Ishares Aggregate Bond Fund Market Value
| BMOPX Fund | USD 9.08 0.01 0.11% |
| Symbol | Ishares |
Ishares Us '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 Us' mutual fund 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 Us.
| 10/10/2023 |
| 12/03/2024 |
If you would invest 0.00 in Ishares Us on October 10, 2023 and sell it all today you would earn a total of 0.00 from holding Ishares Aggregate Bond or generate 0.0% return on investment in Ishares Us over 420 days. Ishares Us is related to or competes with Materials Portfolio, Falcon Focus, and Abr 75/25. The fund is a feeder fund that invests all of its assets in the Master Portfolio of MIP, which has the same investment o... More
Ishares Us 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 Us' mutual fund 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 Aggregate Bond upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.41) | |||
| Maximum Drawdown | 1.23 | |||
| Value At Risk | (0.55) | |||
| Potential Upside | 0.4386 |
Ishares Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ishares Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ishares Us' standard deviation. In reality, there are many statistical measures that can use Ishares Us historical prices to predict the future Ishares Us' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | 0.2318 |
Ishares Aggregate Bond Backtested Returns
Ishares Aggregate Bond holds Efficiency (Sharpe) Ratio of -0.0647, which attests that the entity had a -0.0647% return per unit of risk over the last 3 months. Ishares Aggregate Bond exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Ishares Us' Market Risk Adjusted Performance of 0.2418, risk adjusted performance of (0.03), and Standard Deviation of 0.3154 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of -0.0626, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ishares Us are expected to decrease at a much lower rate. During the bear market, Ishares Us is likely to outperform the market.
Auto-correlation | 0.73 |
Good predictability
Ishares Aggregate Bond has good predictability. Overlapping area represents the amount of predictability between Ishares Us time series from 10th of October 2023 to 7th of May 2024 and 7th of May 2024 to 3rd 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 Aggregate Bond price movement. The serial correlation of 0.73 indicates that around 73.0% of current Ishares Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Ishares Aggregate Bond lagged returns against current returns
Autocorrelation, which is Ishares Us mutual fund'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 Us' mutual fund expected returns. We can calculate the autocorrelation of Ishares Us returns to help us make a trade decision. For example, suppose you find that Ishares Us has exhibited high autocorrelation historically, and you observe that the mutual fund 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 Us 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 Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ishares Us mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ishares Us mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ishares Us Lagged Returns
When evaluating Ishares Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ishares Us mutual fund have on its future price. Ishares Us 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 Us autocorrelation shows the relationship between Ishares Us mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ishares Aggregate Bond.
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.Other Information on Investing in Ishares Mutual Fund
Ishares Us financial ratios help investors to determine whether Ishares Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Ishares with respect to the benefits of owning Ishares Us security.
| Transaction History View history of all your transactions and understand their impact on performance | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites |