IShares Agency Etf Forward View - Double Exponential Smoothing
| AGZ Etf | USD 110.34 0.03 0.03% |
IShares Etf outlook is based on your current time horizon.
At this time, The relative strength momentum indicator of IShares Agency's share price is at 54. This suggests that the etf is in nutural position, most likellhy at or near its resistance level. The main idea of RSI analysis is to track how fast people are buying or selling IShares Agency, making its price go up or down. Momentum 54
Impartial
Oversold | Overbought |
Using IShares Agency hype-based prediction, you can estimate the value of iShares Agency Bond from the perspective of IShares Agency response to recently generated media hype and the effects of current headlines on its competitors.
The Double Exponential Smoothing forecasted value of iShares Agency Bond on the next trading day is expected to be 110.36 with a mean absolute deviation of 0.13 and the sum of the absolute errors of 7.53. IShares Agency after-hype prediction price | USD 110.34 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as etf price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Check out Historical Fundamental Analysis of IShares Agency to cross-verify your projections. IShares Agency Additional Predictive Modules
Most predictive techniques to examine IShares price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for IShares using various technical indicators. When you analyze IShares charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
IShares Agency Double Exponential Smoothing Price Forecast For the 2nd of February
Given 90 days horizon, the Double Exponential Smoothing forecasted value of iShares Agency Bond on the next trading day is expected to be 110.36 with a mean absolute deviation of 0.13, mean absolute percentage error of 0.03, and the sum of the absolute errors of 7.53.Please note that although there have been many attempts to predict IShares Etf prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that IShares Agency's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
IShares Agency Etf Forecast Pattern
| Backtest IShares Agency | IShares Agency Price Prediction | Buy or Sell Advice |
IShares Agency Forecasted Value
In the context of forecasting IShares Agency's Etf value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. IShares Agency's downside and upside margins for the forecasting period are 110.22 and 110.50, respectively. We have considered IShares Agency's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Double Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of IShares Agency etf data series using in forecasting. Note that when a statistical model is used to represent IShares Agency etf, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | Huge |
| Bias | Arithmetic mean of the errors | -0.0285 |
| MAD | Mean absolute deviation | 0.1276 |
| MAPE | Mean absolute percentage error | 0.0012 |
| SAE | Sum of the absolute errors | 7.5274 |
Predictive Modules for IShares Agency
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as iShares Agency Bond. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.IShares Agency After-Hype Price Density Analysis
As far as predicting the price of IShares Agency at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in IShares Agency or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Etf prices, such as prices of IShares Agency, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
IShares Agency Estimiated After-Hype Price Volatility
In the context of predicting IShares Agency's etf value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on IShares Agency's historical news coverage. IShares Agency's after-hype downside and upside margins for the prediction period are 110.20 and 110.48, respectively. We have considered IShares Agency's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
IShares Agency is very steady at this time. Analysis and calculation of next after-hype price of iShares Agency Bond is based on 3 months time horizon.
IShares Agency Etf Price Outlook Analysis
Have you ever been surprised when a price of a ETF such as IShares Agency is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading IShares Agency backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Etf price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with IShares Agency, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.01 | 0.14 | 0.00 | 0.00 | 0 Events / Month | 0 Events / Month | In 5 to 10 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
110.34 | 110.34 | 0.00 |
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IShares Agency Hype Timeline
On the 1st of February iShares Agency Bond is traded for 110.34. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. IShares is forecasted not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is insignificant. The immediate return on the next news is forecasted to be very small, whereas the daily expected return is presently at 0.01%. %. The volatility of related hype on IShares Agency is about 0.0%, with the expected price after the next announcement by competition of 110.34. Considering the 90-day investment horizon the next forecasted press release will be in 5 to 10 days. Check out Historical Fundamental Analysis of IShares Agency to cross-verify your projections.IShares Agency Related Hype Analysis
Having access to credible news sources related to IShares Agency's direct competition is more important than ever and may enhance your ability to predict IShares Agency's future price movements. Getting to know how IShares Agency's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how IShares Agency may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| ILTB | iShares Core 10 | 0.00 | 0 per month | 0.00 | (0.14) | 0.58 | (0.66) | 1.72 | |
| SMRSX | Alpssmith Short Duration | 0.00 | 0 per month | 0.00 | (0.53) | 0.10 | (0.10) | 0.39 | |
| SCHJ | Schwab 1 5 Year | 0.00 | 0 per month | 0.00 | (0.30) | 0.16 | (0.08) | 0.32 | |
| FLIA | Franklin Liberty International | 0.00 | 0 per month | 0.10 | (0.28) | 0.20 | (0.20) | 0.54 | |
| TBUX | T Rowe Price | 0.00 | 0 per month | 0.00 | (0.79) | 0.06 | (0.02) | 0.12 | |
| SKOR | FlexShares Credit Scored Corporate | 0.00 | 0 per month | 0.00 | (0.20) | 0.25 | (0.16) | 0.51 | |
| BSJR | Invesco BulletShares 2027 | 0.00 | 0 per month | 0.00 | (0.23) | 0.18 | (0.13) | 0.49 | |
| ULST | SPDR SSgA Ultra | 0.00 | 0 per month | 0.00 | (0.83) | 0.07 | (0.02) | 0.15 | |
| IBMP | iShares iBonds Dec | 0.00 | 0 per month | 0.00 | (0.44) | 0.12 | (0.08) | 0.32 | |
| PTRB | PGIM ETF Trust | 0.00 | 0 per month | 0.15 | (0.18) | 0.26 | (0.33) | 0.74 |
Other Forecasting Options for IShares Agency
For every potential investor in IShares, whether a beginner or expert, IShares Agency's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. IShares Etf price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in IShares. Basic forecasting techniques help filter out the noise by identifying IShares Agency's price trends.IShares Agency Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with IShares Agency etf to make a market-neutral strategy. Peer analysis of IShares Agency could also be used in its relative valuation, which is a method of valuing IShares Agency by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
IShares Agency Market Strength Events
Market strength indicators help investors to evaluate how IShares Agency etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IShares Agency shares will generate the highest return on investment. By undertsting and applying IShares Agency etf market strength indicators, traders can identify iShares Agency Bond entry and exit signals to maximize returns.
IShares Agency Risk Indicators
The analysis of IShares Agency's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in IShares Agency's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting ishares etf prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 0.0994 | |||
| Semi Deviation | 0.0998 | |||
| Standard Deviation | 0.1403 | |||
| Variance | 0.0197 | |||
| Downside Variance | 0.028 | |||
| Semi Variance | 0.01 | |||
| Expected Short fall | (0.1) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for IShares Agency
The number of cover stories for IShares Agency depends on current market conditions and IShares Agency's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that IShares Agency is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about IShares Agency's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
Other Macroaxis Stories
Our audience includes start-ups and big corporations as well as marketing, public relation firms, and advertising agencies, including technology and finance journalists. Our platform and its news and story outlet are popular among finance students, amateur traders, self-guided investors, entrepreneurs, retirees and baby boomers, academic researchers, financial advisers, as well as professional money managers - a very diverse and influential demographic landscape united by one goal - build optimal investment portfolios
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Check out Historical Fundamental Analysis of IShares Agency to cross-verify your projections. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Investors evaluate iShares Agency Bond using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating IShares Agency's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause IShares Agency's market price to deviate significantly from intrinsic value.
Understanding that IShares Agency's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether IShares Agency represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, IShares Agency's market price signifies the transaction level at which participants voluntarily complete trades.