Ishares Emergent Food Etf Market Value
| IVEG Etf | USD 20.86 0.20 0.97% |
| Symbol | IShares |
The market value of iShares Emergent Food is measured differently than its book value, which is the value of IShares that is recorded on the company's balance sheet. Investors also form their own opinion of IShares Emergent's value that differs from its market value or its book value, called intrinsic value, which is IShares Emergent's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because IShares Emergent's market value can be influenced by many factors that don't directly affect IShares Emergent's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between IShares Emergent's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Emergent is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Emergent'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 Emergent '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 Emergent'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 Emergent.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in IShares Emergent on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding iShares Emergent Food or generate 0.0% return on investment in IShares Emergent over 30 days. IShares Emergent is related to or competes with Main Sector, Franklin Exponential, and Goldman Sachs. The fund invests at least 80 percent of its assets in the securities of its index and in investments that have economic ... More
IShares Emergent 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 Emergent'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 Emergent Food upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8994 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 4.36 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.39 |
IShares Emergent Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Emergent's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Emergent's standard deviation. In reality, there are many statistical measures that can use IShares Emergent historical prices to predict the future IShares Emergent's volatility.| Risk Adjusted Performance | 0.0815 | |||
| Jensen Alpha | 0.0085 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.1354 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Emergent'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 Emergent Food Backtested Returns
At this point, IShares Emergent is very steady. iShares Emergent Food holds Efficiency (Sharpe) Ratio of 0.0713, which attests that the entity had a 0.0713% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iShares Emergent Food, which you can use to evaluate the volatility of the entity. Please check out IShares Emergent's Risk Adjusted Performance of 0.0815, market risk adjusted performance of 0.1454, and Downside Deviation of 0.8994 to validate if the risk estimate we provide is consistent with the expected return of 0.0591%. The etf retains a Market Volatility (i.e., Beta) of 0.58, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Emergent's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Emergent is expected to be smaller as well.
Auto-correlation | 0.25 |
Poor predictability
iShares Emergent Food has poor predictability. Overlapping area represents the amount of predictability between IShares Emergent 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 Emergent Food price movement. The serial correlation of 0.25 indicates that over 25.0% of current IShares Emergent price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
iShares Emergent Food lagged returns against current returns
Autocorrelation, which is IShares Emergent 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 Emergent's etf expected returns. We can calculate the autocorrelation of IShares Emergent returns to help us make a trade decision. For example, suppose you find that IShares Emergent 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 |
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IShares Emergent 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 Emergent etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Emergent etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Emergent etf over time.
Current vs Lagged Prices |
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IShares Emergent Lagged Returns
When evaluating IShares Emergent's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Emergent etf have on its future price. IShares Emergent 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 Emergent autocorrelation shows the relationship between IShares Emergent etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Emergent Food.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether iShares Emergent Food is a strong investment it is important to analyze IShares Emergent'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 Emergent's future performance. For an informed investment choice regarding IShares Etf, refer to the following important reports:Check out IShares Emergent Correlation, IShares Emergent Volatility and IShares Emergent Alpha and Beta module to complement your research on IShares Emergent. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
IShares Emergent 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.