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Duration

How much a bond's price moves for a one-point change in rates. A duration of 7 means roughly a 7 percent fall if yields rise a point.

Updated 2026-09-05

Duration measures how much a bond's price moves when interest rates change. A duration of 7 means roughly a 7 percent price fall if yields rise by one percentage point.

The concept extends well beyond bonds and it is worth carrying across. A growth company whose value sits mostly in distant cash flows is a long-duration asset, and it reacts to rate changes the way a long bond does. That is the precise reason a rise in the risk-free rate rate hits high-multiple growth names hardest.

See also

  • BondA loan to a company or government, repaid on a fixed schedule with interest. You are a creditor, not an owner, and you get paid before shareholders.
  • Yield to maturityThe total return on a bond held to the end, counting both interest and the pull toward face value. It is the bond's internal rate of return.
  • Risk-free rateThe 10-year Treasury yield, standing in for the return available with essentially no risk. Every other rate in the model is built on top of it.

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Educational content, not investment advice. Angie explains how a valuation is built so you can judge it yourself. What you do with that is your call.

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