Xtrackers MSCI (Switzerland) Market Value
| XMCJ Etf | CHF 36.29 0.01 0.03% |
| Symbol | Xtrackers |
Please note, there is a significant difference between Xtrackers MSCI's value and its price as these two are different measures arrived at by different means. Investors typically determine if Xtrackers MSCI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Xtrackers MSCI'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.
Xtrackers MSCI '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 Xtrackers MSCI'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 Xtrackers MSCI.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in Xtrackers MSCI on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding Xtrackers MSCI Japan or generate 0.0% return on investment in Xtrackers MSCI over 30 days. Xtrackers MSCI is related to or competes with IShares Core, Vanguard EUR, IShares Swiss, Vanguard FTSE, and Xtrackers MSCI. The aim is for the investment to reflect the performance of the MSCI Total Return Net Japan Index which is designed to r... More
Xtrackers MSCI 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 Xtrackers MSCI'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 Xtrackers MSCI Japan upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.869 | |||
| Information Ratio | 0.0978 | |||
| Maximum Drawdown | 4.42 | |||
| Value At Risk | (1.19) | |||
| Potential Upside | 1.71 |
Xtrackers MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xtrackers MSCI's standard deviation. In reality, there are many statistical measures that can use Xtrackers MSCI historical prices to predict the future Xtrackers MSCI's volatility.| Risk Adjusted Performance | 0.1419 | |||
| Jensen Alpha | 0.1849 | |||
| Total Risk Alpha | 0.0586 | |||
| Sortino Ratio | 0.11 | |||
| Treynor Ratio | 17.05 |
Xtrackers MSCI Japan Backtested Returns
Xtrackers MSCI appears to be very steady, given 3 months investment horizon. Xtrackers MSCI Japan shows Sharpe Ratio of 0.2, which attests that the etf had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Xtrackers MSCI Japan, which you can use to evaluate the volatility of the etf. Please utilize Xtrackers MSCI's Mean Deviation of 0.739, downside deviation of 0.869, and Market Risk Adjusted Performance of 17.06 to validate if our risk estimates are consistent with your expectations. The entity maintains a market beta of 0.0109, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Xtrackers MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xtrackers MSCI is expected to be smaller as well.
Auto-correlation | 0.71 |
Good predictability
Xtrackers MSCI Japan has good predictability. Overlapping area represents the amount of predictability between Xtrackers MSCI time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Xtrackers MSCI Japan price movement. The serial correlation of 0.71 indicates that around 71.0% of current Xtrackers MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Xtrackers MSCI Japan lagged returns against current returns
Autocorrelation, which is Xtrackers MSCI 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 Xtrackers MSCI's etf expected returns. We can calculate the autocorrelation of Xtrackers MSCI returns to help us make a trade decision. For example, suppose you find that Xtrackers MSCI 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 |
Xtrackers MSCI 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 Xtrackers MSCI etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xtrackers MSCI etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xtrackers MSCI etf over time.
Current vs Lagged Prices |
| Timeline |
Xtrackers MSCI Lagged Returns
When evaluating Xtrackers MSCI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xtrackers MSCI etf have on its future price. Xtrackers MSCI 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, Xtrackers MSCI autocorrelation shows the relationship between Xtrackers MSCI etf current value and its past values and can show if there is a momentum factor associated with investing in Xtrackers MSCI Japan.
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 Information and Resources on Investing in Xtrackers Etf
When determining whether Xtrackers MSCI Japan is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Xtrackers Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Xtrackers Msci Japan Etf. Highlighted below are key reports to facilitate an investment decision about Xtrackers Msci Japan Etf:Check out Xtrackers MSCI Correlation, Xtrackers MSCI Volatility and Xtrackers MSCI Alpha and Beta module to complement your research on Xtrackers MSCI. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Xtrackers MSCI 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.