Ishares Emerging Markets Etf Market Value
| DVYE Etf | USD 25.88 0.29 1.13% |
| Symbol | IShares |
The market value of iShares Emerging Markets 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 Emerging's value that differs from its market value or its book value, called intrinsic value, which is IShares Emerging'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 Emerging's market value can be influenced by many factors that don't directly affect IShares Emerging'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 Emerging's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Emerging is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Emerging'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 Emerging '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 Emerging'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 Emerging.
| 12/20/2024 |
| 01/19/2025 |
If you would invest 0.00 in IShares Emerging on December 20, 2024 and sell it all today you would earn a total of 0.00 from holding iShares Emerging Markets or generate 0.0% return on investment in IShares Emerging over 30 days. IShares Emerging is related to or competes with Franklin Templeton, Altrius Global, Invesco Exchange, Franklin International, Madison ETFs, Amplify CWP, and Advisors Inner. The fund generally will invest at least 80 percent of its assets in the component securities of the index and in investm... More
IShares Emerging 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 Emerging'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 Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 6.24 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 1.46 |
IShares Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Emerging's standard deviation. In reality, there are many statistical measures that can use IShares Emerging historical prices to predict the future IShares Emerging's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.30) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Emerging'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 Emerging Markets Backtested Returns
iShares Emerging Markets holds Efficiency (Sharpe) Ratio of -0.0546, which attests that the entity had a -0.0546% return per unit of risk over the last 3 months. iShares Emerging Markets exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares Emerging's Market Risk Adjusted Performance of (0.29), risk adjusted performance of (0.06), and Standard Deviation of 1.03 to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Emerging is expected to be smaller as well.
Auto-correlation | -0.44 |
Modest reverse predictability
iShares Emerging Markets has modest reverse predictability. Overlapping area represents the amount of predictability between IShares Emerging time series from 20th of December 2024 to 4th of January 2025 and 4th of January 2025 to 19th 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 Emerging Markets price movement. The serial correlation of -0.44 indicates that just about 44.0% of current IShares Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
iShares Emerging Markets lagged returns against current returns
Autocorrelation, which is IShares Emerging 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 Emerging's etf expected returns. We can calculate the autocorrelation of IShares Emerging returns to help us make a trade decision. For example, suppose you find that IShares Emerging 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 Emerging 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 Emerging etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Emerging etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Emerging etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Emerging Lagged Returns
When evaluating IShares Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Emerging etf have on its future price. IShares Emerging 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 Emerging autocorrelation shows the relationship between IShares Emerging etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Emerging Markets.
Regressed Prices |
| Timeline |
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Check out IShares Emerging Correlation, IShares Emerging Volatility and IShares Emerging Alpha and Beta module to complement your research on IShares Emerging. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
IShares Emerging 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.