Ishares Interest Rate Etf Market Value
| LQDH Etf | USD 93.64 0.14 0.15% |
| Symbol | IShares |
The market value of iShares Interest Rate 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 Interest's value that differs from its market value or its book value, called intrinsic value, which is IShares Interest'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 Interest's market value can be influenced by many factors that don't directly affect IShares Interest'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 Interest's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Interest is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Interest'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 Interest '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 Interest'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 Interest.
| 06/29/2023 |
| 04/24/2024 |
If you would invest 0.00 in IShares Interest on June 29, 2023 and sell it all today you would earn a total of 0.00 from holding iShares Interest Rate or generate 0.0% return on investment in IShares Interest over 300 days. IShares Interest is related to or competes with IShares ESG, First Trust, First Trust, and First Trust. The index is designed to minimize the interest-rate risk exposure of a portfolio composed of U.S More
IShares Interest 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 Interest'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 Interest Rate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1662 | |||
| Information Ratio | (0.44) | |||
| Maximum Drawdown | 0.7527 | |||
| Value At Risk | (0.23) | |||
| Potential Upside | 0.236 |
IShares Interest Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Interest's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Interest's standard deviation. In reality, there are many statistical measures that can use IShares Interest historical prices to predict the future IShares Interest's volatility.| Risk Adjusted Performance | 0.0901 | |||
| Jensen Alpha | 0.0099 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.40) | |||
| Treynor Ratio | 0.1771 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Interest'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.
iShares Interest Rate Backtested Returns
We consider IShares Interest very steady. iShares Interest Rate 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-eight technical indicators for iShares Interest Rate, which you can use to evaluate the volatility of the entity. Please check out IShares Interest's Coefficient Of Variation of 511.34, risk adjusted performance of 0.0901, and Market Risk Adjusted Performance of 0.1871 to validate if the risk estimate we provide is consistent with the expected return of 0.0219%. The etf retains a Market Volatility (i.e., Beta) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Interest's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Interest is expected to be smaller as well.
Auto-correlation | 0.82 |
Very good predictability
iShares Interest Rate has very good predictability. Overlapping area represents the amount of predictability between IShares Interest time series from 29th of June 2023 to 26th of November 2023 and 26th of November 2023 to 24th of April 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 Interest Rate price movement. The serial correlation of 0.82 indicates that around 82.0% of current IShares Interest price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 0.98 |
iShares Interest Rate lagged returns against current returns
Autocorrelation, which is IShares Interest 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 Interest's etf expected returns. We can calculate the autocorrelation of IShares Interest returns to help us make a trade decision. For example, suppose you find that IShares Interest 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 Interest 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 Interest etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Interest etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Interest etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Interest Lagged Returns
When evaluating IShares Interest's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Interest etf have on its future price. IShares Interest 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 Interest autocorrelation shows the relationship between IShares Interest etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Interest Rate.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out IShares Interest Correlation, IShares Interest Volatility and IShares Interest Alpha and Beta module to complement your research on IShares Interest. Note that the iShares Interest Rate information on this page should be used as a complementary analysis to other IShares Interest's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
IShares Interest 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.