IShares France (Netherlands) Market Value
| IFRB Etf | EUR 130.47 0.38 0.29% |
| Symbol | IShares |
IShares France '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 France'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 France.
| 05/04/2023 |
| 11/24/2024 |
If you would invest 0.00 in IShares France on May 4, 2023 and sell it all today you would earn a total of 0.00 from holding iShares France Govt or generate 0.0% return on investment in IShares France over 570 days. IShares France is related to or competes with IShares III, IShares Core, IShares Core, and IShares STOXX. The fund is an exchange traded fund that aims to track the performance of the Barclays France Treasury Bond Index as clo... More
IShares France 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 France'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 France Govt upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2807 | |||
| Information Ratio | (0.44) | |||
| Maximum Drawdown | 1.45 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.4777 |
IShares France Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares France's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares France's standard deviation. In reality, there are many statistical measures that can use IShares France historical prices to predict the future IShares France's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.45) | |||
| Treynor Ratio | 3.31 |
iShares France Govt Backtested Returns
Currently, iShares France Govt is very steady. iShares France Govt holds Efficiency (Sharpe) Ratio of 0.0256, which attests that the entity had a 0.0256% return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares France Govt, which you can use to evaluate the volatility of the entity. Please check out IShares France's Market Risk Adjusted Performance of 3.32, insignificant risk adjusted performance, and Downside Deviation of 0.2807 to validate if the risk estimate we provide is consistent with the expected return of 0.0074%. The etf retains a Market Volatility (i.e., Beta) of -0.0017, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares France are expected to decrease at a much lower rate. During the bear market, IShares France is likely to outperform the market.
Auto-correlation | 0.51 |
Modest predictability
iShares France Govt has modest predictability. Overlapping area represents the amount of predictability between IShares France time series from 4th of May 2023 to 13th of February 2024 and 13th of February 2024 to 24th 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 France Govt price movement. The serial correlation of 0.51 indicates that about 51.0% of current IShares France price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 1.62 |
iShares France Govt lagged returns against current returns
Autocorrelation, which is IShares France 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 France's etf expected returns. We can calculate the autocorrelation of IShares France returns to help us make a trade decision. For example, suppose you find that IShares France 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 France 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 France etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares France etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares France etf over time.
Current vs Lagged Prices |
| Timeline |
IShares France Lagged Returns
When evaluating IShares France's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares France etf have on its future price. IShares France 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 France autocorrelation shows the relationship between IShares France etf current value and its past values and can show if there is a momentum factor associated with investing in iShares France Govt.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in IShares Etf
IShares France 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 France security.