Ishares Future Ai Etf Market Value
| ARTY Etf | 37.77 0.92 2.38% |
| Symbol | IShares |
The market value of iShares Future AI 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 Future's value that differs from its market value or its book value, called intrinsic value, which is IShares Future'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 Future's market value can be influenced by many factors that don't directly affect IShares Future'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 Future's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Future is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Future'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 Future '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 Future'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 Future.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in IShares Future on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding iShares Future AI or generate 0.0% return on investment in IShares Future over 30 days. IShares Future is related to or competes with Invesco DWA, Invesco Dynamic, SCOR PK, Morningstar Unconstrained, Thrivent High, Via Renewables, and Bondbloxx ETF. IShares Future is entity of United States More
IShares Future 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 Future'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 Future AI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.49 | |||
| Information Ratio | 0.1059 | |||
| Maximum Drawdown | 6.38 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 2.71 |
IShares Future Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Future's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Future's standard deviation. In reality, there are many statistical measures that can use IShares Future historical prices to predict the future IShares Future's volatility.| Risk Adjusted Performance | 0.1446 | |||
| Jensen Alpha | 0.2251 | |||
| Total Risk Alpha | 0.0397 | |||
| Sortino Ratio | 0.1013 | |||
| Treynor Ratio | 0.7554 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Future'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.
iShares Future AI Backtested Returns
IShares Future appears to be very steady, given 3 months investment horizon. iShares Future AI holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares Future AI, which you can use to evaluate the volatility of the entity. Please utilize IShares Future's Risk Adjusted Performance of 0.1446, downside deviation of 1.49, and Market Risk Adjusted Performance of 0.7654 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 0.35, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Future's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Future is expected to be smaller as well.
Auto-correlation | -0.23 |
Weak reverse predictability
iShares Future AI has weak reverse predictability. Overlapping area represents the amount of predictability between IShares Future time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 Future AI price movement. The serial correlation of -0.23 indicates that over 23.0% of current IShares Future price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
iShares Future AI lagged returns against current returns
Autocorrelation, which is IShares Future 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 Future's etf expected returns. We can calculate the autocorrelation of IShares Future returns to help us make a trade decision. For example, suppose you find that IShares Future 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 Future 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 Future etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Future etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Future etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Future Lagged Returns
When evaluating IShares Future's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Future etf have on its future price. IShares Future 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 Future autocorrelation shows the relationship between IShares Future etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Future AI.
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 iShares Future AI offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of IShares Future's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Ishares Future Ai Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Ishares Future Ai Etf:Check out IShares Future Correlation, IShares Future Volatility and IShares Future Alpha and Beta module to complement your research on IShares Future. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
IShares Future 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.