Ishares Msci Stock Market Value
| ISRMF Stock | USD 0.39 0.00 0.00% |
| Symbol | IShares |
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 otc stock 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.
| 08/13/2023 |
| 03/05/2025 |
If you would invest 0.00 in IShares MSCI on August 13, 2023 and sell it all today you would earn a total of 0.00 from holding iShares MSCI or generate 0.0% return on investment in IShares MSCI over 570 days. IShares MSCI is related to or competes with Triton International, Ryder System, Toro, Ryanair Holdings, Yuexiu Transport, United Guardian, and Aterian. 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 otc stock 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 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2406 | |||
| Maximum Drawdown | 5.41 |
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.| Risk Adjusted Performance | 0.093 | |||
| Jensen Alpha | 0.0748 | |||
| Total Risk Alpha | 0.1483 | |||
| Treynor Ratio | 2.19 |
iShares MSCI Backtested Returns
At this point, IShares MSCI is very risky. iShares MSCI holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for iShares MSCI, which you can use to evaluate the volatility of the firm. Please check out IShares MSCI's Risk Adjusted Performance of 0.093, market risk adjusted performance of 2.2, and Standard Deviation of 0.6654 to validate if the risk estimate we provide is consistent with the expected return of 0.0916%. IShares MSCI has a performance score of 10 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0329, 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. iShares MSCI right now retains a risk of 0.7%. Please check out IShares MSCI coefficient of variation, treynor ratio, as well as the relationship between the Treynor Ratio and rate of daily change , to decide if IShares MSCI will be following its current trending patterns.
Auto-correlation | 0.57 |
Modest predictability
iShares MSCI has modest predictability. Overlapping area represents the amount of predictability between IShares MSCI time series from 13th of August 2023 to 24th of May 2024 and 24th of May 2024 to 5th of March 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 MSCI price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current IShares MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
iShares MSCI lagged returns against current returns
Autocorrelation, which is IShares MSCI otc stock'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 otc stock 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 otc stock 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 otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares MSCI otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares MSCI otc stock 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 otc stock 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 otc stock current value and its past values and can show if there is a momentum factor associated with investing in iShares MSCI.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in IShares OTC Stock
IShares MSCI financial ratios help investors to determine whether IShares OTC Stock 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.