International Developed Equity Etf Market Value
| RINT Etf | 29.24 0.16 0.55% |
| Symbol | International |
The market value of International Developed is measured differently than its book value, which is the value of International that is recorded on the company's balance sheet. Investors also form their own opinion of International Developed's value that differs from its market value or its book value, called intrinsic value, which is International Developed'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 International Developed's market value can be influenced by many factors that don't directly affect International Developed'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 International Developed's value and its price as these two are different measures arrived at by different means. Investors typically determine if International Developed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, International Developed'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.
International Developed '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 International Developed'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 International Developed.
| 01/04/2024 |
| 12/24/2025 |
If you would invest 0.00 in International Developed on January 4, 2024 and sell it all today you would earn a total of 0.00 from holding International Developed Equity or generate 0.0% return on investment in International Developed over 720 days. International Developed is related to or competes with EA Series, Invesco Actively, Harbor ETF, Harbor ETF, IShares Trust, Xtrackers MSCI, and IShares MSCI. International Developed is entity of United States More
International Developed 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 International Developed'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 International Developed Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7658 | |||
| Information Ratio | 0.012 | |||
| Maximum Drawdown | 2.82 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 1.19 |
International Developed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Developed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Developed's standard deviation. In reality, there are many statistical measures that can use International Developed historical prices to predict the future International Developed's volatility.| Risk Adjusted Performance | 0.0756 | |||
| Jensen Alpha | 0.019 | |||
| Total Risk Alpha | 0.0074 | |||
| Sortino Ratio | 0.0112 | |||
| Treynor Ratio | 0.0814 |
International Developed Backtested Returns
Currently, International Developed Equity is very steady. International Developed holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for International Developed, which you can use to evaluate the volatility of the entity. Please check out International Developed's Risk Adjusted Performance of 0.0756, downside deviation of 0.7658, and Market Risk Adjusted Performance of 0.0914 to validate if the risk estimate we provide is consistent with the expected return of 0.1%. The etf retains a Market Volatility (i.e., Beta) of 0.82, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, International Developed's returns are expected to increase less than the market. However, during the bear market, the loss of holding International Developed is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
International Developed Equity has no correlation between past and present. Overlapping area represents the amount of predictability between International Developed time series from 4th of January 2024 to 29th of December 2024 and 29th of December 2024 to 24th 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 International Developed price movement. The serial correlation of 0.0 indicates that just 0.0% of current International Developed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
International Developed lagged returns against current returns
Autocorrelation, which is International Developed 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 International Developed's etf expected returns. We can calculate the autocorrelation of International Developed returns to help us make a trade decision. For example, suppose you find that International Developed 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 |
International Developed 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 International Developed etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if International Developed etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in International Developed etf over time.
Current vs Lagged Prices |
| Timeline |
International Developed Lagged Returns
When evaluating International Developed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of International Developed etf have on its future price. International Developed 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, International Developed autocorrelation shows the relationship between International Developed etf current value and its past values and can show if there is a momentum factor associated with investing in International Developed Equity.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out International Developed Correlation, International Developed Volatility and International Developed Alpha and Beta module to complement your research on International Developed. You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
International Developed 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.