IShares Edge (Mexico) Market Value
| MVEU Etf | EUR 64.54 0.00 0.00% |
| Symbol | IShares |
Please note, there is a significant difference between IShares Edge's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Edge is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Edge'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 Edge '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 Edge'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 Edge.
| 01/17/2025 |
| 02/16/2025 |
If you would invest 0.00 in IShares Edge on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Edge MSCI or generate 0.0% return on investment in IShares Edge over 30 days. IShares Edge is related to or competes with IShares Trust, IShares Trust, IShares Trust, IShares Trust, IShares Trust, IShares Trust, and IShares IShares. More
IShares Edge 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 Edge'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 Edge MSCI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4952 | |||
| Information Ratio | 0.1404 | |||
| Maximum Drawdown | 2.58 | |||
| Value At Risk | (0.50) | |||
| Potential Upside | 0.8799 |
IShares Edge Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Edge's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Edge's standard deviation. In reality, there are many statistical measures that can use IShares Edge historical prices to predict the future IShares Edge's volatility.| Risk Adjusted Performance | 0.111 | |||
| Jensen Alpha | 0.072 | |||
| Total Risk Alpha | 0.0713 | |||
| Sortino Ratio | 0.1433 | |||
| Treynor Ratio | 3.17 |
iShares Edge MSCI Backtested Returns
At this stage we consider IShares Etf to be very steady. iShares Edge MSCI holds Efficiency (Sharpe) Ratio of 0.24, which attests that the entity had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for iShares Edge MSCI, which you can use to evaluate the volatility of the entity. Please check out IShares Edge's Market Risk Adjusted Performance of 3.18, risk adjusted performance of 0.111, and Downside Deviation of 0.4952 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. The etf retains a Market Volatility (i.e., Beta) of 0.0227, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Edge's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Edge is expected to be smaller as well.
Auto-correlation | 0.28 |
Poor predictability
iShares Edge MSCI has poor predictability. Overlapping area represents the amount of predictability between IShares Edge time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th of February 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 Edge MSCI price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current IShares Edge price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
iShares Edge MSCI lagged returns against current returns
Autocorrelation, which is IShares Edge 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 Edge's etf expected returns. We can calculate the autocorrelation of IShares Edge returns to help us make a trade decision. For example, suppose you find that IShares Edge 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 Edge 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 Edge etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Edge etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Edge etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Edge Lagged Returns
When evaluating IShares Edge's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Edge etf have on its future price. IShares Edge 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 Edge autocorrelation shows the relationship between IShares Edge etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Edge MSCI.
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.Additional Information and Resources on Investing in IShares Etf
When determining whether iShares Edge MSCI is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if IShares Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Ishares Edge Msci Etf. Highlighted below are key reports to facilitate an investment decision about Ishares Edge Msci Etf:Check out IShares Edge Correlation, IShares Edge Volatility and IShares Edge Alpha and Beta module to complement your research on IShares Edge. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
IShares Edge 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.