Flexshares Emerging Markets Etf Market Value
| QLVE Etf | USD 25.73 0.07 0.27% |
| Symbol | FlexShares |
The market value of FlexShares Emerging is measured differently than its book value, which is the value of FlexShares that is recorded on the company's balance sheet. Investors also form their own opinion of FlexShares Emerging's value that differs from its market value or its book value, called intrinsic value, which is FlexShares Emerging'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 FlexShares Emerging's market value can be influenced by many factors that don't directly affect FlexShares Emerging'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 FlexShares Emerging's value and its price as these two are different measures arrived at by different means. Investors typically determine if FlexShares Emerging is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FlexShares Emerging'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.
FlexShares Emerging '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 FlexShares Emerging'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 FlexShares Emerging.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in FlexShares Emerging on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding FlexShares Emerging Markets or generate 0.0% return on investment in FlexShares Emerging over 720 days. FlexShares Emerging is related to or competes with FlexShares Developed, FlexShares Quality, FlexShares International, FlexShares Quality, and Nuveen ESG. The underlying index is designed to reflect the performance of a selection of companies that, in aggregate, possess lowe... More
FlexShares Emerging 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 FlexShares Emerging'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 FlexShares Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6424 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 3.72 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.36 |
FlexShares Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FlexShares Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FlexShares Emerging's standard deviation. In reality, there are many statistical measures that can use FlexShares Emerging historical prices to predict the future FlexShares Emerging's volatility.| Risk Adjusted Performance | 0.0034 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.20) | |||
| Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FlexShares Emerging'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.
FlexShares Emerging Backtested Returns
FlexShares Emerging secures Sharpe Ratio (or Efficiency) of -0.0159, which denotes the etf had a -0.0159% return per unit of risk over the last 3 months. FlexShares Emerging Markets exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FlexShares Emerging's Downside Deviation of 0.6424, mean deviation of 0.5364, and Coefficient Of Variation of 19323.86 to check the risk estimate we provide. The etf shows a Beta (market volatility) of 0.32, which means possible diversification benefits within a given portfolio. As returns on the market increase, FlexShares Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding FlexShares Emerging is expected to be smaller as well.
Auto-correlation | 0.13 |
Insignificant predictability
FlexShares Emerging Markets has insignificant predictability. Overlapping area represents the amount of predictability between FlexShares Emerging time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th 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 FlexShares Emerging price movement. The serial correlation of 0.13 indicates that less than 13.0% of current FlexShares Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 1.82 |
FlexShares Emerging lagged returns against current returns
Autocorrelation, which is FlexShares Emerging 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 FlexShares Emerging's etf expected returns. We can calculate the autocorrelation of FlexShares Emerging returns to help us make a trade decision. For example, suppose you find that FlexShares Emerging 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 |
FlexShares Emerging 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 FlexShares Emerging etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FlexShares Emerging etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FlexShares Emerging etf over time.
Current vs Lagged Prices |
| Timeline |
FlexShares Emerging Lagged Returns
When evaluating FlexShares Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FlexShares Emerging etf have on its future price. FlexShares Emerging 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, FlexShares Emerging autocorrelation shows the relationship between FlexShares Emerging etf current value and its past values and can show if there is a momentum factor associated with investing in FlexShares Emerging Markets.
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.When determining whether FlexShares Emerging is a strong investment it is important to analyze FlexShares Emerging'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 FlexShares Emerging's future performance. For an informed investment choice regarding FlexShares Etf, refer to the following important reports:Check out FlexShares Emerging Correlation, FlexShares Emerging Volatility and FlexShares Emerging Alpha and Beta module to complement your research on FlexShares Emerging. You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
FlexShares Emerging 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.