IShares Trust Etf Forecast - Double Exponential Smoothing
| IBRN Etf | USD 31.32 0.00 0.00% |
The Double Exponential Smoothing forecasted value of iShares Trust on the next trading day is expected to be 31.08 with a mean absolute deviation of 0.43 and the sum of the absolute errors of 25.22. IShares Etf Forecast is based on your current time horizon.
The relative strength momentum indicator of IShares Trust's share price is above 70 as of today. This usually indicates that the etf is becoming overbought or overvalued. The idea behind Relative Strength Index (RSI) is that it helps to track how fast people are buying or selling IShares, making its price go up or down. Momentum 74
Buy Stretched
Oversold | Overbought |
Using IShares Trust hype-based prediction, you can estimate the value of iShares Trust from the perspective of IShares Trust response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards IShares Trust using IShares Trust's stock options and short interest. It helps to benchmark the overall future attitude of investors towards IShares using crowd psychology based on the activity and movement of IShares Trust's stock price.
IShares Trust Implied Volatility | 0.52 |
IShares Trust's implied volatility exposes the market's sentiment of iShares Trust stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if IShares Trust's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that IShares Trust stock will not fluctuate a lot when IShares Trust's options are near their expiration.
The Double Exponential Smoothing forecasted value of iShares Trust on the next trading day is expected to be 31.08 with a mean absolute deviation of 0.43 and the sum of the absolute errors of 25.22. IShares Trust after-hype prediction price | USD 31.31 |
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 Trust to cross-verify your projections. Open Interest Against 2026-01-16 IShares Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast IShares Trust's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in IShares Trust's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for IShares Trust stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current IShares Trust's open interest, investors have to compare it to IShares Trust's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of IShares Trust is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in IShares. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
IShares Trust 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 Trust Double Exponential Smoothing Price Forecast For the 6th of January
Given 90 days horizon, the Double Exponential Smoothing forecasted value of iShares Trust on the next trading day is expected to be 31.08 with a mean absolute deviation of 0.43, mean absolute percentage error of 0.29, and the sum of the absolute errors of 25.22.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 Trust's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
IShares Trust Etf Forecast Pattern
| Backtest IShares Trust | IShares Trust Price Prediction | Buy or Sell Advice |
IShares Trust Forecasted Value
In the context of forecasting IShares Trust'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 Trust's downside and upside margins for the forecasting period are 29.47 and 32.69, respectively. We have considered IShares Trust'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 Trust etf data series using in forecasting. Note that when a statistical model is used to represent IShares Trust 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 | -0.0379 |
| MAD | Mean absolute deviation | 0.4275 |
| MAPE | Mean absolute percentage error | 0.0143 |
| SAE | Sum of the absolute errors | 25.2233 |
Predictive Modules for IShares Trust
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 Trust. 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.Other Forecasting Options for IShares Trust
For every potential investor in IShares, whether a beginner or expert, IShares Trust'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 Trust's price trends.IShares Trust 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 Trust etf to make a market-neutral strategy. Peer analysis of IShares Trust could also be used in its relative valuation, which is a method of valuing IShares Trust by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
iShares Trust Technical and Predictive Analytics
The etf market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of IShares Trust's price movements, a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of IShares Trust's current price.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
IShares Trust Market Strength Events
Market strength indicators help investors to evaluate how IShares Trust 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 Trust shares will generate the highest return on investment. By undertsting and applying IShares Trust etf market strength indicators, traders can identify iShares Trust entry and exit signals to maximize returns.
| Accumulation Distribution | 0.0558 | |||
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 32.25 | |||
| Day Typical Price | 31.94 | |||
| Market Facilitation Index | 1.85 | |||
| Price Action Indicator | (0.93) | |||
| Relative Strength Index | 74.75 |
IShares Trust Risk Indicators
The analysis of IShares Trust'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 Trust'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 | 1.28 | |||
| Semi Deviation | 1.21 | |||
| Standard Deviation | 1.59 | |||
| Variance | 2.52 | |||
| Downside Variance | 1.99 | |||
| Semi Variance | 1.45 | |||
| Expected Short fall | (1.52) |
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.
Pair Trading with IShares Trust
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if IShares Trust position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in IShares Trust will appreciate offsetting losses from the drop in the long position's value.Moving together with IShares Etf
| 0.81 | XLV | Health Care Select Sell-off Trend | PairCorr |
| 0.83 | VHT | Vanguard Health Care | PairCorr |
| 0.88 | IBB | iShares Biotechnology ETF | PairCorr |
| 0.96 | XBI | SPDR SP Biotech | PairCorr |
| 0.71 | IHI | iShares Medical Devices | PairCorr |
Moving against IShares Etf
The ability to find closely correlated positions to IShares Trust could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace IShares Trust when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back IShares Trust - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling iShares Trust to buy it.
The correlation of IShares Trust is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as IShares Trust moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if iShares Trust moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for IShares Trust can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Historical Fundamental Analysis of IShares Trust to cross-verify your projections. To learn how to invest in IShares Etf, please use our How to Invest in IShares Trust guide.You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
The market value of iShares Trust 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 Trust's value that differs from its market value or its book value, called intrinsic value, which is IShares Trust'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 Trust's market value can be influenced by many factors that don't directly affect IShares Trust'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 Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Trust'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.