IShares Corp (Netherlands) Market Value
| LQDA Etf | EUR 98.54 0.44 0.45% |
| Symbol | IShares |
IShares Corp '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 Corp'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 Corp.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in IShares Corp on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding iShares Corp Bond or generate 0.0% return on investment in IShares Corp over 180 days. IShares Corp is related to or competes with IShares Core, Pershing Square, ASML Holding, and Koninklijke Philips. The investment objective of this Fund is to provide investors with a total return, taking into account both capital and ... More
IShares Corp 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 Corp'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 Corp Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3375 | |||
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 1.99 | |||
| Value At Risk | (0.43) | |||
| Potential Upside | 0.9028 |
IShares Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Corp's standard deviation. In reality, there are many statistical measures that can use IShares Corp historical prices to predict the future IShares Corp's volatility.| Risk Adjusted Performance | 0.119 | |||
| Jensen Alpha | 0.0486 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.20) | |||
| Treynor Ratio | 0.6289 |
iShares Corp Bond Backtested Returns
Currently, iShares Corp Bond is very steady. iShares Corp Bond holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18% return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares Corp Bond, which you can use to evaluate the volatility of the entity. Please check out IShares Corp's Downside Deviation of 0.3375, risk adjusted performance of 0.119, and Market Risk Adjusted Performance of 0.6389 to validate if the risk estimate we provide is consistent with the expected return of 0.0771%. The etf retains a Market Volatility (i.e., Beta) of 0.0969, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Corp is expected to be smaller as well.
Auto-correlation | 0.38 |
Below average predictability
iShares Corp Bond has below average predictability. Overlapping area represents the amount of predictability between IShares Corp time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th 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 Corp Bond price movement. The serial correlation of 0.38 indicates that just about 38.0% of current IShares Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 1.45 |
iShares Corp Bond lagged returns against current returns
Autocorrelation, which is IShares Corp 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 Corp's etf expected returns. We can calculate the autocorrelation of IShares Corp returns to help us make a trade decision. For example, suppose you find that IShares Corp 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 Corp 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 Corp etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Corp etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Corp etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Corp Lagged Returns
When evaluating IShares Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Corp etf have on its future price. IShares Corp 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 Corp autocorrelation shows the relationship between IShares Corp etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Corp Bond.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in IShares Etf
IShares Corp 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 Corp security.