IShares Emerging (Germany) Market Value
| IUSP Etf | EUR 41.35 0.25 0.61% |
| Symbol | IShares |
IShares Emerging '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 Emerging'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 Emerging.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in IShares Emerging on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding iShares Emerging Markets or generate 0.0% return on investment in IShares Emerging over 30 days. IShares Emerging is related to or competes with SPDR Gold, IShares Core, and IShares Core. The investment objective of the Fund is to provide investors with a total return, taking into account both capital and i... More
IShares Emerging 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 Emerging'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 Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3099 | |||
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 1.52 | |||
| Value At Risk | (0.49) | |||
| Potential Upside | 0.5879 |
IShares Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Emerging's standard deviation. In reality, there are many statistical measures that can use IShares Emerging historical prices to predict the future IShares Emerging's volatility.| Risk Adjusted Performance | 0.1234 | |||
| Jensen Alpha | 0.0327 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.24) | |||
| Treynor Ratio | 0.3855 |
iShares Emerging Markets Backtested Returns
At this point, IShares Emerging is very steady. iShares Emerging Markets 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-eight technical indicators for iShares Emerging Markets, which you can use to evaluate the volatility of the entity. Please check out IShares Emerging's Market Risk Adjusted Performance of 0.3955, risk adjusted performance of 0.1234, and Downside Deviation of 0.3099 to validate if the risk estimate we provide is consistent with the expected return of 0.0628%. The etf retains a Market Volatility (i.e., Beta) of 0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Emerging is expected to be smaller as well.
Auto-correlation | 0.62 |
Good predictability
iShares Emerging Markets has good predictability. Overlapping area represents the amount of predictability between IShares Emerging time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Emerging Markets price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current IShares Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
iShares Emerging Markets lagged returns against current returns
Autocorrelation, which is IShares Emerging 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 Emerging's etf expected returns. We can calculate the autocorrelation of IShares Emerging returns to help us make a trade decision. For example, suppose you find that IShares Emerging 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 Emerging 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 Emerging etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Emerging etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Emerging etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Emerging Lagged Returns
When evaluating IShares Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Emerging etf have on its future price. IShares Emerging 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 Emerging autocorrelation shows the relationship between IShares Emerging etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Emerging Markets.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in IShares Etf
When determining whether iShares Emerging Markets is a strong investment it is important to analyze IShares Emerging's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact IShares Emerging's future performance. For an informed investment choice regarding IShares Etf, refer to the following important reports:Check out IShares Emerging Correlation, IShares Emerging Volatility and IShares Emerging Alpha and Beta module to complement your research on IShares Emerging. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
IShares Emerging 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.