Ishares Broker Dealers Securities Etf Market Value
| IAI Etf | USD 152.00 1.23 0.82% |
| Symbol | IShares |
The market value of iShares Broker Dealers 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 Broker's value that differs from its market value or its book value, called intrinsic value, which is IShares Broker'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 Broker's market value can be influenced by many factors that don't directly affect IShares Broker'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 Broker's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Broker is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Broker'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 Broker '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 Broker'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 Broker.
| 05/27/2024 |
| 11/23/2024 |
If you would invest 0.00 in IShares Broker on May 27, 2024 and sell it all today you would earn a total of 0.00 from holding iShares Broker Dealers Securities or generate 0.0% return on investment in IShares Broker over 180 days. IShares Broker is related to or competes with IShares Insurance, IShares Regional, IShares Financial, SPDR SP, and IShares Healthcare. The index measures the performance of the investment services sector of the U.S More
IShares Broker 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 Broker'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 Broker Dealers Securities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9045 | |||
| Information Ratio | 0.1353 | |||
| Maximum Drawdown | 8.39 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 1.79 |
IShares Broker Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Broker's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Broker's standard deviation. In reality, there are many statistical measures that can use IShares Broker historical prices to predict the future IShares Broker's volatility.| Risk Adjusted Performance | 0.1842 | |||
| Jensen Alpha | 0.1229 | |||
| Total Risk Alpha | 0.0916 | |||
| Sortino Ratio | 0.197 | |||
| Treynor Ratio | 0.205 |
iShares Broker Dealers Backtested Returns
IShares Broker appears to be very steady, given 3 months investment horizon. iShares Broker Dealers holds Efficiency (Sharpe) Ratio of 0.22, which attests that the entity had a 0.22% return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares Broker Dealers, which you can use to evaluate the volatility of the entity. Please utilize IShares Broker's Downside Deviation of 0.9045, market risk adjusted performance of 0.215, and Risk Adjusted Performance of 0.1842 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 1.46, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, IShares Broker will likely underperform.
Auto-correlation | 0.83 |
Very good predictability
iShares Broker Dealers Securities has very good predictability. Overlapping area represents the amount of predictability between IShares Broker time series from 27th of May 2024 to 25th of August 2024 and 25th of August 2024 to 23rd 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 Broker Dealers price movement. The serial correlation of 0.83 indicates that around 83.0% of current IShares Broker price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 70.44 |
iShares Broker Dealers lagged returns against current returns
Autocorrelation, which is IShares Broker 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 Broker's etf expected returns. We can calculate the autocorrelation of IShares Broker returns to help us make a trade decision. For example, suppose you find that IShares Broker 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 Broker 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 Broker etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Broker etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Broker etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Broker Lagged Returns
When evaluating IShares Broker's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Broker etf have on its future price. IShares Broker 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 Broker autocorrelation shows the relationship between IShares Broker etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Broker Dealers Securities.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether iShares Broker Dealers offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of IShares Broker'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 Broker Dealers Securities Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Ishares Broker Dealers Securities Etf:Check out IShares Broker Correlation, IShares Broker Volatility and IShares Broker Alpha and Beta module to complement your research on IShares Broker. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
IShares Broker 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.