Risk-to-Price®: The New Risk Benchmark

S&P Valuation and Risk Strategies’ Risk-to-Price^® (R2P) is a relative measure of how well a security may be compensating its owner, through yield, for the embedded market and credit risks.

Score. Rank. Screen.
Daily R2P scores are created for U.S. and European corporate debt issues by evaluating their probability of default, volatility and option-adjusted spread. The higher the score, the better you are being compensated relative to underlying market and credit risks.

R2P scores are divided into quartiles to provide a rank order assessment. A robust screening tool enables you to filter the bonds by quartile, OAS, duration, probability of default, yield, Standard & Poor’s credit rating, maturity and more.

View Daily Commentaries
Daily market analysis and commentary provide value-added research predicated on R2P observations. These reviews are based on credits the R2P team believes may be mispriced and require further scrutiny by investors. 

Risk-to-Price is available on Standard & Poor’s Global Credit Portal^® online platform and through Standard & Poor’s Global Data Solutions data feeds, API or customizable portfolio-type data packages.

Learn more about Risk-to-Price   l   Request a trial   l   Watch a product demo   l    View methodology documentation

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For important regulatory disclosures regarding Risk-to-Price, please click here.

Risk-to-Price (R2P) content is provided by Standard & Poor’s Securities Evaluations, Inc., (SPSE) a part of S&P Valuation and Risk Strategies and a registered investment adviser with the United States Securities and Exchange Commission.

Products and services provided by SPSE may not be available in all countries or jurisdictions.