IShares MSCI (Germany) Market Value
| 36BZ Etf | EUR 4.40 0.05 1.12% |
| Symbol | IShares |
IShares MSCI '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 MSCI'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 MSCI.
| 12/03/2023 |
| 12/27/2024 |
If you would invest 0.00 in IShares MSCI on December 3, 2023 and sell it all today you would earn a total of 0.00 from holding iShares MSCI China or generate 0.0% return on investment in IShares MSCI over 390 days. IShares MSCI is related to or competes with UBS Fund, Xtrackers, Xtrackers Nikkei, IShares VII, SPDR Gold, Vanguard Funds, and IShares Nikkei. The investment objective of the Fund is to provide investors with a total return, taking into account both capital and i... More
IShares MSCI 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 MSCI'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 MSCI China upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.01 | |||
| Information Ratio | 0.1107 | |||
| Maximum Drawdown | 19.51 | |||
| Value At Risk | (4.72) | |||
| Potential Upside | 6.67 |
IShares MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares MSCI's standard deviation. In reality, there are many statistical measures that can use IShares MSCI historical prices to predict the future IShares MSCI's volatility.| Risk Adjusted Performance | 0.1088 | |||
| Jensen Alpha | 0.3597 | |||
| Total Risk Alpha | 0.2194 | |||
| Sortino Ratio | 0.1153 | |||
| Treynor Ratio | 0.5527 |
iShares MSCI China Backtested Returns
At this point, IShares MSCI is slightly risky. iShares MSCI China holds Efficiency (Sharpe) Ratio of 0.0272, which attests that the entity had a 0.0272% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares MSCI China, which you can use to evaluate the volatility of the entity. Please check out IShares MSCI's Downside Deviation of 3.01, risk adjusted performance of 0.1088, and Market Risk Adjusted Performance of 0.5627 to validate if the risk estimate we provide is consistent with the expected return of 0.0794%. The etf retains a Market Volatility (i.e., Beta) of 0.71, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares MSCI is expected to be smaller as well.
Auto-correlation | 0.60 |
Good predictability
iShares MSCI China has good predictability. Overlapping area represents the amount of predictability between IShares MSCI time series from 3rd of December 2023 to 15th of June 2024 and 15th of June 2024 to 27th 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 MSCI China price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current IShares MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
iShares MSCI China lagged returns against current returns
Autocorrelation, which is IShares MSCI 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 MSCI's etf expected returns. We can calculate the autocorrelation of IShares MSCI returns to help us make a trade decision. For example, suppose you find that IShares MSCI 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 MSCI 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 MSCI etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares MSCI etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares MSCI etf over time.
Current vs Lagged Prices |
| Timeline |
IShares MSCI Lagged Returns
When evaluating IShares MSCI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares MSCI etf have on its future price. IShares MSCI 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 MSCI autocorrelation shows the relationship between IShares MSCI etf current value and its past values and can show if there is a momentum factor associated with investing in iShares MSCI China.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in IShares Etf
When determining whether iShares MSCI China offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of IShares MSCI's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Ishares Msci China Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Ishares Msci China Etf:Check out IShares MSCI Correlation, IShares MSCI Volatility and IShares MSCI Alpha and Beta module to complement your research on IShares MSCI. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
IShares MSCI 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.