Ishares Us Infrastructure Etf Market Value

IFRA Etf  USD 43.09  0.91  2.16%   
IShares US's market value is the price at which a share of IShares US trades on a public exchange. It measures the collective expectations of IShares US Infrastructure investors about its performance. IShares US is trading at 43.09 as of the 28th of March 2024, a 2.16 percent up since the beginning of the trading day. The etf's open price was 42.18.
With this module, you can estimate the performance of a buy and hold strategy of IShares US Infrastructure and determine expected loss or profit from investing in IShares US over a given investment horizon. Check out IShares US Correlation, IShares US Volatility and IShares US Alpha and Beta module to complement your research on IShares US.
Symbol

The market value of IShares US Infrastructure is measured differently than its book value, which is the value of IShares that is recorded on the company's balance sheet. Investors also form their own opinion of IShares US's value that differs from its market value or its book value, called intrinsic value, which is IShares US'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 IShares US's market value can be influenced by many factors that don't directly affect IShares US'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 IShares US's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares US is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares US'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.

IShares US '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 US'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 US.
0.00
02/02/2023
No Change 0.00  0.0 
In 1 year 1 month and 25 days
03/28/2024
0.00
If you would invest  0.00  in IShares US on February 2, 2023 and sell it all today you would earn a total of 0.00 from holding IShares US Infrastructure or generate 0.0% return on investment in IShares US over 420 days. IShares US is related to or competes with IShares US, Martin Currie, VictoryShares THB, AdvisorShares Gerber, Roundhill Ball, and Global X. The fund will invest at least 80 percent of its assets in the component securities of the index and in investments that ... More

IShares US 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 US'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 US Infrastructure upside and downside potential and time the market with a certain degree of confidence.

IShares US Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares US's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares US's standard deviation. In reality, there are many statistical measures that can use IShares US historical prices to predict the future IShares US's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares US'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.
Hype
Prediction
LowEstimatedHigh
42.0443.0744.10
Details
Intrinsic
Valuation
LowRealHigh
41.4242.4543.48
Details
Naive
Forecast
LowNextHigh
42.1843.2244.25
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
41.7842.5643.33
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as IShares US. Your research has to be compared to or analyzed against IShares US's peers to derive any actionable benefits. When done correctly, IShares US's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in IShares US Infrastructure.

IShares US Infrastructure Backtested Returns

We consider IShares US very steady. IShares US Infrastructure 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 US Infrastructure, which you can use to evaluate the volatility of the entity. Please check out IShares US's Risk Adjusted Performance of 0.0725, downside deviation of 1.07, and Market Risk Adjusted Performance of 0.0835 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. The etf retains a Market Volatility (i.e., Beta) of 1.54, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, IShares US will likely underperform.

Auto-correlation

    
  0.55  

Modest predictability

IShares US Infrastructure has modest predictability. Overlapping area represents the amount of predictability between IShares US time series from 2nd of February 2023 to 31st of August 2023 and 31st of August 2023 to 28th of March 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 US Infrastructure price movement. The serial correlation of 0.55 indicates that about 55.0% of current IShares US price fluctuation can be explain by its past prices.
Correlation Coefficient0.55
Spearman Rank Test0.42
Residual Average0.0
Price Variance4.35

IShares US Infrastructure lagged returns against current returns

Autocorrelation, which is IShares US 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 US's etf expected returns. We can calculate the autocorrelation of IShares US returns to help us make a trade decision. For example, suppose you find that IShares US 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 US 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 US etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares US etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares US etf over time.
   Current vs Lagged Prices   
       Timeline  

IShares US Lagged Returns

When evaluating IShares US's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares US etf have on its future price. IShares US 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 US autocorrelation shows the relationship between IShares US etf current value and its past values and can show if there is a momentum factor associated with investing in IShares US Infrastructure.
   Regressed Prices   
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards IShares US in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, IShares US's short interest history, or implied volatility extrapolated from IShares US options trading.

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When determining whether IShares US Infrastructure offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of IShares US's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Ishares Us Infrastructure Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Ishares Us Infrastructure Etf:
Check out IShares US Correlation, IShares US Volatility and IShares US Alpha and Beta module to complement your research on IShares US.
You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.

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IShares US 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.
A focus of IShares US technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of IShares US trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...