IShares V (Germany) Market Value
| 2B7A Etf | EUR 8.64 0.15 1.77% |
| 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 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 V.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in IShares V on December 17, 2024 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 90 days. IShares V is related to or competes with IShares Emerging, and IShares MSCI. 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 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 V Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0438 | |||
| Maximum Drawdown | 6.61 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.36 |
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 | (0.04) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.0771 | |||
| Treynor Ratio | (0.40) |
iShares V Public Backtested Returns
iShares V Public holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % 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 (0.04), standard deviation of 1.1, and Market Risk Adjusted Performance of (0.39) to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.15, which attests to not very significant fluctuations relative to the market. 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 | -0.07 |
Very weak reverse predictability
iShares V Public has very weak reverse predictability. Overlapping area represents the amount of predictability between IShares V time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 2025. 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 -0.07 indicates that barely 7.0% of current IShares V price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
iShares V Public lagged returns against current returns
Autocorrelation, which is IShares V 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 V's etf 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 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 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 etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares V etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares V etf 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 etf 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 etf 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 Etf
IShares V 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 V security.