Ishares Core Reit Etf Market Value

USRT Etf  USD 59.78  0.16  0.27%   
IShares Core's market value is the price at which a share of IShares Core trades on a public exchange. It measures the collective expectations of iShares Core REIT investors about its performance. IShares Core is selling for under 59.78 as of the 16th of December 2024; that is 0.27 percent decrease since the beginning of the trading day. The etf's last reported lowest price was 59.72.
With this module, you can estimate the performance of a buy and hold strategy of iShares Core REIT and determine expected loss or profit from investing in IShares Core over a given investment horizon. Check out IShares Core Correlation, IShares Core Volatility and IShares Core Alpha and Beta module to complement your research on IShares Core.
Symbol

The market value of iShares Core REIT 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 Core's value that differs from its market value or its book value, called intrinsic value, which is IShares Core'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 Core's market value can be influenced by many factors that don't directly affect IShares Core'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 Core's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Core is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Core'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 Core '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 Core'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 Core.
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11/16/2024
No Change 0.00  0.0 
In 31 days
12/16/2024
0.00
If you would invest  0.00  in IShares Core on November 16, 2024 and sell it all today you would earn a total of 0.00 from holding iShares Core REIT or generate 0.0% return on investment in IShares Core over 30 days. IShares Core is related to or competes with Vanguard Real, Howard Hughes, Site Centers, IShares Cohen, and Tidal Trust. The fund generally will invest at least 80 percent of its assets in the component securities of its underlying index and... More

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

IShares Core Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Core's standard deviation. In reality, there are many statistical measures that can use IShares Core historical prices to predict the future IShares Core's volatility.
Hype
Prediction
LowEstimatedHigh
58.9259.7460.56
Details
Intrinsic
Valuation
LowRealHigh
59.2560.0760.89
Details

iShares Core REIT Backtested Returns

iShares Core REIT holds Efficiency (Sharpe) Ratio of -0.0538, which attests that the entity had a -0.0538% return per unit of risk over the last 3 months. iShares Core REIT exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares Core's Risk Adjusted Performance of (0.03), standard deviation of 0.8223, and Market Risk Adjusted Performance of (0.21) to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Core is expected to be smaller as well.

Auto-correlation

    
  -0.83  

Excellent reverse predictability

iShares Core REIT has excellent reverse predictability. Overlapping area represents the amount of predictability between IShares Core time series from 16th of November 2024 to 1st of December 2024 and 1st of December 2024 to 16th 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 Core REIT price movement. The serial correlation of -0.83 indicates that around 83.0% of current IShares Core price fluctuation can be explain by its past prices.
Correlation Coefficient-0.83
Spearman Rank Test-0.87
Residual Average0.0
Price Variance0.3

iShares Core REIT lagged returns against current returns

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

IShares Core Lagged Returns

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

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
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When determining whether iShares Core REIT is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if IShares Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Ishares Core Reit Etf. Highlighted below are key reports to facilitate an investment decision about Ishares Core Reit Etf:
Check out IShares Core Correlation, IShares Core Volatility and IShares Core Alpha and Beta module to complement your research on IShares Core.
You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
IShares Core 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.
A focus of IShares Core technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of IShares Core trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...