IShares Euro (Switzerland) Market Value
| IDVY Etf | CHF 22.22 0.21 0.95% |
| Symbol | IShares |
IShares Euro '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 Euro'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 Euro.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in IShares Euro on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Euro Dividend or generate 0.0% return on investment in IShares Euro over 30 days. IShares Euro is related to or competes with UBSFund Solutions, Vanguard, IShares VII, IShares Core, IShares Core, IShares SP, and Amundi EURO. The investment objective of this Fund is to provide investors with a total return, taking into account both capital and ... More
IShares Euro 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 Euro'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 Euro Dividend upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6878 | |||
| Information Ratio | 0.0299 | |||
| Maximum Drawdown | 2.56 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 0.9179 |
IShares Euro Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Euro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Euro's standard deviation. In reality, there are many statistical measures that can use IShares Euro historical prices to predict the future IShares Euro's volatility.| Risk Adjusted Performance | 0.1153 | |||
| Jensen Alpha | 0.0909 | |||
| Total Risk Alpha | 0.0279 | |||
| Sortino Ratio | 0.0266 | |||
| Treynor Ratio | 11.58 |
iShares Euro Dividend Backtested Returns
At this stage we consider IShares Etf to be very steady. iShares Euro Dividend holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares Euro Dividend, which you can use to evaluate the volatility of the entity. Please check out IShares Euro's Market Risk Adjusted Performance of 11.59, downside deviation of 0.6878, and Risk Adjusted Performance of 0.1153 to validate if the risk estimate we provide is consistent with the expected return of 0.0877%. The etf retains a Market Volatility (i.e., Beta) of 0.0079, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Euro's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Euro is expected to be smaller as well.
Auto-correlation | 0.51 |
Modest predictability
iShares Euro Dividend has modest predictability. Overlapping area represents the amount of predictability between IShares Euro time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th of December 2025. 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 Euro Dividend price movement. The serial correlation of 0.51 indicates that about 51.0% of current IShares Euro price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
iShares Euro Dividend lagged returns against current returns
Autocorrelation, which is IShares Euro 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 Euro's etf expected returns. We can calculate the autocorrelation of IShares Euro returns to help us make a trade decision. For example, suppose you find that IShares Euro 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 Euro 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 Euro etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Euro etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Euro etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Euro Lagged Returns
When evaluating IShares Euro's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Euro etf have on its future price. IShares Euro 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 Euro autocorrelation shows the relationship between IShares Euro etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Euro Dividend.
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.Other Information on Investing in IShares Etf
IShares Euro 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 Euro security.