Ishares IV (Netherlands) Market Value
| CITY Etf | USD 7.96 0.09 1.12% |
| Symbol | Ishares |
Ishares IV 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Ishares IV's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Ishares IV.
| 01/25/2023 |
| 12/15/2024 |
If you would invest 0.00 in Ishares IV on January 25, 2023 and sell it all today you would earn a total of 0.00 from holding Ishares IV PLC or generate 0.0% return on investment in Ishares IV over 690 days. Ishares IV is related to or competes with SPDR Dow, IShares Core, IShares SP, IShares Core, IShares MSCI, and IShares MSCI. The investment objective of the Fund is to seek to provide investors with a total return, taking into account both capit... More
Ishares IV Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Ishares IV's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Ishares IV PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.788 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 3.71 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.38 |
Ishares IV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ishares IV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ishares IV's standard deviation. In reality, there are many statistical measures that can use Ishares IV historical prices to predict the future Ishares IV's volatility.| Risk Adjusted Performance | 0.05 | |||
| Jensen Alpha | 0.0247 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.2089 |
Ishares IV PLC Backtested Returns
Currently, Ishares IV PLC is very steady. Ishares IV PLC holds Efficiency (Sharpe) Ratio of 0.0679, which attests that the entity had a 0.0679% return per unit of risk over the last 3 months. We have found thirty technical indicators for Ishares IV PLC, which you can use to evaluate the volatility of the entity. Please check out Ishares IV's Risk Adjusted Performance of 0.05, market risk adjusted performance of 0.2189, and Downside Deviation of 0.788 to validate if the risk estimate we provide is consistent with the expected return of 0.0534%. The etf retains a Market Volatility (i.e., Beta) of 0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Ishares IV's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ishares IV is expected to be smaller as well.
Auto-correlation | 0.07 |
Virtually no predictability
Ishares IV PLC has virtually no predictability. Overlapping area represents the amount of predictability between Ishares IV time series from 25th of January 2023 to 5th of January 2024 and 5th of January 2024 to 15th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ishares IV PLC price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Ishares IV price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Ishares IV PLC lagged returns against current returns
Autocorrelation, which is Ishares IV etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Ishares IV's etf expected returns. We can calculate the autocorrelation of Ishares IV returns to help us make a trade decision. For example, suppose you find that Ishares IV has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Ishares IV regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Ishares IV etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ishares IV etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ishares IV etf over time.
Current vs Lagged Prices |
| Timeline |
Ishares IV Lagged Returns
When evaluating Ishares IV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ishares IV etf have on its future price. Ishares IV autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Ishares IV autocorrelation shows the relationship between Ishares IV etf current value and its past values and can show if there is a momentum factor associated with investing in Ishares IV PLC.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Ishares Etf
Ishares IV financial ratios help investors to determine whether Ishares Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Ishares with respect to the benefits of owning Ishares IV security.