IShares Inflation (Netherlands) Market Value
| IBCI Etf | EUR 230.64 0.84 0.36% |
| Symbol | IShares |
IShares Inflation '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 Inflation'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 Inflation.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in IShares Inflation on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding iShares Inflation Linked or generate 0.0% return on investment in IShares Inflation over 30 days. IShares Inflation is related to or competes with SPDR Dow, IShares Core, IShares SP, IShares Core, IShares MSCI, and IShares MSCI. The investment objective of this Fund is to provide investors with a total return, taking into account both capital and ... More
IShares Inflation 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 Inflation'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 Inflation Linked upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2642 | |||
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 1.3 | |||
| Value At Risk | (0.43) | |||
| Potential Upside | 0.5417 |
IShares Inflation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Inflation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Inflation's standard deviation. In reality, there are many statistical measures that can use IShares Inflation historical prices to predict the future IShares Inflation's volatility.| Risk Adjusted Performance | 0.0189 | |||
| Jensen Alpha | 0.0023 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.33) | |||
| Treynor Ratio | 0.2454 |
iShares Inflation Linked Backtested Returns
Currently, iShares Inflation Linked is very steady. iShares Inflation Linked holds Efficiency (Sharpe) Ratio of 0.0246, which attests that the entity had a 0.0246% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares Inflation Linked, which you can use to evaluate the volatility of the entity. Please check out IShares Inflation's Risk Adjusted Performance of 0.0189, downside deviation of 0.2642, and Market Risk Adjusted Performance of 0.2554 to validate if the risk estimate we provide is consistent with the expected return of 0.0072%. The etf retains a Market Volatility (i.e., Beta) of 0.0148, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Inflation's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Inflation is expected to be smaller as well.
Auto-correlation | -0.65 |
Very good reverse predictability
iShares Inflation Linked has very good reverse predictability. Overlapping area represents the amount of predictability between IShares Inflation time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 Inflation Linked price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current IShares Inflation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.6 |
iShares Inflation Linked lagged returns against current returns
Autocorrelation, which is IShares Inflation 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 Inflation's etf expected returns. We can calculate the autocorrelation of IShares Inflation returns to help us make a trade decision. For example, suppose you find that IShares Inflation 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 Inflation 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 Inflation etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Inflation etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Inflation etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Inflation Lagged Returns
When evaluating IShares Inflation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Inflation etf have on its future price. IShares Inflation 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 Inflation autocorrelation shows the relationship between IShares Inflation etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Inflation Linked.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in IShares Etf
IShares Inflation 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 Inflation security.