Ishares Public Limited Etf Market Value
| IHPCF Etf | USD 60.74 0.23 0.38% |
| Symbol | IShares |
Please note, there is a significant difference between IShares Public's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Public is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Public'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 Public '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 Public'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 IShares Public.
| 01/04/2025 |
| 02/03/2025 |
If you would invest 0.00 in IShares Public on January 4, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Public Limited or generate 0.0% return on investment in IShares Public over 30 days. IShares Public is related to or competes with Vanguard Total, SPDR SP, IShares Core, Vanguard Total, Vanguard Value, Vanguard Growth, and Vanguard Mid. iShares Public Limited Company - iShares SP 500 UCITS ETF is an exchange traded fund launched by BlackRock Asset Managem... More
IShares Public 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 Public'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 iShares Public Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.794 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 4.34 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.57 |
IShares Public Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Public's standard deviation. In reality, there are many statistical measures that can use IShares Public historical prices to predict the future IShares Public's volatility.| Risk Adjusted Performance | 0.0893 | |||
| Jensen Alpha | 0.0716 | |||
| Total Risk Alpha | 0.0089 | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.86) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Public'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 Public Backtested Returns
At this point, IShares Public is very steady. iShares Public holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares Public, which you can use to evaluate the volatility of the entity. Please check out IShares Public's Risk Adjusted Performance of 0.0893, market risk adjusted performance of (0.85), and Downside Deviation of 0.794 to validate if the risk estimate we provide is consistent with the expected return of 0.0796%. The etf retains a Market Volatility (i.e., Beta) of -0.0771, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Public are expected to decrease at a much lower rate. During the bear market, IShares Public is likely to outperform the market.
Auto-correlation | -0.13 |
Insignificant reverse predictability
iShares Public Limited has insignificant reverse predictability. Overlapping area represents the amount of predictability between IShares Public time series from 4th of January 2025 to 19th of January 2025 and 19th of January 2025 to 3rd of February 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 Public price movement. The serial correlation of -0.13 indicates that less than 13.0% of current IShares Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
iShares Public lagged returns against current returns
Autocorrelation, which is IShares Public 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 IShares Public's otc etf expected returns. We can calculate the autocorrelation of IShares Public returns to help us make a trade decision. For example, suppose you find that IShares Public 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 |
IShares Public 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 Public otc etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Public otc etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Public otc etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Public Lagged Returns
When evaluating IShares Public's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Public otc etf have on its future price. IShares Public 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 Public autocorrelation shows the relationship between IShares Public otc etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Public Limited.
Regressed Prices |
| Timeline |
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Other Information on Investing in IShares OTC Etf
IShares Public financial ratios help investors to determine whether IShares 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 IShares with respect to the benefits of owning IShares Public security.