IShares MSCI (Netherlands) Market Value

IEMM Etf  EUR 40.52  0.07  0.17%   
IShares MSCI's market value is the price at which a share of IShares MSCI trades on a public exchange. It measures the collective expectations of iShares MSCI EM investors about its performance. IShares MSCI is selling for under 40.52 as of the 4th of December 2024; that is 0.17% increase since the beginning of the trading day. The etf's lowest day price was 40.46.
With this module, you can estimate the performance of a buy and hold strategy of iShares MSCI EM and determine expected loss or profit from investing in IShares MSCI over a given investment horizon. Check out IShares MSCI Correlation, IShares MSCI Volatility and IShares MSCI Alpha and Beta module to complement your research on IShares MSCI.
Symbol

Please note, there is a significant difference between IShares MSCI's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares MSCI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares MSCI'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 MSCI '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 MSCI'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 MSCI.
0.00
09/05/2024
No Change 0.00  0.0 
In 3 months and 1 day
12/04/2024
0.00
If you would invest  0.00  in IShares MSCI on September 5, 2024 and sell it all today you would earn a total of 0.00 from holding iShares MSCI EM or generate 0.0% return on investment in IShares MSCI over 90 days. IShares MSCI is related to or competes with HSBC MSCI, IShares II, Hydratec Industries, IShares VII, Aalberts Industries, IShares Asia, and Value8 NV. The investment objective of this Fund is to provide investors with a total return, taking into account both capital and ... More

IShares MSCI 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 MSCI'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 MSCI EM upside and downside potential and time the market with a certain degree of confidence.

IShares MSCI Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares MSCI's standard deviation. In reality, there are many statistical measures that can use IShares MSCI historical prices to predict the future IShares MSCI's volatility.
Hype
Prediction
LowEstimatedHigh
39.5040.4541.40
Details
Intrinsic
Valuation
LowRealHigh
39.2940.2441.19
Details
Naive
Forecast
LowNextHigh
39.0440.0040.95
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
40.0340.2740.50
Details

iShares MSCI EM Backtested Returns

Currently, iShares MSCI EM is very steady. iShares MSCI EM holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12% return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares MSCI EM, which you can use to evaluate the volatility of the entity. Please check out IShares MSCI's Market Risk Adjusted Performance of 1.14, risk adjusted performance of 0.0846, and Downside Deviation of 0.9029 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. The etf retains a Market Volatility (i.e., Beta) of 0.0825, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares MSCI is expected to be smaller as well.

Auto-correlation

    
  -0.54  

Good reverse predictability

iShares MSCI EM has good reverse predictability. Overlapping area represents the amount of predictability between IShares MSCI time series from 5th of September 2024 to 20th of October 2024 and 20th of October 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 MSCI EM price movement. The serial correlation of -0.54 indicates that about 54.0% of current IShares MSCI price fluctuation can be explain by its past prices.
Correlation Coefficient-0.54
Spearman Rank Test-0.22
Residual Average0.0
Price Variance0.15

iShares MSCI EM lagged returns against current returns

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

IShares MSCI Lagged Returns

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

Thematic Opportunities

Explore Investment Opportunities

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Other Information on Investing in IShares Etf

IShares MSCI 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 MSCI security.