ISHARES V's market value is the price at which a share of ISHARES V trades on a public exchange. It measures the collective expectations of ISHARES V PLC investors about its performance. ISHARES V is selling for under 11.11 as of the 2nd of December 2024; that is 0.63 percent increase since the beginning of the trading day. The etf's lowest day price was 11.03. With this module, you can estimate the performance of a buy and hold strategy of ISHARES V PLC and determine expected loss or profit from investing in ISHARES V over a given investment horizon. Check out Your Current Watchlist to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
ISHARES
ISHARES V '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 V'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 V.
0.00
12/08/2023
No Change 0.00
0.0
In 11 months and 27 days
12/02/2024
0.00
If you would invest 0.00 in ISHARES V on December 8, 2023 and sell it all today you would earn a total of 0.00 from holding ISHARES V PLC or generate 0.0% return on investment in ISHARES V over 360 days.
ISHARES V 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 V'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 V PLC upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for ISHARES V's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ISHARES V's standard deviation. In reality, there are many statistical measures that can use ISHARES V historical prices to predict the future ISHARES V's volatility.
Currently, ISHARES V PLC is not too volatile. ISHARES V PLC holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for ISHARES V PLC, which you can use to evaluate the volatility of the entity. Please check out ISHARES V's Risk Adjusted Performance of 0.0971, semi deviation of 1.35, and Market Risk Adjusted Performance of 0.5681 to validate if the risk estimate we provide is consistent with the expected return of 0.19%. The etf retains a Market Volatility (i.e., Beta) of 0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, ISHARES V's returns are expected to increase less than the market. However, during the bear market, the loss of holding ISHARES V is expected to be smaller as well.
Auto-correlation
-0.22
Weak reverse predictability
ISHARES V PLC has weak reverse predictability. Overlapping area represents the amount of predictability between ISHARES V time series from 8th of December 2023 to 5th of June 2024 and 5th of June 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 V PLC price movement. The serial correlation of -0.22 indicates that over 22.0% of current ISHARES V price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.22
Spearman Rank Test
-0.2
Residual Average
0.0
Price Variance
0.18
ISHARES V PLC lagged returns against current returns
Autocorrelation, which is ISHARES V 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 V's etf expected returns. We can calculate the autocorrelation of ISHARES V returns to help us make a trade decision. For example, suppose you find that ISHARES V 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 V 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 V etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ISHARES V etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ISHARES V etf over time.
Current vs Lagged Prices
Timeline
ISHARES V Lagged Returns
When evaluating ISHARES V's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ISHARES V etf have on its future price. ISHARES V 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 V autocorrelation shows the relationship between ISHARES V etf current value and its past values and can show if there is a momentum factor associated with investing in ISHARES V PLC.
Regressed Prices
Timeline
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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.