Ishares Fixed Income Etf Market Value
| FIBR Etf | USD 87.38 0.03 0.03% |
| Symbol | IShares |
The market value of iShares Fixed Income is measured differently than its book value, which is the value of IShares that is recorded on the company's balance sheet. Investors also form their own opinion of IShares Fixed's value that differs from its market value or its book value, called intrinsic value, which is IShares Fixed's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because IShares Fixed's market value can be influenced by many factors that don't directly affect IShares Fixed's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between IShares Fixed's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Fixed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Fixed'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 Fixed '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 Fixed'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 Fixed.
| 12/26/2024 |
| 01/25/2025 |
If you would invest 0.00 in IShares Fixed on December 26, 2024 and sell it all today you would earn a total of 0.00 from holding iShares Fixed Income or generate 0.0% return on investment in IShares Fixed over 30 days. IShares Fixed is related to or competes with New Pacific, Precision Optics,, Terns Pharmaceuticals, and Harmonic. The underlying index measures the performance of the corporate and mortgage portion of the Bloomberg U.S More
IShares Fixed 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 Fixed'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 Fixed Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2222 | |||
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 1.14 | |||
| Value At Risk | (0.33) | |||
| Potential Upside | 0.3237 |
IShares Fixed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Fixed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Fixed's standard deviation. In reality, there are many statistical measures that can use IShares Fixed historical prices to predict the future IShares Fixed's volatility.| Risk Adjusted Performance | 0.0076 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.21) | |||
| Treynor Ratio | (0.01) |
iShares Fixed Income Backtested Returns
Currently, iShares Fixed Income is very steady. iShares Fixed Income holds Efficiency (Sharpe) Ratio of 0.0976, which attests that the entity had a 0.0976 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares Fixed Income, which you can use to evaluate the volatility of the entity. Please check out IShares Fixed's Downside Deviation of 0.2222, risk adjusted performance of 0.0076, and Market Risk Adjusted Performance of 0.0019 to validate if the risk estimate we provide is consistent with the expected return of 0.0194%. The etf retains a Market Volatility (i.e., Beta) of 0.0709, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Fixed's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Fixed is expected to be smaller as well.
Auto-correlation | 0.11 |
Insignificant predictability
iShares Fixed Income has insignificant predictability. Overlapping area represents the amount of predictability between IShares Fixed 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 Fixed Income price movement. The serial correlation of 0.11 indicates that less than 11.0% of current IShares Fixed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
iShares Fixed Income lagged returns against current returns
Autocorrelation, which is IShares Fixed 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 Fixed's etf expected returns. We can calculate the autocorrelation of IShares Fixed returns to help us make a trade decision. For example, suppose you find that IShares Fixed 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 Fixed 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 Fixed etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Fixed etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Fixed etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Fixed Lagged Returns
When evaluating IShares Fixed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Fixed etf have on its future price. IShares Fixed 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 Fixed autocorrelation shows the relationship between IShares Fixed etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Fixed Income.
Regressed Prices |
| Timeline |
Pair Trading with IShares Fixed
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if IShares Fixed position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in IShares Fixed will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to IShares Fixed could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace IShares Fixed when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back IShares Fixed - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling iShares Fixed Income to buy it.
The correlation of IShares Fixed is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as IShares Fixed moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if iShares Fixed Income moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for IShares Fixed can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out IShares Fixed Correlation, IShares Fixed Volatility and IShares Fixed Alpha and Beta module to complement your research on IShares Fixed. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
IShares Fixed 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.