IShares AEX (Netherlands) Market Value
| IAEX Etf | EUR 89.37 0.14 0.16% |
| Symbol | IShares |
IShares AEX '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 AEX'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 AEX.
| 06/20/2023 |
| 12/11/2024 |
If you would invest 0.00 in IShares AEX on June 20, 2023 and sell it all today you would earn a total of 0.00 from holding iShares AEX UCITS or generate 0.0% return on investment in IShares AEX over 540 days. IShares AEX is related to or competes with Vanguard, IShares II, Vanguard FTSE, IShares SP, and IShares Euro. The investment objective of this Fund is to provide investors with a total return, taking into account both capital and ... More
IShares AEX 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 AEX'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 AEX UCITS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8302 | |||
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 4.32 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.16 |
IShares AEX Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares AEX's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares AEX's standard deviation. In reality, there are many statistical measures that can use IShares AEX historical prices to predict the future IShares AEX's volatility.| Risk Adjusted Performance | 0.0252 | |||
| Jensen Alpha | 0.0177 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | (1.44) |
iShares AEX UCITS Backtested Returns
Currently, iShares AEX UCITS is very steady. iShares AEX UCITS holds Efficiency (Sharpe) Ratio of 0.0104, which attests that the entity had a 0.0104% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares AEX UCITS, which you can use to evaluate the volatility of the entity. Please check out IShares AEX's Market Risk Adjusted Performance of (1.43), downside deviation of 0.8302, and Risk Adjusted Performance of 0.0252 to validate if the risk estimate we provide is consistent with the expected return of 0.0081%. The etf retains a Market Volatility (i.e., Beta) of -0.0114, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares AEX are expected to decrease at a much lower rate. During the bear market, IShares AEX is likely to outperform the market.
Auto-correlation | -0.46 |
Modest reverse predictability
iShares AEX UCITS has modest reverse predictability. Overlapping area represents the amount of predictability between IShares AEX time series from 20th of June 2023 to 16th of March 2024 and 16th of March 2024 to 11th of December 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 AEX UCITS price movement. The serial correlation of -0.46 indicates that about 46.0% of current IShares AEX price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 4.81 |
iShares AEX UCITS lagged returns against current returns
Autocorrelation, which is IShares AEX 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 AEX's etf expected returns. We can calculate the autocorrelation of IShares AEX returns to help us make a trade decision. For example, suppose you find that IShares AEX 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 AEX 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 AEX etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares AEX etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares AEX etf over time.
Current vs Lagged Prices |
| Timeline |
IShares AEX Lagged Returns
When evaluating IShares AEX's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares AEX etf have on its future price. IShares AEX 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 AEX autocorrelation shows the relationship between IShares AEX etf current value and its past values and can show if there is a momentum factor associated with investing in iShares AEX UCITS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in IShares Etf
IShares AEX 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 AEX security.