IShares Physical (UK) Market Value
| SSLN Stock | 2,298 9.50 0.41% |
| Symbol | IShares |
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 stock 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.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in IShares Physical on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding iShares Physical Silver or generate 0.0% return on investment in IShares Physical over 180 days. IShares Physical is related to or competes with Invesco Physical, Amundi Physical, and Bertrandt. IShares Physical is entity of United Kingdom 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 stock 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 Silver upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.93 | |||
| Information Ratio | 0.0112 | |||
| Maximum Drawdown | 8.2 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 2.78 |
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 | 0.074 | |||
| Jensen Alpha | 0.1567 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0102 | |||
| Treynor Ratio | (2.00) |
iShares Physical Silver Backtested Returns
IShares Physical appears to be very steady, given 3 months investment horizon. iShares Physical Silver 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 twenty-nine technical indicators for iShares Physical Silver, which you can use to evaluate the volatility of the firm. Please utilize IShares Physical's Market Risk Adjusted Performance of (1.99), downside deviation of 1.93, and Risk Adjusted Performance of 0.074 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, IShares Physical holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of -0.0738, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Physical are expected to decrease at a much lower rate. During the bear market, IShares Physical is likely to outperform the market. Please check IShares Physical's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether IShares Physical's current trending patterns will revert.
Auto-correlation | -0.48 |
Modest reverse predictability
iShares Physical Silver has modest reverse predictability. Overlapping area represents the amount of predictability between IShares Physical time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd of December 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 iShares Physical Silver price movement. The serial correlation of -0.48 indicates that about 48.0% of current IShares Physical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 13.5 K |
iShares Physical Silver lagged returns against current returns
Autocorrelation, which is IShares Physical stock'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 stock 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 stock 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Physical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Physical stock 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 stock 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 stock current value and its past values and can show if there is a momentum factor associated with investing in iShares Physical Silver.
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 Tools for IShares Stock Analysis
When running IShares Physical's price analysis, check to measure IShares Physical's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy IShares Physical is operating at the current time. Most of IShares Physical's value examination focuses on studying past and present price action to predict the probability of IShares Physical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IShares Physical's price. Additionally, you may evaluate how the addition of IShares Physical to your portfolios can decrease your overall portfolio volatility.