Ishares 7 10 Year Etf Market Value
| IEF Etf | USD 93.54 0.05 0.05% |
| Symbol | IShares |
The market value of iShares 7 10 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 7's value that differs from its market value or its book value, called intrinsic value, which is IShares 7'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 7's market value can be influenced by many factors that don't directly affect IShares 7'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 7's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares 7 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares 7'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 7 '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 7'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 7.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in IShares 7 on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding iShares 7 10 Year or generate 0.0% return on investment in IShares 7 over 720 days. IShares 7 is related to or competes with IShares 1, IShares 20, IShares IBoxx, IShares 3, and IShares TIPS. The underlying index measures the performance of public obligations of the U.S More
IShares 7 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 7'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 7 10 Year upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.46) | |||
| Maximum Drawdown | 1.69 | |||
| Value At Risk | (0.63) | |||
| Potential Upside | 0.5338 |
IShares 7 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares 7's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares 7's standard deviation. In reality, there are many statistical measures that can use IShares 7 historical prices to predict the future IShares 7's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (1.17) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares 7'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 7 10 Backtested Returns
iShares 7 10 holds Efficiency (Sharpe) Ratio of -0.15, which attests that the entity had a -0.15% return per unit of risk over the last 3 months. iShares 7 10 exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares 7's Risk Adjusted Performance of (0.13), market risk adjusted performance of (1.16), and Standard Deviation of 0.3553 to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.0539, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares 7's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares 7 is expected to be smaller as well.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
iShares 7 10 Year has almost perfect reverse predictability. Overlapping area represents the amount of predictability between IShares 7 time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 7 10 price movement. The serial correlation of -0.74 indicates that around 74.0% of current IShares 7 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 5.17 |
iShares 7 10 lagged returns against current returns
Autocorrelation, which is IShares 7 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 7's etf expected returns. We can calculate the autocorrelation of IShares 7 returns to help us make a trade decision. For example, suppose you find that IShares 7 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 7 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 7 etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares 7 etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares 7 etf over time.
Current vs Lagged Prices |
| Timeline |
IShares 7 Lagged Returns
When evaluating IShares 7's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares 7 etf have on its future price. IShares 7 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 7 autocorrelation shows the relationship between IShares 7 etf current value and its past values and can show if there is a momentum factor associated with investing in iShares 7 10 Year.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether iShares 7 10 is a strong investment it is important to analyze IShares 7's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact IShares 7's future performance. For an informed investment choice regarding IShares Etf, refer to the following important reports:Check out IShares 7 Correlation, IShares 7 Volatility and IShares 7 Alpha and Beta module to complement your research on IShares 7. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
IShares 7 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.