IShares UK (Switzerland) Market Value
| IUKD Etf | CHF 9.91 0.10 1.02% |
| Symbol | IShares |
IShares UK '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 UK'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 UK.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in IShares UK on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding iShares UK Dividend or generate 0.0% return on investment in IShares UK over 570 days. IShares UK is related to or competes with IShares Euro, IShares SMIM, and IShares MSCI. The investment objective of this Fund is to provide investors with a total return, taking into account both capital and ... More
IShares UK 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 UK'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 UK Dividend upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8352 | |||
| Information Ratio | 0.1111 | |||
| Maximum Drawdown | 3.22 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.44 |
IShares UK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares UK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares UK's standard deviation. In reality, there are many statistical measures that can use IShares UK historical prices to predict the future IShares UK's volatility.| Risk Adjusted Performance | 0.159 | |||
| Jensen Alpha | 0.1392 | |||
| Total Risk Alpha | 0.0783 | |||
| Sortino Ratio | 0.0966 | |||
| Treynor Ratio | 0.7687 |
iShares UK Dividend Backtested Returns
At this stage we consider IShares Etf to be very steady. iShares UK Dividend holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares UK Dividend, which you can use to evaluate the volatility of the entity. Please check out IShares UK's Market Risk Adjusted Performance of 0.7787, downside deviation of 0.8352, and Risk Adjusted Performance of 0.159 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. The etf retains a Market Volatility (i.e., Beta) of 0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares UK's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares UK is expected to be smaller as well.
Auto-correlation | 0.64 |
Good predictability
iShares UK Dividend has good predictability. Overlapping area represents the amount of predictability between IShares UK time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st 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 UK Dividend price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current IShares UK price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
iShares UK Dividend lagged returns against current returns
Autocorrelation, which is IShares UK 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 UK's etf expected returns. We can calculate the autocorrelation of IShares UK returns to help us make a trade decision. For example, suppose you find that IShares UK 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 UK 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 UK etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares UK etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares UK etf over time.
Current vs Lagged Prices |
| Timeline |
IShares UK Lagged Returns
When evaluating IShares UK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares UK etf have on its future price. IShares UK 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 UK autocorrelation shows the relationship between IShares UK etf current value and its past values and can show if there is a momentum factor associated with investing in iShares UK Dividend.
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 UK 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 UK security.