With this equity back-testing module your can estimate the performance of a buy and hold strategy of iShares Global 100 ETF and determine expected loss or profit from investing in iShares Global over given investment horizon. Please also check iShares Global Hype Analysis, iShares Global Correlation, Portfolio Optimization, iShares Global Volatility as well as analyze iShares Global Alpha and Beta and iShares Global Performance.
|Horizon||30 Days Login to change|
iShares Global 'What if' Analysis
October 19, 20180.00
December 18, 20180.00
If you would invest 0.00 in iShares Global on October 19, 2018 and sell it all today you would earn a total of 0.00 from holding iShares Global 100 ETF or generate 0.0% return on investment in iShares Global over 60 days. iShares Global is related to or competes with SPDR MSCI, iShares MSCI, iShares Edge, Principal Millennials, Franklin LibertyQ, Franklin LibertyQ, and Digital River. The investment seeks to track the investment results of the SP Global 100TM , which is designed to measure the performan...
iShares Global Upside/Downside Indicators
iShares Global Market Premium Indicators
iShares Global 100 Backtested Returns
Macroaxis considers iShares Global to be not too risky. iShares Global 100 shows Sharpe Ratio of -0.1367 which attests that iShares Global 100 had -0.1367% of return per unit of risk over the last 2 months. Macroaxis philosophy towards determining risk of any etf is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. iShares Global 100 exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out iShares Global 100 Market Risk Adjusted Performance of
(0.82) and Mean Deviation of 1.13 to validate risk estimate we provide. The entity maintains market beta of 0.0644 which attests that as returns on market increase, iShares Global returns are expected to increase less than the market. However during bear market, the loss on holding iShares Global will be expected to be smaller as well.. Even though it is essential to pay attention to iShares Global 100 historical price patterns, it is always good to be careful when utilizing equity current price history. Macroaxis philosophy towards determining future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. iShares Global 100 exposes twenty-eight different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||(0.18)|
|Spearman Rank Test||0.31|
iShares Global 100 lagged returns against current returns
Current and Lagged Values
iShares Global regressed lagged prices vs. current prices
Current vs Lagged Prices
iShares Global Lagged Returns
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please also check iShares Global Hype Analysis, iShares Global Correlation, Portfolio Optimization, iShares Global Volatility as well as analyze iShares Global Alpha and Beta and iShares Global Performance. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.