IShares Treasury (Netherlands) Market Value
| IBTS Etf | EUR 122.05 0.05 0.04% |
| Symbol | IShares |
IShares Treasury '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 Treasury'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 Treasury.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in IShares Treasury on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding iShares Treasury Bond or generate 0.0% return on investment in IShares Treasury over 720 days. IShares Treasury is related to or competes with SPDR Dow, IShares Core, IShares SP, IShares Core, IShares MSCI, and IShares MSCI. The investment objective of this Fund is to provide investors with a total return, taking into account both capital and ... More
IShares Treasury 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 Treasury'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 Treasury Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3069 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 2.37 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.6808 |
IShares Treasury Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Treasury's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Treasury's standard deviation. In reality, there are many statistical measures that can use IShares Treasury historical prices to predict the future IShares Treasury's volatility.| Risk Adjusted Performance | 0.141 | |||
| Jensen Alpha | 0.0669 | |||
| Total Risk Alpha | 0.0151 | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | 9.26 |
iShares Treasury Bond Backtested Returns
Currently, iShares Treasury Bond is very steady. iShares Treasury Bond holds Efficiency (Sharpe) Ratio of 0.24, which attests that the entity had a 0.24% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares Treasury Bond, which you can use to evaluate the volatility of the entity. Please check out IShares Treasury's Market Risk Adjusted Performance of 9.27, risk adjusted performance of 0.141, and Coefficient Of Variation of 483.03 to validate if the risk estimate we provide is consistent with the expected return of 0.0891%. The etf retains a Market Volatility (i.e., Beta) of 0.0073, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Treasury's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Treasury is expected to be smaller as well.
Auto-correlation | 0.29 |
Poor predictability
iShares Treasury Bond has poor predictability. Overlapping area represents the amount of predictability between IShares Treasury time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th 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 Treasury Bond price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current IShares Treasury price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 5.48 |
iShares Treasury Bond lagged returns against current returns
Autocorrelation, which is IShares Treasury 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 Treasury's etf expected returns. We can calculate the autocorrelation of IShares Treasury returns to help us make a trade decision. For example, suppose you find that IShares Treasury 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 Treasury 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 Treasury etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Treasury etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Treasury etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Treasury Lagged Returns
When evaluating IShares Treasury's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Treasury etf have on its future price. IShares Treasury 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 Treasury autocorrelation shows the relationship between IShares Treasury etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Treasury Bond.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Information and Resources on Investing in IShares Etf
When determining whether iShares Treasury Bond 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 Treasury Bond Etf. Highlighted below are key reports to facilitate an investment decision about Ishares Treasury Bond Etf:Check out IShares Treasury Correlation, IShares Treasury Volatility and IShares Treasury Alpha and Beta module to complement your research on IShares Treasury. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
IShares Treasury 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.