IShares European (Netherlands) Market Value
| IPRP Etf | EUR 28.99 0.24 0.83% |
| Symbol | IShares |
IShares European '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 European'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 European.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in IShares European on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding iShares European Property or generate 0.0% return on investment in IShares European over 30 days. IShares European is related to or competes with IShares III, IShares Core, IShares France, IShares Core, and IShares STOXX. The fund is an exchange traded fund that aims to track the performance of the FTSE EPRANAREIT Developed Europe ex UK Div... More
IShares European 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 European'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 European Property upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 5.2 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.56 |
IShares European Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares European's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares European's standard deviation. In reality, there are many statistical measures that can use IShares European historical prices to predict the future IShares European's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (0.85) |
iShares European Property Backtested Returns
iShares European Property holds Efficiency (Sharpe) Ratio of -0.0875, which attests that the entity had a -0.0875% return per unit of risk over the last 3 months. iShares European Property exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares European's Risk Adjusted Performance of (0.10), market risk adjusted performance of (0.84), and Standard Deviation of 1.06 to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares European's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares European is expected to be smaller as well.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
iShares European Property has almost perfect reverse predictability. Overlapping area represents the amount of predictability between IShares European time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th 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 European Property price movement. The serial correlation of -0.76 indicates that around 76.0% of current IShares European price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
iShares European Property lagged returns against current returns
Autocorrelation, which is IShares European 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 European's etf expected returns. We can calculate the autocorrelation of IShares European returns to help us make a trade decision. For example, suppose you find that IShares European 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 European 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 European etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares European etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares European etf over time.
Current vs Lagged Prices |
| Timeline |
IShares European Lagged Returns
When evaluating IShares European's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares European etf have on its future price. IShares European 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 European autocorrelation shows the relationship between IShares European etf current value and its past values and can show if there is a momentum factor associated with investing in iShares European Property.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in IShares Etf
IShares European 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 European security.