IShares Listed (Netherlands) Market Value
| IPRV Etf | EUR 34.85 0.05 0.14% |
| Symbol | IShares |
IShares Listed '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 Listed'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 Listed.
| 09/23/2024 |
| 12/22/2024 |
If you would invest 0.00 in IShares Listed on September 23, 2024 and sell it all today you would earn a total of 0.00 from holding iShares Listed Private or generate 0.0% return on investment in IShares Listed over 90 days. IShares Listed is related to or competes with SPDR Dow, IShares Core, Vanguard FTSE, IShares China, IShares Core, IShares MSCI, and IShares MSCI. The fund is an exchange traded fund that aims to track the performance of the SP Listed Private Equity Index as closely ... More
IShares Listed 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 Listed'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 Listed Private upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.839 | |||
| Information Ratio | 0.1232 | |||
| Maximum Drawdown | 6.87 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 1.8 |
IShares Listed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Listed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Listed's standard deviation. In reality, there are many statistical measures that can use IShares Listed historical prices to predict the future IShares Listed's volatility.| Risk Adjusted Performance | 0.125 | |||
| Jensen Alpha | 0.1427 | |||
| Total Risk Alpha | 0.1181 | |||
| Sortino Ratio | 0.1479 | |||
| Treynor Ratio | 0.9007 |
iShares Listed Private Backtested Returns
Currently, iShares Listed Private is very steady. iShares Listed Private holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15% return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares Listed Private, which you can use to evaluate the volatility of the entity. Please check out IShares Listed's Risk Adjusted Performance of 0.125, downside deviation of 0.839, and Market Risk Adjusted Performance of 0.9107 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. The etf retains a Market Volatility (i.e., Beta) of 0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Listed's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Listed is expected to be smaller as well.
Auto-correlation | 0.59 |
Modest predictability
iShares Listed Private has modest predictability. Overlapping area represents the amount of predictability between IShares Listed time series from 23rd of September 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Listed Private price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current IShares Listed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.51 |
iShares Listed Private lagged returns against current returns
Autocorrelation, which is IShares Listed 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 Listed's etf expected returns. We can calculate the autocorrelation of IShares Listed returns to help us make a trade decision. For example, suppose you find that IShares Listed 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 Listed 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 Listed etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Listed etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Listed etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Listed Lagged Returns
When evaluating IShares Listed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Listed etf have on its future price. IShares Listed 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 Listed autocorrelation shows the relationship between IShares Listed etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Listed Private.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in IShares Etf
IShares Listed 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 Listed security.