IShares Property (Netherlands) Market Value
| IUSP Etf | EUR 29.44 0.15 0.51% |
| Symbol | IShares |
IShares Property '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 Property'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 Property.
| 11/18/2024 |
| 12/18/2024 |
If you would invest 0.00 in IShares Property on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding iShares Property Yield or generate 0.0% return on investment in IShares Property over 30 days. IShares Property is related to or competes with 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 Property 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 Property'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 Property Yield upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7454 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 3.69 | |||
| Value At Risk | (1.19) | |||
| Potential Upside | 1.4 |
IShares Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Property's standard deviation. In reality, there are many statistical measures that can use IShares Property historical prices to predict the future IShares Property's volatility.| Risk Adjusted Performance | 0.035 | |||
| Jensen Alpha | 0.0093 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0884 |
iShares Property Yield Backtested Returns
Currently, iShares Property Yield is very steady. iShares Property Yield holds Efficiency (Sharpe) Ratio of 0.0643, which attests that the entity had a 0.0643% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iShares Property Yield, which you can use to evaluate the volatility of the entity. Please check out IShares Property's Market Risk Adjusted Performance of 0.0984, downside deviation of 0.7454, and Risk Adjusted Performance of 0.035 to validate if the risk estimate we provide is consistent with the expected return of 0.0505%. The etf retains a Market Volatility (i.e., Beta) of 0.3, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Property is expected to be smaller as well.
Auto-correlation | -0.59 |
Good reverse predictability
iShares Property Yield has good reverse predictability. Overlapping area represents the amount of predictability between IShares Property time series from 18th of November 2024 to 3rd of December 2024 and 3rd of December 2024 to 18th 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 Property Yield price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current IShares Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
iShares Property Yield lagged returns against current returns
Autocorrelation, which is IShares Property 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 Property's etf expected returns. We can calculate the autocorrelation of IShares Property returns to help us make a trade decision. For example, suppose you find that IShares Property 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 Property 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 Property etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Property etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Property etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Property Lagged Returns
When evaluating IShares Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Property etf have on its future price. IShares Property 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 Property autocorrelation shows the relationship between IShares Property etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Property Yield.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in IShares Etf
IShares Property 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 Property security.