Ishares Short Maturity Etf Market Value
| MEAR Etf | USD 50.18 0.04 0.08% |
| Symbol | IShares |
The market value of iShares Short Maturity 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 Short's value that differs from its market value or its book value, called intrinsic value, which is IShares Short's 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 Short's market value can be influenced by many factors that don't directly affect IShares Short's 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 Short's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Short is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Short'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 Short '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 Short'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 Short.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in IShares Short on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding iShares Short Maturity or generate 0.0% return on investment in IShares Short over 90 days. IShares Short is related to or competes with IShares Treasury, IShares Short, IShares Short, and IShares Interest. The fund normally invests at least 80 percent of its net assets in municipal securities such that the interest on each b... More
IShares Short 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 Short'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 Short Maturity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0669 | |||
| Information Ratio | 1.63 | |||
| Maximum Drawdown | 0.3201 | |||
| Value At Risk | (0.1) | |||
| Potential Upside | 0.1001 |
IShares Short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Short's standard deviation. In reality, there are many statistical measures that can use IShares Short historical prices to predict the future IShares Short's volatility.| Risk Adjusted Performance | 0.0298 | |||
| Jensen Alpha | 0.0043 | |||
| Total Risk Alpha | 0.01 | |||
| Sortino Ratio | 1.65 | |||
| Treynor Ratio | 0.0619 |
iShares Short Maturity Backtested Returns
Currently, iShares Short Maturity is very steady. iShares Short Maturity holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares Short Maturity, which you can use to evaluate the volatility of the entity. Please check out IShares Short's Coefficient Of Variation of 586.65, risk adjusted performance of 0.0298, and Market Risk Adjusted Performance of 0.0719 to validate if the risk estimate we provide is consistent with the expected return of 0.0135%. The etf retains a Market Volatility (i.e., Beta) of 0.0249, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Short's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Short is expected to be smaller as well.
Auto-correlation | 0.60 |
Good predictability
iShares Short Maturity has good predictability. Overlapping area represents the amount of predictability between IShares Short time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Short Maturity price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current IShares Short price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
iShares Short Maturity lagged returns against current returns
Autocorrelation, which is IShares Short 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 Short's etf expected returns. We can calculate the autocorrelation of IShares Short returns to help us make a trade decision. For example, suppose you find that IShares Short 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 Short 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 Short etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Short etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Short etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Short Lagged Returns
When evaluating IShares Short's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Short etf have on its future price. IShares Short 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 Short autocorrelation shows the relationship between IShares Short etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Short Maturity.
Regressed Prices |
| Timeline |
When determining whether iShares Short Maturity is a strong investment it is important to analyze IShares Short's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact IShares Short's future performance. For an informed investment choice regarding IShares Etf, refer to the following important reports:
Check out IShares Short Correlation, IShares Short Volatility and IShares Short Alpha and Beta module to complement your research on IShares Short. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
IShares Short 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.