Ishares 10 Year Etf Market Value
| IGLB Etf | USD 51.61 0.96 1.90% |
| Symbol | IShares |
The market value of iShares 10 Year 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 10's value that differs from its market value or its book value, called intrinsic value, which is IShares 10'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 10's market value can be influenced by many factors that don't directly affect IShares 10'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 10's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares 10 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares 10'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 10 '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 10'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 10.
| 05/30/2024 |
| 11/26/2024 |
If you would invest 0.00 in IShares 10 on May 30, 2024 and sell it all today you would earn a total of 0.00 from holding iShares 10 Year or generate 0.0% return on investment in IShares 10 over 180 days. IShares 10 is related to or competes with SPDR Barclays, IShares 5, IShares 1, IShares Core, and IShares Broad. The fund will invest at least 80 percent of its assets in the component securities of the underlying index, and the fund... More
IShares 10 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 10'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 10 Year upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 2.9 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 0.8008 |
IShares 10 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares 10's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares 10's standard deviation. In reality, there are many statistical measures that can use IShares 10 historical prices to predict the future IShares 10's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | 1.33 |
iShares 10 Year Backtested Returns
iShares 10 Year holds Efficiency (Sharpe) Ratio of -0.0225, which attests that the entity had a -0.0225% return per unit of risk over the last 3 months. iShares 10 Year exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares 10's Standard Deviation of 0.6364, risk adjusted performance of (0.03), and Market Risk Adjusted Performance of 1.34 to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of -0.0259, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares 10 are expected to decrease at a much lower rate. During the bear market, IShares 10 is likely to outperform the market.
Auto-correlation | -0.69 |
Very good reverse predictability
iShares 10 Year has very good reverse predictability. Overlapping area represents the amount of predictability between IShares 10 time series from 30th of May 2024 to 28th of August 2024 and 28th of August 2024 to 26th 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 10 Year price movement. The serial correlation of -0.69 indicates that around 69.0% of current IShares 10 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 1.07 |
iShares 10 Year lagged returns against current returns
Autocorrelation, which is IShares 10 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 10's etf expected returns. We can calculate the autocorrelation of IShares 10 returns to help us make a trade decision. For example, suppose you find that IShares 10 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 10 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 10 etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares 10 etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares 10 etf over time.
Current vs Lagged Prices |
| Timeline |
IShares 10 Lagged Returns
When evaluating IShares 10's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares 10 etf have on its future price. IShares 10 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 10 autocorrelation shows the relationship between IShares 10 etf current value and its past values and can show if there is a momentum factor associated with investing in iShares 10 Year.
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.When determining whether iShares 10 Year offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of IShares 10'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 10 Year Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Ishares 10 Year Etf:Check out IShares 10 Correlation, IShares 10 Volatility and IShares 10 Alpha and Beta module to complement your research on IShares 10. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
IShares 10 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.