IShares Continen (UK) Market Value
| 0P0001O7DO | 1.08 0.01 0.92% |
| Symbol | IShares |
Please note, there is a significant difference between IShares Continen's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Continen is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Continen'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 Continen '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 Continen's fund 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 Continen.
| 01/01/2023 |
| 12/21/2024 |
If you would invest 0.00 in IShares Continen on January 1, 2023 and sell it all today you would earn a total of 0.00 from holding iShares Continen Eurp or generate 0.0% return on investment in IShares Continen over 720 days. IShares Continen is related to or competes with Global Opportunities, SANTANDER, Coor Service, Franklin FTSE, Surgical Science, Mereo BioPharma, and IShares Dow. IShares Continen is entity of United Kingdom More
IShares Continen 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 Continen's fund 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 Continen Eurp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 2.73 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 0.9174 |
IShares Continen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Continen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Continen's standard deviation. In reality, there are many statistical measures that can use IShares Continen historical prices to predict the future IShares Continen's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.48) |
iShares Continen Eurp Backtested Returns
iShares Continen Eurp holds Efficiency (Sharpe) Ratio of -0.0698, which attests that the entity had a -0.0698% return per unit of risk over the last 3 months. iShares Continen Eurp exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares Continen's Risk Adjusted Performance of (0.08), market risk adjusted performance of (0.47), and Standard Deviation of 0.7781 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Continen's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Continen is expected to be smaller as well.
Auto-correlation | 0.09 |
Virtually no predictability
iShares Continen Eurp has virtually no predictability. Overlapping area represents the amount of predictability between IShares Continen time series from 1st of January 2023 to 27th of December 2023 and 27th of December 2023 to 21st 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 Continen Eurp price movement. The serial correlation of 0.09 indicates that less than 9.0% of current IShares Continen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
iShares Continen Eurp lagged returns against current returns
Autocorrelation, which is IShares Continen fund'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 Continen's fund expected returns. We can calculate the autocorrelation of IShares Continen returns to help us make a trade decision. For example, suppose you find that IShares Continen has exhibited high autocorrelation historically, and you observe that the fund 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 Continen 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 Continen fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Continen fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Continen fund over time.
Current vs Lagged Prices |
| Timeline |
IShares Continen Lagged Returns
When evaluating IShares Continen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Continen fund have on its future price. IShares Continen 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 Continen autocorrelation shows the relationship between IShares Continen fund current value and its past values and can show if there is a momentum factor associated with investing in iShares Continen Eurp.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in IShares Fund
IShares Continen financial ratios help investors to determine whether IShares Fund 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 Continen security.
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