IShares European (Switzerland) Market Value

IPRP Etf  CHF 27.61  0.21  0.77%   
IShares European's market value is the price at which a share of IShares European trades on a public exchange. It measures the collective expectations of iShares European Property investors about its performance. IShares European is selling for under 27.61 as of the 13th of December 2024; that is 0.77 percent increase since the beginning of the trading day. The etf's lowest day price was 27.5.
With this module, you can estimate the performance of a buy and hold strategy of iShares European Property and determine expected loss or profit from investing in IShares European over a given investment horizon. Check out IShares European Correlation, IShares European Volatility and IShares European Alpha and Beta module to complement your research on IShares European.
Symbol

Please note, there is a significant difference between IShares European's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares European is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares European'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 European '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 European'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 European.
0.00
12/24/2022
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/13/2024
0.00
If you would invest  0.00  in IShares European on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding iShares European Property or generate 0.0% return on investment in IShares European over 720 days. IShares European is related to or competes with Baloise Holding, UBS ETF, BB Biotech, Amundi Index, MULTI UNITS, Jungfraubahn Holding, and Hubersuhner. The fund is an exchange traded fund that aims to track the performance of the FTSE EPRANAREIT Developed Europe ex UK Div... More

IShares European 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 European'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 European Property upside and downside potential and time the market with a certain degree of confidence.

IShares European Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares European's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares European's standard deviation. In reality, there are many statistical measures that can use IShares European historical prices to predict the future IShares European's volatility.
Hype
Prediction
LowEstimatedHigh
26.5927.6128.63
Details
Intrinsic
Valuation
LowRealHigh
26.8527.8728.89
Details

iShares European Property Backtested Returns

iShares European Property holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had a -0.13% return per unit of risk over the last 3 months. iShares European Property exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares European's Market Risk Adjusted Performance of (1.06), standard deviation of 1.02, and Risk Adjusted Performance of (0.09) to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares European's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares European is expected to be smaller as well.

Auto-correlation

    
  -0.54  

Good reverse predictability

iShares European Property has good reverse predictability. Overlapping area represents the amount of predictability between IShares European time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th of December 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 European Property price movement. The serial correlation of -0.54 indicates that about 54.0% of current IShares European price fluctuation can be explain by its past prices.
Correlation Coefficient-0.54
Spearman Rank Test-0.13
Residual Average0.0
Price Variance2.21

iShares European Property lagged returns against current returns

Autocorrelation, which is IShares European 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 European's etf expected returns. We can calculate the autocorrelation of IShares European returns to help us make a trade decision. For example, suppose you find that IShares European 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 European 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 European etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares European etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares European etf over time.
   Current vs Lagged Prices   
       Timeline  

IShares European Lagged Returns

When evaluating IShares European's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares European etf have on its future price. IShares European 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 European autocorrelation shows the relationship between IShares European etf current value and its past values and can show if there is a momentum factor associated with investing in iShares European Property.
   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.

Other Information on Investing in IShares Etf

IShares European 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 European security.