Ishares V Public Etf Market Value
| ISVFF Etf | USD 11.09 0.10 0.89% |
| Symbol | IShares |
Please note, there is a significant difference between IShares V's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares V is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares V'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 V '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 V'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 V.
| 12/21/2023 |
| 12/15/2024 |
If you would invest 0.00 in IShares V on December 21, 2023 and sell it all today you would earn a total of 0.00 from holding iShares V Public or generate 0.0% return on investment in IShares V over 360 days. iShares V Public Limited Company - iShares SP 500 Health Care Sector UCITS ETF is an exchange traded fund launched by Bl... More
IShares V 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 V'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 V Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 6.92 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.37 |
IShares V Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares V's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares V's standard deviation. In reality, there are many statistical measures that can use IShares V historical prices to predict the future IShares V's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.43) |
iShares V Public Backtested Returns
iShares V Public holds Efficiency (Sharpe) Ratio of -0.16, which attests that the entity had a -0.16% return per unit of risk over the last 3 months. iShares V Public exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares V's Risk Adjusted Performance of (0.10), market risk adjusted performance of (0.42), and Standard Deviation of 0.95 to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.35, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares V's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares V is expected to be smaller as well.
Auto-correlation | 0.29 |
Poor predictability
iShares V Public has poor predictability. Overlapping area represents the amount of predictability between IShares V time series from 21st of December 2023 to 18th of June 2024 and 18th of June 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 V Public price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current IShares V price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
iShares V Public lagged returns against current returns
Autocorrelation, which is IShares V 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 V's pink sheet expected returns. We can calculate the autocorrelation of IShares V returns to help us make a trade decision. For example, suppose you find that IShares V 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 V 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 V pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares V 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 V pink sheet over time.
Current vs Lagged Prices |
| Timeline |
IShares V Lagged Returns
When evaluating IShares V's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares V pink sheet have on its future price. IShares V 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 V autocorrelation shows the relationship between IShares V pink sheet current value and its past values and can show if there is a momentum factor associated with investing in iShares V Public.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in IShares Pink Sheet
IShares V 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 V security.