Ishares Preferred And Etf Market Value

PFF Etf  USD 32.23  0.18  0.56%   
IShares Preferred's market value is the price at which a share of IShares Preferred trades on a public exchange. It measures the collective expectations of IShares Preferred And investors about its performance. IShares Preferred is trading at 32.23 as of the 28th of March 2024. This is a -0.56 percent decrease since the beginning of the trading day. The etf's lowest day price was 32.2.
With this module, you can estimate the performance of a buy and hold strategy of IShares Preferred And and determine expected loss or profit from investing in IShares Preferred over a given investment horizon. Check out IShares Preferred Correlation, IShares Preferred Volatility and IShares Preferred Alpha and Beta module to complement your research on IShares Preferred.
Symbol

The market value of IShares Preferred And 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 Preferred's value that differs from its market value or its book value, called intrinsic value, which is IShares Preferred'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 Preferred's market value can be influenced by many factors that don't directly affect IShares Preferred'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 Preferred's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Preferred is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Preferred'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 Preferred '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 Preferred'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 Preferred.
0.00
02/27/2024
No Change 0.00  0.0 
In 31 days
03/28/2024
0.00
If you would invest  0.00  in IShares Preferred on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding IShares Preferred And or generate 0.0% return on investment in IShares Preferred over 30 days. IShares Preferred is related to or competes with Merck, Barloworld, Morningstar Unconstrained, High-yield Municipal, Via Renewables, Bondbloxx ETF, and Jpmorgan Equity. The fund may invest at least 80 percent of its assets in the component securities of its underlying index and in investm... More

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

IShares Preferred Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Preferred's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Preferred's standard deviation. In reality, there are many statistical measures that can use IShares Preferred historical prices to predict the future IShares Preferred'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 Preferred'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
31.7632.2132.66
Details
Intrinsic
Valuation
LowRealHigh
31.6332.0832.53
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as IShares Preferred. Your research has to be compared to or analyzed against IShares Preferred's peers to derive any actionable benefits. When done correctly, IShares Preferred'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 Preferred And.

IShares Preferred And Backtested Returns

We consider IShares Preferred very steady. IShares Preferred And holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for IShares Preferred And, which you can use to evaluate the volatility of the entity. Please check out IShares Preferred's Market Risk Adjusted Performance of 0.1286, downside deviation of 0.5161, and Risk Adjusted Performance of 0.0929 to validate if the risk estimate we provide is consistent with the expected return of 0.0716%. The etf retains a Market Volatility (i.e., Beta) of 0.55, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Preferred's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Preferred is expected to be smaller as well.

Auto-correlation

    
  0.28  

Poor predictability

IShares Preferred And has poor predictability. Overlapping area represents the amount of predictability between IShares Preferred time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 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 Preferred And price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current IShares Preferred price fluctuation can be explain by its past prices.
Correlation Coefficient0.28
Spearman Rank Test0.14
Residual Average0.0
Price Variance0.02

IShares Preferred And lagged returns against current returns

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

IShares Preferred Lagged Returns

When evaluating IShares Preferred's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Preferred etf have on its future price. IShares Preferred 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 Preferred autocorrelation shows the relationship between IShares Preferred etf current value and its past values and can show if there is a momentum factor associated with investing in IShares Preferred And.
   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 Preferred 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 Preferred's short interest history, or implied volatility extrapolated from IShares Preferred options trading.

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as IShares Preferred And using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

Build Optimal Portfolios

Align your risk with return expectations

Fix your portfolio
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
When determining whether IShares Preferred And is a strong investment it is important to analyze IShares Preferred's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact IShares Preferred's future performance. For an informed investment choice regarding IShares Etf, refer to the following important reports:
Check out IShares Preferred Correlation, IShares Preferred Volatility and IShares Preferred Alpha and Beta module to complement your research on IShares Preferred.
Note that the IShares Preferred And information on this page should be used as a complementary analysis to other IShares Preferred'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 Share Portfolio module to track or share privately all of your investments from the convenience of any device.

Complementary Tools for IShares Etf analysis

When running IShares Preferred's price analysis, check to measure IShares Preferred's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy IShares Preferred is operating at the current time. Most of IShares Preferred's value examination focuses on studying past and present price action to predict the probability of IShares Preferred's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IShares Preferred's price. Additionally, you may evaluate how the addition of IShares Preferred to your portfolios can decrease your overall portfolio volatility.
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Fundamental Analysis
View fundamental data based on most recent published financial statements
Sync Your Broker
Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.
ETF Categories
List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments
Crypto Correlations
Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
ETFs
Find actively traded Exchange Traded Funds (ETF) from around the world
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Latest Portfolios
Quick portfolio dashboard that showcases your latest portfolios
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
AI Investment Finder
Use AI to screen and filter profitable investment opportunities
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
IShares Preferred 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 Preferred technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of IShares Preferred 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...