Xtrackers Msci Japan Etf Market Value
| DBJP Etf | USD 107.76 0.41 0.38% |
| Symbol | Xtrackers |
Understanding Xtrackers MSCI Japan requires distinguishing between market price and book value, where the latter reflects Xtrackers's accounting equity. The concept of intrinsic value - what Xtrackers MSCI's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Market sentiment, economic cycles, and investor behavior can push Xtrackers MSCI's price substantially above or below its fundamental value.
It's important to distinguish between Xtrackers MSCI's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Xtrackers MSCI should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. In contrast, Xtrackers MSCI's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
Xtrackers 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 Xtrackers MSCI'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 Xtrackers MSCI.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Xtrackers MSCI on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Xtrackers MSCI Japan or generate 0.0% return on investment in Xtrackers MSCI over 90 days. Xtrackers MSCI is related to or competes with IShares Currency, WisdomTree Dynamic, SPDR MSCI, IShares MSCI, WisdomTree International, 6 Meridian, and SPDR Bridgewater. The fund, using a passive or indexing investment approach, seeks investment results that correspond generally to the per... More
Xtrackers 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 Xtrackers MSCI'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 Xtrackers MSCI Japan upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | 0.1524 | |||
| Maximum Drawdown | 4.9 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 1.92 |
Xtrackers MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xtrackers MSCI's standard deviation. In reality, there are many statistical measures that can use Xtrackers MSCI historical prices to predict the future Xtrackers MSCI's volatility.| Risk Adjusted Performance | 0.1764 | |||
| Jensen Alpha | 0.1759 | |||
| Total Risk Alpha | 0.1469 | |||
| Sortino Ratio | 0.1544 | |||
| Treynor Ratio | 0.2567 |
Xtrackers MSCI February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1764 | |||
| Market Risk Adjusted Performance | 0.2667 | |||
| Mean Deviation | 0.8159 | |||
| Semi Deviation | 0.8073 | |||
| Downside Deviation | 1.1 | |||
| Coefficient Of Variation | 464.61 | |||
| Standard Deviation | 1.11 | |||
| Variance | 1.24 | |||
| Information Ratio | 0.1524 | |||
| Jensen Alpha | 0.1759 | |||
| Total Risk Alpha | 0.1469 | |||
| Sortino Ratio | 0.1544 | |||
| Treynor Ratio | 0.2567 | |||
| Maximum Drawdown | 4.9 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 1.92 | |||
| Downside Variance | 1.21 | |||
| Semi Variance | 0.6518 | |||
| Expected Short fall | (0.88) | |||
| Skewness | 0.2567 | |||
| Kurtosis | 1.14 |
Xtrackers MSCI Japan Backtested Returns
Xtrackers MSCI appears to be very steady, given 3 months investment horizon. Xtrackers MSCI Japan shows Sharpe Ratio of 0.24, which attests that the etf had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Xtrackers MSCI Japan, which you can use to evaluate the volatility of the etf. Please utilize Xtrackers MSCI's Downside Deviation of 1.1, mean deviation of 0.8159, and Market Risk Adjusted Performance of 0.2667 to validate if our risk estimates are consistent with your expectations. The entity maintains a market beta of 0.89, which attests to possible diversification benefits within a given portfolio. Xtrackers MSCI returns are very sensitive to returns on the market. As the market goes up or down, Xtrackers MSCI is expected to follow.
Auto-correlation | 0.62 |
Good predictability
Xtrackers MSCI Japan has good predictability. Overlapping area represents the amount of predictability between Xtrackers MSCI time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Xtrackers MSCI Japan price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Xtrackers MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 13.34 |
Pair Trading with Xtrackers MSCI
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 Xtrackers MSCI 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 Xtrackers MSCI will appreciate offsetting losses from the drop in the long position's value.Moving together with Xtrackers Etf
| 0.98 | EWJ | iShares MSCI Japan | PairCorr |
| 0.98 | BBJP | JPMorgan BetaBuilders Low Volatility | PairCorr |
| 0.99 | DXJ | WisdomTree Japan Hedged | PairCorr |
| 0.98 | FLJP | Franklin FTSE Japan | PairCorr |
| 1.0 | HEWJ | iShares Currency Hedged | PairCorr |
Moving against Xtrackers Etf
The ability to find closely correlated positions to Xtrackers MSCI could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Xtrackers MSCI 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 Xtrackers MSCI - 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 Xtrackers MSCI Japan to buy it.
The correlation of Xtrackers MSCI 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 Xtrackers MSCI moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Xtrackers MSCI Japan 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 Xtrackers MSCI 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 Xtrackers MSCI Correlation, Xtrackers MSCI Volatility and Xtrackers MSCI Performance module to complement your research on Xtrackers MSCI. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Xtrackers MSCI 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.