dropping faster than revenue during rate increases may indicate significant variable-rate debt on the balance sheet
- Consistent spread between revenue and rates may indicate a business model that benefits from higher rates (e.g., banking, financial services)
Related Pages
- Inflation and GDP Data -- GDP and CPI analysis
- Macro-Economic Correlations -- overview of all correlation charts
- Company Overview Dashboard -- 10-Year Treasury rate highlight card
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