Ishares Dividend And Etf Market Value
| DIVB Etf | USD 50.54 0.44 0.88% |
| Symbol | IShares |
The market value of iShares Dividend 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 Dividend's value that differs from its market value or its book value, called intrinsic value, which is IShares Dividend'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 Dividend's market value can be influenced by many factors that don't directly affect IShares Dividend'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 Dividend's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Dividend is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Dividend'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 Dividend '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 Dividend'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 Dividend.
| 09/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in IShares Dividend on September 25, 2024 and sell it all today you would earn a total of 0.00 from holding iShares Dividend and or generate 0.0% return on investment in IShares Dividend over 60 days. IShares Dividend is related to or competes with IShares ESG, Pacer Cash, IShares MSCI, Invesco KBW, and IShares International. The fund generally will invest at least 80 percent of its assets in the component securities of its underlying index and... More
IShares Dividend 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 Dividend'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 Dividend and upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5163 | |||
| Information Ratio | (0.0002) | |||
| Maximum Drawdown | 3.81 | |||
| Value At Risk | (0.81) | |||
| Potential Upside | 1.13 |
IShares Dividend Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Dividend's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Dividend's standard deviation. In reality, there are many statistical measures that can use IShares Dividend historical prices to predict the future IShares Dividend's volatility.| Risk Adjusted Performance | 0.142 | |||
| Jensen Alpha | 0.0188 | |||
| Total Risk Alpha | 0.0103 | |||
| Sortino Ratio | (0.0002) | |||
| Treynor Ratio | 0.143 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Dividend's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
iShares Dividend Backtested Returns
At this point, IShares Dividend is very steady. iShares Dividend holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16% return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares Dividend, which you can use to evaluate the volatility of the entity. Please check out IShares Dividend's Downside Deviation of 0.5163, risk adjusted performance of 0.142, and Market Risk Adjusted Performance of 0.153 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. The etf retains a Market Volatility (i.e., Beta) of 0.84, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Dividend's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Dividend is expected to be smaller as well.
Auto-correlation | 0.54 |
Modest predictability
iShares Dividend and has modest predictability. Overlapping area represents the amount of predictability between IShares Dividend time series from 25th of September 2024 to 25th of October 2024 and 25th of October 2024 to 24th of November 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 Dividend price movement. The serial correlation of 0.54 indicates that about 54.0% of current IShares Dividend price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.59 |
iShares Dividend lagged returns against current returns
Autocorrelation, which is IShares Dividend 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 Dividend's etf expected returns. We can calculate the autocorrelation of IShares Dividend returns to help us make a trade decision. For example, suppose you find that IShares Dividend 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 Dividend 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 Dividend etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Dividend etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Dividend etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Dividend Lagged Returns
When evaluating IShares Dividend's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Dividend etf have on its future price. IShares Dividend 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 Dividend autocorrelation shows the relationship between IShares Dividend etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Dividend and.
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.When determining whether iShares Dividend offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of IShares Dividend's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Ishares Dividend And Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Ishares Dividend And Etf:Check out IShares Dividend Correlation, IShares Dividend Volatility and IShares Dividend Alpha and Beta module to complement your research on IShares Dividend. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
IShares Dividend 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.