Ishares Bbb B Clo Etf Market Value
| BCLO Etf | 49.57 0.02 0.04% |
| Symbol | IShares |
The market value of iShares BBB B 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 BBB's value that differs from its market value or its book value, called intrinsic value, which is IShares BBB'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 BBB's market value can be influenced by many factors that don't directly affect IShares BBB'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 BBB's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares BBB is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares BBB'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 BBB '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 BBB'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 BBB.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in IShares BBB on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding iShares BBB B CLO or generate 0.0% return on investment in IShares BBB over 30 days. IShares BBB is related to or competes with First Trust, Cambria Value, Managed Portfolio, GraniteShares YieldBOOST, Innovator, Franklin FTSE, and Investment Managers. IShares BBB is entity of United States. It is traded as Etf on NASDAQ exchange. More
IShares BBB 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 BBB'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 BBB B CLO upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1676 | |||
| Information Ratio | (0.48) | |||
| Maximum Drawdown | 0.9574 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.1618 |
IShares BBB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares BBB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares BBB's standard deviation. In reality, there are many statistical measures that can use IShares BBB historical prices to predict the future IShares BBB's volatility.| Risk Adjusted Performance | 0.0601 | |||
| Jensen Alpha | 0.0063 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.36) | |||
| Treynor Ratio | 0.2222 |
iShares BBB B Backtested Returns
As of now, IShares Etf is very steady. iShares BBB B holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for iShares BBB B, which you can use to evaluate the volatility of the entity. Please check out IShares BBB's Downside Deviation of 0.1676, market risk adjusted performance of 0.2322, and Risk Adjusted Performance of 0.0601 to validate if the risk estimate we provide is consistent with the expected return of 0.0165%. The etf retains a Market Volatility (i.e., Beta) of 0.0412, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares BBB's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares BBB is expected to be smaller as well.
Auto-correlation | 0.66 |
Good predictability
iShares BBB B CLO has good predictability. Overlapping area represents the amount of predictability between IShares BBB time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th of December 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 iShares BBB B price movement. The serial correlation of 0.66 indicates that around 66.0% of current IShares BBB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
iShares BBB B lagged returns against current returns
Autocorrelation, which is IShares BBB 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 BBB's etf expected returns. We can calculate the autocorrelation of IShares BBB returns to help us make a trade decision. For example, suppose you find that IShares BBB 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 BBB 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 BBB etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares BBB etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares BBB etf over time.
Current vs Lagged Prices |
| Timeline |
IShares BBB Lagged Returns
When evaluating IShares BBB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares BBB etf have on its future price. IShares BBB 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 BBB autocorrelation shows the relationship between IShares BBB etf current value and its past values and can show if there is a momentum factor associated with investing in iShares BBB B CLO.
Regressed Prices |
| Timeline |
Pair Trading with IShares BBB
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 BBB 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 BBB will appreciate offsetting losses from the drop in the long position's value.Moving together with IShares Etf
| 0.91 | JAAA | Janus Detroit Street | PairCorr |
| 0.88 | JBBB | Janus Detroit Street | PairCorr |
| 0.9 | CLOI | VanEck ETF Trust | PairCorr |
The ability to find closely correlated positions to IShares BBB 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 BBB 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 BBB - 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 BBB B CLO to buy it.
The correlation of IShares BBB 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 BBB moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if iShares BBB B 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 BBB 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 IShares BBB Correlation, IShares BBB Volatility and IShares BBB Alpha and Beta module to complement your research on IShares BBB. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
IShares BBB 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.