IShares Mortgage (Netherlands) Market Value
| IMBE Etf | EUR 4.60 0.01 0.22% |
| Symbol | IShares |
Please note, there is a significant difference between IShares Mortgage's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Mortgage is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Mortgage'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 Mortgage '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 Mortgage'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 Mortgage.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in IShares Mortgage on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Mortgage Backed or generate 0.0% return on investment in IShares Mortgage over 30 days. IShares Mortgage is related to or competes with IShares High, IShares II, VanEck Morningstar, Vanguard FTSE, Vanguard FTSE, IShares High, and IShares II. The investment objective of the Fund is to provide investors with a total return, taking into account both capital and income returns, which reflects the return of the Barclays US Mortgage Backed Securities Index ISHARES US is traded on Amsterdam Stock Exchange in Netherlands. More
IShares Mortgage 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 Mortgage'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 Mortgage Backed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3955 | |||
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 1.09 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.4376 |
IShares Mortgage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Mortgage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Mortgage's standard deviation. In reality, there are many statistical measures that can use IShares Mortgage historical prices to predict the future IShares Mortgage's volatility.| Risk Adjusted Performance | 0.0203 | |||
| Jensen Alpha | 6.0E-4 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.18) | |||
| Treynor Ratio | 0.0917 |
iShares Mortgage Backed Backtested Returns
Currently, iShares Mortgage Backed is very steady. iShares Mortgage Backed holds Efficiency (Sharpe) Ratio of 0.058, which attests that the entity had a 0.058 % return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares Mortgage Backed, which you can use to evaluate the volatility of the entity. Please check out IShares Mortgage's Downside Deviation of 0.3955, risk adjusted performance of 0.0203, and Market Risk Adjusted Performance of 0.1017 to validate if the risk estimate we provide is consistent with the expected return of 0.0142%. The etf retains a Market Volatility (i.e., Beta) of 0.0383, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Mortgage's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Mortgage is expected to be smaller as well.
Auto-correlation | -0.49 |
Modest reverse predictability
iShares Mortgage Backed has modest reverse predictability. Overlapping area represents the amount of predictability between IShares Mortgage time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th of December 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 Mortgage Backed price movement. The serial correlation of -0.49 indicates that about 49.0% of current IShares Mortgage price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
iShares Mortgage Backed lagged returns against current returns
Autocorrelation, which is IShares Mortgage 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 Mortgage's etf expected returns. We can calculate the autocorrelation of IShares Mortgage returns to help us make a trade decision. For example, suppose you find that IShares Mortgage 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 Mortgage 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 Mortgage etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Mortgage etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Mortgage etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Mortgage Lagged Returns
When evaluating IShares Mortgage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Mortgage etf have on its future price. IShares Mortgage 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 Mortgage autocorrelation shows the relationship between IShares Mortgage etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Mortgage Backed.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in IShares Etf
IShares Mortgage 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 Mortgage security.