Flexshares Developed Markets Etf Market Value
| QLVD Etf | USD 28.43 0.29 1.03% |
| Symbol | FlexShares |
The market value of FlexShares Developed is measured differently than its book value, which is the value of FlexShares that is recorded on the company's balance sheet. Investors also form their own opinion of FlexShares Developed's value that differs from its market value or its book value, called intrinsic value, which is FlexShares Developed'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 FlexShares Developed's market value can be influenced by many factors that don't directly affect FlexShares Developed'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 FlexShares Developed's value and its price as these two are different measures arrived at by different means. Investors typically determine if FlexShares Developed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FlexShares Developed'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.
FlexShares Developed '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 FlexShares Developed'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 FlexShares Developed.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in FlexShares Developed on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding FlexShares Developed Markets or generate 0.0% return on investment in FlexShares Developed over 30 days. FlexShares Developed is related to or competes with FlexShares Emerging, FlexShares Quality, PIMCO RAFI, and FlexShares International. The underlying index is designed to reflect the performance of a selection of companies that, in aggregate, possess lowe... More
FlexShares Developed 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 FlexShares Developed'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 FlexShares Developed Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5913 | |||
| Information Ratio | 0.1121 | |||
| Maximum Drawdown | 2.96 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 0.989 |
FlexShares Developed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FlexShares Developed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FlexShares Developed's standard deviation. In reality, there are many statistical measures that can use FlexShares Developed historical prices to predict the future FlexShares Developed's volatility.| Risk Adjusted Performance | 0.0988 | |||
| Jensen Alpha | 0.0671 | |||
| Total Risk Alpha | 0.0652 | |||
| Sortino Ratio | 0.1085 | |||
| Treynor Ratio | 0.1679 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FlexShares Developed's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
FlexShares Developed Backtested Returns
At this point, FlexShares Developed is very steady. FlexShares Developed secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the etf had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for FlexShares Developed Markets, which you can use to evaluate the volatility of the entity. Please confirm FlexShares Developed's Mean Deviation of 0.4186, coefficient of variation of 723.2, and Downside Deviation of 0.5913 to check if the risk estimate we provide is consistent with the expected return of 0.0645%. The etf shows a Beta (market volatility) of 0.41, which means possible diversification benefits within a given portfolio. As returns on the market increase, FlexShares Developed's returns are expected to increase less than the market. However, during the bear market, the loss of holding FlexShares Developed is expected to be smaller as well.
Auto-correlation | 0.52 |
Modest predictability
FlexShares Developed Markets has modest predictability. Overlapping area represents the amount of predictability between FlexShares Developed time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 FlexShares Developed price movement. The serial correlation of 0.52 indicates that about 52.0% of current FlexShares Developed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
FlexShares Developed lagged returns against current returns
Autocorrelation, which is FlexShares Developed 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 FlexShares Developed's etf expected returns. We can calculate the autocorrelation of FlexShares Developed returns to help us make a trade decision. For example, suppose you find that FlexShares Developed 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 |
FlexShares Developed 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 FlexShares Developed etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FlexShares Developed etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FlexShares Developed etf over time.
Current vs Lagged Prices |
| Timeline |
FlexShares Developed Lagged Returns
When evaluating FlexShares Developed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FlexShares Developed etf have on its future price. FlexShares Developed 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, FlexShares Developed autocorrelation shows the relationship between FlexShares Developed etf current value and its past values and can show if there is a momentum factor associated with investing in FlexShares Developed Markets.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether FlexShares Developed is a strong investment it is important to analyze FlexShares Developed'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 FlexShares Developed's future performance. For an informed investment choice regarding FlexShares Etf, refer to the following important reports:Check out FlexShares Developed Correlation, FlexShares Developed Volatility and FlexShares Developed Alpha and Beta module to complement your research on FlexShares Developed. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
FlexShares Developed 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.