Ishares Physical Metals Stock Market Value
| PHYMF Stock | USD 83.66 1.33 1.56% |
| Symbol | IShares |
Please note, there is a significant difference between IShares Physical's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Physical is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Physical'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 Physical '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 Physical's pink sheet 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 Physical.
| 12/02/2025 |
| 01/01/2026 |
If you would invest 0.00 in IShares Physical on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Physical Metals or generate 0.0% return on investment in IShares Physical over 30 days. IShares Physical is related to or competes with Salesforce, Johnson Johnson, Vir Biotechnology, GCT Semiconductor, Lattice Semiconductor, Scandinavian Tobacco, and Yatra Online. iShares Physical Metals plc - iShares Physical Gold ETC is an exchange traded commodity launched by BlackRock Advisors L... More
IShares Physical 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 Physical's pink sheet 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 Physical Metals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.73 | |||
| Information Ratio | 0.1153 | |||
| Maximum Drawdown | 8.08 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 2.19 |
IShares Physical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Physical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Physical's standard deviation. In reality, there are many statistical measures that can use IShares Physical historical prices to predict the future IShares Physical's volatility.| Risk Adjusted Performance | 0.1208 | |||
| Jensen Alpha | 0.2024 | |||
| Total Risk Alpha | 0.1012 | |||
| Sortino Ratio | 0.0934 | |||
| Treynor Ratio | 0.6778 |
iShares Physical Metals Backtested Returns
At this point, IShares Physical is very steady. iShares Physical Metals holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares Physical Metals, which you can use to evaluate the volatility of the firm. Please check out IShares Physical's Risk Adjusted Performance of 0.1208, market risk adjusted performance of 0.6878, and Downside Deviation of 1.73 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. IShares Physical has a performance score of 9 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.33, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Physical's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Physical is expected to be smaller as well. iShares Physical Metals right now retains a risk of 1.45%. Please check out IShares Physical total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to decide if IShares Physical will be following its current trending patterns.
Auto-correlation | -0.49 |
Modest reverse predictability
iShares Physical Metals has modest reverse predictability. Overlapping area represents the amount of predictability between IShares Physical time series from 2nd of December 2025 to 17th of December 2025 and 17th of December 2025 to 1st of January 2026. 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 Physical Metals price movement. The serial correlation of -0.49 indicates that about 49.0% of current IShares Physical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 1.83 |
iShares Physical Metals lagged returns against current returns
Autocorrelation, which is IShares Physical pink sheet'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 Physical's pink sheet expected returns. We can calculate the autocorrelation of IShares Physical returns to help us make a trade decision. For example, suppose you find that IShares Physical has exhibited high autocorrelation historically, and you observe that the pink sheet 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 Physical 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 Physical pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Physical pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Physical pink sheet over time.
Current vs Lagged Prices |
| Timeline |
IShares Physical Lagged Returns
When evaluating IShares Physical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Physical pink sheet have on its future price. IShares Physical 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 Physical autocorrelation shows the relationship between IShares Physical pink sheet current value and its past values and can show if there is a momentum factor associated with investing in iShares Physical Metals.
Regressed Prices |
| Timeline |
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Other Information on Investing in IShares Pink Sheet
IShares Physical financial ratios help investors to determine whether IShares Pink Sheet 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 Physical security.