Ishares Power Infrastructure Etf Market Value
| POWR Etf | 23.76 0.03 0.13% |
| Symbol | IShares |
The market value of iShares Power Infras 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 Power's value that differs from its market value or its book value, called intrinsic value, which is IShares Power'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 Power's market value can be influenced by many factors that don't directly affect IShares Power'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 Power's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Power is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Power'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 Power '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 Power'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 Power.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in IShares Power on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Power Infrastructure or generate 0.0% return on investment in IShares Power over 30 days. IShares Power is related to or competes with First Trust, Ultimus Managers, Horizon Kinetics, Harbor Health, Sprott Active, American Beacon, and First Trust. PowerSecure International, Inc. offer solutions and services to electric utilities and to their commercial, institutional, and industrial customers in the United States. More
IShares Power 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 Power'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 Power Infrastructure upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 4.35 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 1.6 |
IShares Power Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Power's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Power's standard deviation. In reality, there are many statistical measures that can use IShares Power historical prices to predict the future IShares Power's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | (0.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Power'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 Power Infras Backtested Returns
iShares Power Infras holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. iShares Power Infras exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares Power's Market Risk Adjusted Performance of (0.02), standard deviation of 1.06, and Risk Adjusted Performance of (0.01) to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.84, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Power's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Power is expected to be smaller as well.
Auto-correlation | 0.18 |
Very weak predictability
iShares Power Infrastructure has very weak predictability. Overlapping area represents the amount of predictability between IShares Power time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 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 Power Infras price movement. The serial correlation of 0.18 indicates that over 18.0% of current IShares Power price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
iShares Power Infras lagged returns against current returns
Autocorrelation, which is IShares Power 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 Power's etf expected returns. We can calculate the autocorrelation of IShares Power returns to help us make a trade decision. For example, suppose you find that IShares Power 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 Power 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 Power etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Power etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Power etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Power Lagged Returns
When evaluating IShares Power's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Power etf have on its future price. IShares Power 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 Power autocorrelation shows the relationship between IShares Power etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Power Infrastructure.
Regressed Prices |
| Timeline |
Pair Trading with IShares Power
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if IShares Power position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in IShares Power will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to IShares Power could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace IShares Power when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back IShares Power - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling iShares Power Infrastructure to buy it.
The correlation of IShares Power is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as IShares Power moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if iShares Power Infras moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for IShares Power can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out IShares Power Correlation, IShares Power Volatility and IShares Power Alpha and Beta module to complement your research on IShares Power. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
IShares Power 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.