Iq 50 Percent Etf Market Value
| HFXI Etf | USD 26.47 0.01 0.04% |
| Symbol | HFXI |
The market value of IQ 50 Percent is measured differently than its book value, which is the value of HFXI that is recorded on the company's balance sheet. Investors also form their own opinion of IQ 50's value that differs from its market value or its book value, called intrinsic value, which is IQ 50'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 IQ 50's market value can be influenced by many factors that don't directly affect IQ 50'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 IQ 50's value and its price as these two are different measures arrived at by different means. Investors typically determine if IQ 50 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IQ 50'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.
IQ 50 '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 IQ 50'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 IQ 50.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in IQ 50 on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding IQ 50 Percent or generate 0.0% return on investment in IQ 50 over 720 days. IQ 50 is related to or competes with IShares Currency, Xtrackers MSCI, IShares Currency, WisdomTree International, and WisdomTree Dynamic. The underlying index is an equity benchmark of international stocks from developed markets, with approximately half of t... More
IQ 50 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 IQ 50'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 IQ 50 Percent upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 3.61 | |||
| Value At Risk | (1.26) | |||
| Potential Upside | 0.9534 |
IQ 50 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IQ 50's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IQ 50's standard deviation. In reality, there are many statistical measures that can use IQ 50 historical prices to predict the future IQ 50's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (0.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IQ 50'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.
IQ 50 Percent Backtested Returns
IQ 50 Percent retains Efficiency (Sharpe Ratio) of -0.0838, which attests that the entity had a -0.0838% return per unit of price deviation over the last 3 months. IQ 50 exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IQ 50's Coefficient Of Variation of (1,686), information ratio of (0.24), and Market Risk Adjusted Performance of (0.10) to validate the risk estimate we provide. The etf owns a Beta (Systematic Risk) of 0.46, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IQ 50's returns are expected to increase less than the market. However, during the bear market, the loss of holding IQ 50 is expected to be smaller as well.
Auto-correlation | 0.65 |
Good predictability
IQ 50 Percent has good predictability. Overlapping area represents the amount of predictability between IQ 50 time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 IQ 50 Percent price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current IQ 50 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 1.14 |
IQ 50 Percent lagged returns against current returns
Autocorrelation, which is IQ 50 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 IQ 50's etf expected returns. We can calculate the autocorrelation of IQ 50 returns to help us make a trade decision. For example, suppose you find that IQ 50 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 |
IQ 50 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 IQ 50 etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IQ 50 etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IQ 50 etf over time.
Current vs Lagged Prices |
| Timeline |
IQ 50 Lagged Returns
When evaluating IQ 50's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IQ 50 etf have on its future price. IQ 50 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, IQ 50 autocorrelation shows the relationship between IQ 50 etf current value and its past values and can show if there is a momentum factor associated with investing in IQ 50 Percent.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether IQ 50 Percent offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of IQ 50'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 Iq 50 Percent Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Iq 50 Percent Etf:Check out IQ 50 Correlation, IQ 50 Volatility and IQ 50 Alpha and Beta module to complement your research on IQ 50. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
IQ 50 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.