Ishares Ibonds Dec Etf Market Value

IBTK Etf  USD 19.50  0.06  0.31%   
IShares IBonds' market value is the price at which a share of IShares IBonds trades on a public exchange. It measures the collective expectations of iShares iBonds Dec investors about its performance. IShares IBonds is selling for 19.50 as of the 4th of December 2024. This is a 0.31 percent increase since the beginning of the trading day. The etf's last reported lowest price was 19.4.
With this module, you can estimate the performance of a buy and hold strategy of iShares iBonds Dec and determine expected loss or profit from investing in IShares IBonds over a given investment horizon. Check out IShares IBonds Correlation, IShares IBonds Volatility and IShares IBonds Alpha and Beta module to complement your research on IShares IBonds.
Symbol

The market value of iShares iBonds Dec 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 IBonds' value that differs from its market value or its book value, called intrinsic value, which is IShares IBonds' 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 IBonds' market value can be influenced by many factors that don't directly affect IShares IBonds' 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 IBonds' value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares IBonds is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares IBonds' 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 IBonds '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 IBonds' 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 IBonds.
0.00
10/05/2024
No Change 0.00  0.0 
In 2 months and 2 days
12/04/2024
0.00
If you would invest  0.00  in IShares IBonds on October 5, 2024 and sell it all today you would earn a total of 0.00 from holding iShares iBonds Dec or generate 0.0% return on investment in IShares IBonds over 60 days. IShares IBonds is related to or competes with IShares IBonds, IShares IBonds, IShares IBonds, IShares IBonds, and IShares IBonds. The fund seeks to meet its investment objective generally by investing in individual securities which satisfy the criter... More

IShares IBonds 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 IBonds' 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 iBonds Dec upside and downside potential and time the market with a certain degree of confidence.

IShares IBonds Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares IBonds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares IBonds' standard deviation. In reality, there are many statistical measures that can use IShares IBonds historical prices to predict the future IShares IBonds' volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares IBonds' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
19.1619.4419.72
Details
Intrinsic
Valuation
LowRealHigh
18.5118.7921.38
Details
Naive
Forecast
LowNextHigh
19.3019.5719.85
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
19.2819.3819.48
Details

iShares iBonds Dec Backtested Returns

iShares iBonds Dec holds Efficiency (Sharpe) Ratio of -0.11, which attests that the entity had a -0.11% return per unit of risk over the last 3 months. iShares iBonds Dec exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares IBonds' Risk Adjusted Performance of (0.06), standard deviation of 0.2832, and Market Risk Adjusted Performance of 0.3588 to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of -0.072, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares IBonds are expected to decrease at a much lower rate. During the bear market, IShares IBonds is likely to outperform the market.

Auto-correlation

    
  -0.71  

Almost perfect reverse predictability

iShares iBonds Dec has almost perfect reverse predictability. Overlapping area represents the amount of predictability between IShares IBonds time series from 5th of October 2024 to 4th of November 2024 and 4th of November 2024 to 4th 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 iBonds Dec price movement. The serial correlation of -0.71 indicates that around 71.0% of current IShares IBonds price fluctuation can be explain by its past prices.
Correlation Coefficient-0.71
Spearman Rank Test-0.2
Residual Average0.0
Price Variance0.01

iShares iBonds Dec lagged returns against current returns

Autocorrelation, which is IShares IBonds 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 IBonds' etf expected returns. We can calculate the autocorrelation of IShares IBonds returns to help us make a trade decision. For example, suppose you find that IShares IBonds 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 IBonds 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 IBonds etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares IBonds etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares IBonds etf over time.
   Current vs Lagged Prices   
       Timeline  

IShares IBonds Lagged Returns

When evaluating IShares IBonds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares IBonds etf have on its future price. IShares IBonds 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 IBonds autocorrelation shows the relationship between IShares IBonds etf current value and its past values and can show if there is a momentum factor associated with investing in iShares iBonds Dec.
   Regressed Prices   
       Timeline  

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When determining whether iShares iBonds Dec 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 Ibonds Dec Etf. Highlighted below are key reports to facilitate an investment decision about Ishares Ibonds Dec Etf:
Check out IShares IBonds Correlation, IShares IBonds Volatility and IShares IBonds Alpha and Beta module to complement your research on IShares IBonds.
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IShares IBonds 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.
A focus of IShares IBonds technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of IShares IBonds trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...