IShares Treasury (Netherlands) Technical Analysis
| IBTS Etf | EUR 121.83 0.01 0.01% |
As of the 18th of December 2024, IShares Treasury retains the Market Risk Adjusted Performance of 2.91, coefficient of variation of 439.15, and Risk Adjusted Performance of 0.1555. IShares Treasury technical analysis makes it possible for you to employ historical prices and volume momentum with the intention to determine a pattern that calculates the direction of the entity's future prices. Please check out iShares Treasury Bond variance, jensen alpha, and the relationship between the standard deviation and information ratio to decide if IShares Treasury is priced fairly, providing market reflects its last-minute price of 121.83 per share.
IShares Treasury Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as IShares, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ISharesIShares |
IShares Treasury technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.
iShares Treasury Bond Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of iShares Treasury Bond volatility. High ATR values indicate high volatility, and low values indicate low volatility.
iShares Treasury Bond Trend Analysis
Use this graph to draw trend lines for iShares Treasury Bond. You can use it to identify possible trend reversals for IShares Treasury as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual IShares Treasury price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.IShares Treasury Best Fit Change Line
The following chart estimates an ordinary least squares regression model for iShares Treasury Bond applied against its price change over selected period. The best fit line has a slop of 0.13 , which means iShares Treasury Bond will continue generating value for investors. It has 122 observation points and a regression sum of squares at 598.46, which is the sum of squared deviations for the predicted IShares Treasury price change compared to its average price change.About IShares Treasury Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of iShares Treasury Bond on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of iShares Treasury Bond based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on iShares Treasury Bond price pattern first instead of the macroeconomic environment surrounding iShares Treasury Bond. By analyzing IShares Treasury's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of IShares Treasury's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to IShares Treasury specific price patterns or momentum indicators. Please read more on our technical analysis page.
IShares Treasury December 18, 2024 Technical Indicators
Most technical analysis of IShares help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for IShares from various momentum indicators to cycle indicators. When you analyze IShares charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1555 | |||
| Market Risk Adjusted Performance | 2.91 | |||
| Mean Deviation | 0.2606 | |||
| Downside Deviation | 0.3029 | |||
| Coefficient Of Variation | 439.15 | |||
| Standard Deviation | 0.3702 | |||
| Variance | 0.1371 | |||
| Information Ratio | 0.0449 | |||
| Jensen Alpha | 0.0728 | |||
| Total Risk Alpha | 0.0448 | |||
| Sortino Ratio | 0.0548 | |||
| Treynor Ratio | 2.9 | |||
| Maximum Drawdown | 2.37 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.6808 | |||
| Downside Variance | 0.0917 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.30) | |||
| Skewness | 1.05 | |||
| Kurtosis | 3.78 |
iShares Treasury Bond One Year Return
Based on the recorded statements, iShares Treasury Bond has an One Year Return of 3.93%. This is 181.2% lower than that of the BlackRock Asset Management Ireland - ETF family and 181.2% lower than that of the One Year Return category. The one year return for all Netherlands etfs is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.IShares Treasury December 18, 2024 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as IShares stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 1.79 | ||
| Daily Balance Of Power | 0.05 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 121.92 | ||
| Day Typical Price | 121.89 | ||
| Price Action Indicator | (0.09) | ||
| Market Facilitation Index | 0.0002 |
Additional Information and Resources on Investing in IShares Etf
When determining whether iShares Treasury Bond is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if IShares Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Ishares Treasury Bond Etf. Highlighted below are key reports to facilitate an investment decision about Ishares Treasury Bond Etf:Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in iShares Treasury Bond. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.