Ishares Msci Eafe Fund Market Value
| BTMPX Fund | USD 15.70 0.11 0.71% |
| Symbol | Ishares |
Ishares Msci '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 Msci's 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 Msci.
| 10/26/2024 |
| 01/24/2025 |
If you would invest 0.00 in Ishares Msci on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Ishares Msci Eafe or generate 0.0% return on investment in Ishares Msci over 90 days. Ishares Msci is related to or competes with Valic Company, Mutual Of, Great West, William Blair, Small Cap, Queens Road, and American Century. The investment seeks to match the performance of the MSCI EAFE Index in U.S More
Ishares Msci 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 Msci's 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 Msci Eafe upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 3.75 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.07 |
Ishares Msci Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ishares Msci's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ishares Msci's standard deviation. In reality, there are many statistical measures that can use Ishares Msci historical prices to predict the future Ishares Msci's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.04) |
Ishares Msci Eafe Backtested Returns
Ishares Msci Eafe holds Efficiency (Sharpe) Ratio of -0.0156, which attests that the entity had a -0.0156 % return per unit of risk over the last 3 months. Ishares Msci Eafe exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Ishares Msci's insignificant Risk Adjusted Performance, standard deviation of 0.7733, and Market Risk Adjusted Performance of (0.03) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Ishares Msci's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ishares Msci is expected to be smaller as well.
Auto-correlation | 0.59 |
Modest predictability
Ishares Msci Eafe has modest predictability. Overlapping area represents the amount of predictability between Ishares Msci time series from 26th of October 2024 to 10th of December 2024 and 10th of December 2024 to 24th of January 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 Msci Eafe price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Ishares Msci price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Ishares Msci Eafe lagged returns against current returns
Autocorrelation, which is Ishares Msci 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 Msci's mutual fund expected returns. We can calculate the autocorrelation of Ishares Msci returns to help us make a trade decision. For example, suppose you find that Ishares Msci 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 Msci 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 Msci mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ishares Msci 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 Msci mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ishares Msci Lagged Returns
When evaluating Ishares Msci's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ishares Msci mutual fund have on its future price. Ishares Msci 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 Msci autocorrelation shows the relationship between Ishares Msci mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ishares Msci Eafe.
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 Msci 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 Msci security.
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