IShares Pfandbriefe (Germany) Market Value
| EXHE Etf | EUR 96.80 0.17 0.18% |
| Symbol | IShares |
Please note, there is a significant difference between IShares Pfandbriefe's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Pfandbriefe is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Pfandbriefe'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 Pfandbriefe '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 Pfandbriefe'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 Pfandbriefe.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in IShares Pfandbriefe on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Pfandbriefe UCITS or generate 0.0% return on investment in IShares Pfandbriefe over 30 days. IShares Pfandbriefe is related to or competes with Multi Units, Xtrackers MSCI, IShares STOXX, and Invesco Markets. More
IShares Pfandbriefe 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 Pfandbriefe'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 Pfandbriefe UCITS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1158 | |||
| Information Ratio | (0.58) | |||
| Maximum Drawdown | 0.4856 | |||
| Value At Risk | (0.17) | |||
| Potential Upside | 0.1548 |
IShares Pfandbriefe Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Pfandbriefe's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Pfandbriefe's standard deviation. In reality, there are many statistical measures that can use IShares Pfandbriefe historical prices to predict the future IShares Pfandbriefe's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.49) | |||
| Treynor Ratio | 0.2317 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Pfandbriefe'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 Pfandbriefe UCITS Backtested Returns
iShares Pfandbriefe UCITS holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. iShares Pfandbriefe UCITS exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares Pfandbriefe's Downside Deviation of 0.1158, market risk adjusted performance of 0.2417, and Risk Adjusted Performance of (0.05) to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of -0.0335, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Pfandbriefe are expected to decrease at a much lower rate. During the bear market, IShares Pfandbriefe is likely to outperform the market.
Auto-correlation | -0.67 |
Very good reverse predictability
iShares Pfandbriefe UCITS has very good reverse predictability. Overlapping area represents the amount of predictability between IShares Pfandbriefe time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd of January 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 iShares Pfandbriefe UCITS price movement. The serial correlation of -0.67 indicates that around 67.0% of current IShares Pfandbriefe price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
iShares Pfandbriefe UCITS lagged returns against current returns
Autocorrelation, which is IShares Pfandbriefe 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 Pfandbriefe's etf expected returns. We can calculate the autocorrelation of IShares Pfandbriefe returns to help us make a trade decision. For example, suppose you find that IShares Pfandbriefe 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 Pfandbriefe 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 Pfandbriefe etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Pfandbriefe etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Pfandbriefe etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Pfandbriefe Lagged Returns
When evaluating IShares Pfandbriefe's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Pfandbriefe etf have on its future price. IShares Pfandbriefe 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 Pfandbriefe autocorrelation shows the relationship between IShares Pfandbriefe etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Pfandbriefe UCITS.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in IShares Etf
IShares Pfandbriefe financial ratios help investors to determine whether IShares Etf 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 Pfandbriefe security.