Ishares 25 Year Etf Market Value
| GOVZ Etf | USD 10.89 0.44 4.21% |
| Symbol | IShares |
The market value of iShares 25 Year 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 25's value that differs from its market value or its book value, called intrinsic value, which is IShares 25'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 25's market value can be influenced by many factors that don't directly affect IShares 25'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 25's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares 25 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares 25'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 25 '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 25'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 25.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in IShares 25 on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding iShares 25 Year or generate 0.0% return on investment in IShares 25 over 720 days. IShares 25 is related to or competes with IShares Treasury, Schwab Long, IShares IBonds, IShares IBonds, and IShares 0. The fund will invest at least 80 percent of its assets in the component securities of the index, and the fund will inves... More
IShares 25 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 25'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 25 Year upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 7.11 | |||
| Value At Risk | (2.39) | |||
| Potential Upside | 2.45 |
IShares 25 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares 25's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares 25's standard deviation. In reality, there are many statistical measures that can use IShares 25 historical prices to predict the future IShares 25's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | 0.3557 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares 25'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 25 Year Backtested Returns
iShares 25 Year holds Efficiency (Sharpe) Ratio of -0.0712, which attests that the entity had a -0.0712% return per unit of risk over the last 3 months. iShares 25 Year exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares 25's Risk Adjusted Performance of (0.09), market risk adjusted performance of 0.3657, and Standard Deviation of 1.33 to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of -0.49, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning IShares 25 are expected to decrease at a much lower rate. During the bear market, IShares 25 is likely to outperform the market.
Auto-correlation | -0.27 |
Weak reverse predictability
iShares 25 Year has weak reverse predictability. Overlapping area represents the amount of predictability between IShares 25 time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 to 26th 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 25 Year price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current IShares 25 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
iShares 25 Year lagged returns against current returns
Autocorrelation, which is IShares 25 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 25's etf expected returns. We can calculate the autocorrelation of IShares 25 returns to help us make a trade decision. For example, suppose you find that IShares 25 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 25 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 25 etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares 25 etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares 25 etf over time.
Current vs Lagged Prices |
| Timeline |
IShares 25 Lagged Returns
When evaluating IShares 25's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares 25 etf have on its future price. IShares 25 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 25 autocorrelation shows the relationship between IShares 25 etf current value and its past values and can show if there is a momentum factor associated with investing in iShares 25 Year.
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 25 Year offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of IShares 25'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 25 Year Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Ishares 25 Year Etf:Check out IShares 25 Correlation, IShares 25 Volatility and IShares 25 Alpha and Beta module to complement your research on IShares 25. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
IShares 25 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.