Ishares Iv Public Etf Market Value
| IMBXF Etf | USD 5.08 0.02 0.39% |
| Symbol | IShares |
Please note, there is a significant difference between IShares IV's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares IV is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares IV's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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 pink sheet 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.
| 11/24/2024 |
| 12/24/2024 |
If you would invest 0.00 in IShares IV on November 24, 2024 and sell it all today you would earn a total of 0.00 from holding iShares IV Public or generate 0.0% return on investment in IShares IV over 30 days. iShares IV Public Limited Company - iShares US Mortgage Backed Securities UCITS ETF is an exchange traded fund launched ... 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 pink sheet 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 Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 2.71 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.14 |
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 | (0.06) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (0.56) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares IV's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
iShares IV Public Backtested Returns
iShares IV Public holds Efficiency (Sharpe) Ratio of -0.11, which attests that the entity had a -0.11% return per unit of risk over the last 3 months. iShares IV Public exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares IV's Standard Deviation of 0.7046, market risk adjusted performance of (0.55), and Risk Adjusted Performance of (0.06) to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.12, 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 | -0.48 |
Modest reverse predictability
iShares IV Public has modest reverse predictability. Overlapping area represents the amount of predictability between IShares IV time series from 24th of November 2024 to 9th of December 2024 and 9th of December 2024 to 24th 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 Public price movement. The serial correlation of -0.48 indicates that about 48.0% of current IShares IV price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
iShares IV Public lagged returns against current returns
Autocorrelation, which is IShares IV pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares IV pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares IV pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in iShares IV Public.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in IShares Pink Sheet
IShares IV financial ratios help investors to determine whether IShares Pink Sheet 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.