Ishares Barclays Tips Fund Market Value
| CITPX Fund | USD 11.33 0.02 0.18% |
| Symbol | Ishares |
Please note, there is a significant difference between Ishares Barclays' value and its price as these two are different measures arrived at by different means. Investors typically determine if Ishares Barclays is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ishares Barclays' 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 Barclays '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 Barclays' mutual 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 Barclays.
| 12/26/2024 |
| 01/25/2025 |
If you would invest 0.00 in Ishares Barclays on December 26, 2024 and sell it all today you would earn a total of 0.00 from holding Ishares Barclays Tips or generate 0.0% return on investment in Ishares Barclays over 30 days. Ishares Barclays is related to or competes with Americafirst Large, Blackrock Large, Tax-managed, Qs Us, Tiaa Cref, Dodge Cox, and Smead Value. Ishares Barclays is entity of United States More
Ishares Barclays 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 Barclays' mutual 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 Barclays Tips upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.32) | |||
| Maximum Drawdown | 1.24 | |||
| Value At Risk | (0.53) | |||
| Potential Upside | 0.3518 |
Ishares Barclays Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ishares Barclays' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ishares Barclays' standard deviation. In reality, there are many statistical measures that can use Ishares Barclays historical prices to predict the future Ishares Barclays' volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | 5.05 |
Ishares Barclays Tips Backtested Returns
Ishares Barclays Tips holds Efficiency (Sharpe) Ratio of -0.0174, which attests that the entity had a -0.0174 % return per unit of risk over the last 3 months. Ishares Barclays Tips exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Ishares Barclays' Market Risk Adjusted Performance of 5.06, risk adjusted performance of (0.10), and Standard Deviation of 0.246 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of -0.0064, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ishares Barclays are expected to decrease at a much lower rate. During the bear market, Ishares Barclays is likely to outperform the market.
Auto-correlation | -0.62 |
Very good reverse predictability
Ishares Barclays Tips has very good reverse predictability. Overlapping area represents the amount of predictability between Ishares Barclays time series from 26th of December 2024 to 10th of January 2025 and 10th of January 2025 to 25th of January 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 Barclays Tips price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Ishares Barclays price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ishares Barclays Tips lagged returns against current returns
Autocorrelation, which is Ishares Barclays mutual 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 Barclays' mutual fund expected returns. We can calculate the autocorrelation of Ishares Barclays returns to help us make a trade decision. For example, suppose you find that Ishares Barclays has exhibited high autocorrelation historically, and you observe that the mutual 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 Barclays 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 Barclays mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ishares Barclays mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ishares Barclays mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ishares Barclays Lagged Returns
When evaluating Ishares Barclays' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ishares Barclays mutual fund have on its future price. Ishares Barclays 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 Barclays autocorrelation shows the relationship between Ishares Barclays mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ishares Barclays Tips.
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 Mutual Fund
Ishares Barclays financial ratios help investors to determine whether Ishares Mutual 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 Barclays security.
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format |