Ishares Vii Public Etf Market Value
| CSTNL Etf | USD 641.00 6.86 1.08% |
| Symbol | IShares |
Please note, there is a significant difference between IShares VII's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares VII is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares VII'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 VII '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 VII's pink sheet 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 VII.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in IShares VII on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding iShares VII Public or generate 0.0% return on investment in IShares VII over 30 days. iShares VII Public Limited Company - iShares Core SP 500 UCITS ETF is an exchange traded fund launched by BlackRock Asse... More
IShares VII 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 VII's pink sheet 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 VII Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7902 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 4.75 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.55 |
IShares VII Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares VII's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares VII's standard deviation. In reality, there are many statistical measures that can use IShares VII historical prices to predict the future IShares VII's volatility.| Risk Adjusted Performance | 0.113 | |||
| Jensen Alpha | 0.0179 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1518 |
iShares VII Public Backtested Returns
As of now, IShares Pink Sheet is very steady. iShares VII Public holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15% return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares VII Public, which you can use to evaluate the volatility of the entity. Please check out IShares VII's Downside Deviation of 0.7902, market risk adjusted performance of 0.1618, and Risk Adjusted Performance of 0.113 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. The etf retains a Market Volatility (i.e., Beta) of 0.74, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares VII's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares VII is expected to be smaller as well.
Auto-correlation | 0.77 |
Good predictability
iShares VII Public has good predictability. Overlapping area represents the amount of predictability between IShares VII time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 VII Public price movement. The serial correlation of 0.77 indicates that around 77.0% of current IShares VII price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 40.36 |
iShares VII Public lagged returns against current returns
Autocorrelation, which is IShares VII pink sheet'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 VII's pink sheet expected returns. We can calculate the autocorrelation of IShares VII returns to help us make a trade decision. For example, suppose you find that IShares VII has exhibited high autocorrelation historically, and you observe that the pink sheet 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 VII 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 VII pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares VII pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares VII pink sheet over time.
Current vs Lagged Prices |
| Timeline |
IShares VII Lagged Returns
When evaluating IShares VII's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares VII pink sheet have on its future price. IShares VII 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 VII autocorrelation shows the relationship between IShares VII pink sheet current value and its past values and can show if there is a momentum factor associated with investing in iShares VII Public.
Regressed Prices |
| Timeline |
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IShares VII financial ratios help investors to determine whether IShares Pink Sheet 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 VII security.