Igbsf Etf Market Value
| IGBSF Etf | USD 12.27 0.13 1.07% |
| Symbol | IGBSF |
Please note, there is a significant difference between IGBSF's value and its price as these two are different measures arrived at by different means. Investors typically determine if IGBSF is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IGBSF'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.
IGBSF '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 IGBSF's otc 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 IGBSF.
| 12/15/2025 |
| 01/14/2026 |
If you would invest 0.00 in IGBSF on December 15, 2025 and sell it all today you would earn a total of 0.00 from holding IGBSF or generate 0.0% return on investment in IGBSF over 30 days. IGBSF is related to or competes with AXS 15X, Thrivent High, High-yield Municipal, Morningstar Unconstrained, Via Renewables, Jpmorgan Smartretirement*, and AMPL. More
IGBSF 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 IGBSF's otc 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 IGBSF upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.12 | |||
| Maximum Drawdown | 8.25 | |||
| Value At Risk | (0.56) | |||
| Potential Upside | 2.58 |
IGBSF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IGBSF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IGBSF's standard deviation. In reality, there are many statistical measures that can use IGBSF historical prices to predict the future IGBSF's volatility.| Risk Adjusted Performance | 0.1564 | |||
| Jensen Alpha | 0.2453 | |||
| Total Risk Alpha | 0.0648 | |||
| Treynor Ratio | 1.77 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IGBSF'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.
IGBSF Backtested Returns
IGBSF appears to be very steady, given 3 months investment horizon. IGBSF retains Efficiency (Sharpe Ratio) of 0.21, which attests that the entity had a 0.21 % return per unit of return volatility over the last 3 months. We have found twenty-one technical indicators for IGBSF, which you can use to evaluate the volatility of the entity. Please utilize IGBSF's Standard Deviation of 1.26, market risk adjusted performance of 1.78, and Coefficient Of Variation of 464.64 to validate if our risk estimates are consistent with your expectations. The etf owns a Beta (Systematic Risk) of 0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IGBSF's returns are expected to increase less than the market. However, during the bear market, the loss of holding IGBSF is expected to be smaller as well.
Auto-correlation | 0.51 |
Modest predictability
IGBSF has modest predictability. Overlapping area represents the amount of predictability between IGBSF time series from 15th of December 2025 to 30th of December 2025 and 30th of December 2025 to 14th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of IGBSF price movement. The serial correlation of 0.51 indicates that about 51.0% of current IGBSF price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
IGBSF lagged returns against current returns
Autocorrelation, which is IGBSF otc 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 IGBSF's otc etf expected returns. We can calculate the autocorrelation of IGBSF returns to help us make a trade decision. For example, suppose you find that IGBSF has exhibited high autocorrelation historically, and you observe that the otc 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 |
IGBSF 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 IGBSF otc etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IGBSF otc etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IGBSF otc etf over time.
Current vs Lagged Prices |
| Timeline |
IGBSF Lagged Returns
When evaluating IGBSF's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IGBSF otc etf have on its future price. IGBSF 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, IGBSF autocorrelation shows the relationship between IGBSF otc etf current value and its past values and can show if there is a momentum factor associated with investing in IGBSF.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in IGBSF OTC Etf
IGBSF financial ratios help investors to determine whether IGBSF OTC 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 IGBSF with respect to the benefits of owning IGBSF security.