IShares IShares (Brazil) Market Value
| BEWQ39 Etf | BRL 54.00 2.15 4.15% |
| Symbol | IShares |
Please note, there is a significant difference between IShares IShares' value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares IShares is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares IShares' 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 IShares '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 IShares' 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 IShares.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in IShares IShares on December 14, 2022 and sell it all today you would earn a total of 0.00 from holding iShares iShares or generate 0.0% return on investment in IShares IShares over 720 days. IShares IShares is related to or competes with Energisa, BTG Pactual, Plano Plano, Companhia Habitasul, Procter Gamble, Telefonaktiebolaget, and Cable One. More
IShares IShares 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 IShares' 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 iShares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.69 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 14.42 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 1.01 |
IShares IShares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares IShares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares IShares' standard deviation. In reality, there are many statistical measures that can use IShares IShares historical prices to predict the future IShares IShares' volatility.| Risk Adjusted Performance | 0.0466 | |||
| Jensen Alpha | 0.1146 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.23) |
iShares iShares Backtested Returns
iShares iShares holds Efficiency (Sharpe) Ratio of -0.0626, which attests that the entity had a -0.0626% return per unit of risk over the last 3 months. iShares iShares exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares IShares' Market Risk Adjusted Performance of (0.22), downside deviation of 2.69, and Risk Adjusted Performance of 0.0466 to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of -0.33, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning IShares IShares are expected to decrease at a much lower rate. During the bear market, IShares IShares is likely to outperform the market.
Auto-correlation | 0.39 |
Below average predictability
iShares iShares has below average predictability. Overlapping area represents the amount of predictability between IShares IShares time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 to 3rd 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 iShares price movement. The serial correlation of 0.39 indicates that just about 39.0% of current IShares IShares price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 4.77 |
iShares iShares lagged returns against current returns
Autocorrelation, which is IShares IShares 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 IShares' etf expected returns. We can calculate the autocorrelation of IShares IShares returns to help us make a trade decision. For example, suppose you find that IShares IShares 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 IShares 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 IShares etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares IShares etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares IShares etf over time.
Current vs Lagged Prices |
| Timeline |
IShares IShares Lagged Returns
When evaluating IShares IShares' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares IShares etf have on its future price. IShares IShares 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 IShares autocorrelation shows the relationship between IShares IShares etf current value and its past values and can show if there is a momentum factor associated with investing in iShares iShares.
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 Etf
IShares IShares 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 IShares security.