IShares SLI (Switzerland) Market Value
| CSSLI Etf | CHF 205.45 0.80 0.39% |
| Symbol | IShares |
IShares SLI '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 SLI'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 SLI.
| 01/25/2023 |
| 12/15/2024 |
If you would invest 0.00 in IShares SLI on January 25, 2023 and sell it all today you would earn a total of 0.00 from holding iShares SLI ETF or generate 0.0% return on investment in IShares SLI over 690 days. IShares SLI is related to or competes with IShares Corp, IShares Emerging, IShares VII, IShares Asia, IShares MSCI, IShares SP, and IShares MSCI. The Fund aims to achieve a return on your investment which reflects the return of the Swiss Leader Index , the Fund benc... More
IShares SLI 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 SLI'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 SLI ETF upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 3.53 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.13 |
IShares SLI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares SLI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares SLI's standard deviation. In reality, there are many statistical measures that can use IShares SLI historical prices to predict the future IShares SLI's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.37) |
iShares SLI ETF Backtested Returns
iShares SLI ETF holds Efficiency (Sharpe) Ratio of -0.0165, which attests that the entity had a -0.0165% return per unit of risk over the last 3 months. iShares SLI ETF exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares SLI's Risk Adjusted Performance of (0.01), market risk adjusted performance of (0.36), and Standard Deviation of 0.7137 to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.0652, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares SLI's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares SLI is expected to be smaller as well.
Auto-correlation | -0.06 |
Very weak reverse predictability
iShares SLI ETF has very weak reverse predictability. Overlapping area represents the amount of predictability between IShares SLI time series from 25th of January 2023 to 5th of January 2024 and 5th of January 2024 to 15th 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 SLI ETF price movement. The serial correlation of -0.06 indicates that barely 6.0% of current IShares SLI price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 71.92 |
iShares SLI ETF lagged returns against current returns
Autocorrelation, which is IShares SLI 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 SLI's etf expected returns. We can calculate the autocorrelation of IShares SLI returns to help us make a trade decision. For example, suppose you find that IShares SLI 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 SLI 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 SLI etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares SLI etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares SLI etf over time.
Current vs Lagged Prices |
| Timeline |
IShares SLI Lagged Returns
When evaluating IShares SLI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares SLI etf have on its future price. IShares SLI 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 SLI autocorrelation shows the relationship between IShares SLI etf current value and its past values and can show if there is a momentum factor associated with investing in iShares SLI ETF.
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 SLI 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 SLI security.