IShares Regional (Mexico) Market Value
| IAT Etf | MXN 1,081 0.00 0.00% |
| Symbol | IShares |
IShares Regional '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 Regional'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 Regional.
| 12/08/2023 |
| 01/01/2025 |
If you would invest 0.00 in IShares Regional on December 8, 2023 and sell it all today you would earn a total of 0.00 from holding iShares Regional Banks or generate 0.0% return on investment in IShares Regional over 390 days. IShares Regional is related to or competes with Vanguard Index, Vanguard STAR, Vanguard Bond, and Invesco QQQ. The investment seeks to track the investment results of the Dow Jones U.S More
IShares Regional 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 Regional'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 Regional Banks upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1447 | |||
| Maximum Drawdown | 13.04 | |||
| Potential Upside | 0.756 |
IShares Regional Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Regional's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Regional's standard deviation. In reality, there are many statistical measures that can use IShares Regional historical prices to predict the future IShares Regional's volatility.| Risk Adjusted Performance | 0.127 | |||
| Jensen Alpha | 0.2206 | |||
| Total Risk Alpha | 0.219 | |||
| Treynor Ratio | (2.56) |
iShares Regional Banks Backtested Returns
IShares Regional appears to be very steady, given 3 months investment horizon. iShares Regional Banks holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15% return per unit of risk over the last 3 months. We have found eighteen technical indicators for iShares Regional Banks, which you can use to evaluate the volatility of the entity. Please utilize IShares Regional's Standard Deviation of 1.52, market risk adjusted performance of (2.55), and Risk Adjusted Performance of 0.127 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of -0.086, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Regional are expected to decrease at a much lower rate. During the bear market, IShares Regional is likely to outperform the market.
Auto-correlation | 0.84 |
Very good predictability
iShares Regional Banks has very good predictability. Overlapping area represents the amount of predictability between IShares Regional time series from 8th of December 2023 to 20th of June 2024 and 20th of June 2024 to 1st 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 Regional Banks price movement. The serial correlation of 0.84 indicates that around 84.0% of current IShares Regional price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.98 | |
| Residual Average | 0.0 | |
| Price Variance | 16.9 K |
iShares Regional Banks lagged returns against current returns
Autocorrelation, which is IShares Regional 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 Regional's etf expected returns. We can calculate the autocorrelation of IShares Regional returns to help us make a trade decision. For example, suppose you find that IShares Regional 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 Regional 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 Regional etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Regional etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Regional etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Regional Lagged Returns
When evaluating IShares Regional's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Regional etf have on its future price. IShares Regional 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 Regional autocorrelation shows the relationship between IShares Regional etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Regional Banks.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in IShares Etf
When determining whether iShares Regional Banks is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if IShares Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Ishares Regional Banks Etf. Highlighted below are key reports to facilitate an investment decision about Ishares Regional Banks Etf:Check out IShares Regional Correlation, IShares Regional Volatility and IShares Regional Alpha and Beta module to complement your research on IShares Regional. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
IShares Regional 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.