Ishares Msci Eafe Etf Market Value

SCZ Etf  USD 62.44  0.08  0.13%   
IShares MSCI's market value is the price at which a share of IShares MSCI stock trades on a public exchange. It measures the collective expectations of IShares MSCI EAFE investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of IShares MSCI EAFE and determine expected loss or profit from investing in IShares MSCI over a given investment horizon.
Check out IShares MSCI Correlation, IShares MSCI Volatility and IShares MSCI Alpha and Beta module to complement your research on IShares MSCI.
Symbol

The market value of IShares MSCI EAFE 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 MSCI's value that differs from its market value or its book value, called intrinsic value, which is IShares MSCI'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 MSCI's market value can be influenced by many factors that don't directly affect IShares MSCI'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 MSCI's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares MSCI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares 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.

IShares 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 IShares 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 IShares MSCI.
0.00
09/25/2022
No Change 0.00  0.0 
In 1 year 5 months and 25 days
03/18/2024
0.00
If you would invest  0.00  in IShares MSCI on September 25, 2022 and sell it all today you would earn a total of 0.00 from holding IShares MSCI EAFE or generate 0.0% return on investment in IShares MSCI over 540 days. IShares MSCI is related to or competes with SPDR Portfolio, Invesco Senior, Vanguard Total, and IShares Russell. The fund generally will invest at least 80 percent of its assets in the component securities of the underlying index and... More

IShares 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 IShares 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 IShares MSCI EAFE upside and downside potential and time the market with a certain degree of confidence.

IShares MSCI Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares MSCI's standard deviation. In reality, there are many statistical measures that can use IShares MSCI historical prices to predict the future IShares MSCI's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of IShares MSCI'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. Please use the tools below to analyze the current value of IShares MSCI in the context of predictive analytics.
Hype
Prediction
LowEstimatedHigh
61.6062.3763.14
Details
Intrinsic
Valuation
LowRealHigh
61.2562.0262.79
Details
Naive
Forecast
LowNextHigh
61.8562.6263.39
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
60.3561.7863.22
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as IShares MSCI. Your research has to be compared to or analyzed against IShares MSCI's peers to derive any actionable benefits. When done correctly, IShares MSCI'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 MSCI EAFE.

IShares MSCI EAFE Backtested Returns

We consider IShares MSCI very steady. IShares MSCI EAFE holds Efficiency (Sharpe) Ratio of 0.0663, which attests that the entity had 0.0663% return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of an etf is to use all available market data together with etf-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for IShares MSCI EAFE, which you can use to evaluate the future volatility of the entity. Please check out IShares MSCI's Risk Adjusted Performance of 0.0782, downside deviation of 0.8335, and Market Risk Adjusted Performance of 0.092 to validate if the risk estimate we provide is consistent with the expected return of 0.0506%. The etf retains a Market Volatility (i.e., Beta) of 1.07, which attests to a somewhat significant risk relative to the market. IShares MSCI returns are very sensitive to returns on the market. As the market goes up or down, IShares MSCI is expected to follow. By evaluating IShares MSCI EAFE technical indicators, you can presently evaluate if the expected return of 0.0506% will be sustainable into the future.

Auto-correlation

    
  -0.08  

Very weak reverse predictability

IShares MSCI EAFE has very weak reverse predictability. Overlapping area represents the amount of predictability between IShares MSCI time series from 25th of September 2022 to 22nd of June 2023 and 22nd of June 2023 to 18th 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 MSCI EAFE price movement. The serial correlation of -0.08 indicates that barely 8.0% of current IShares MSCI price fluctuation can be explain by its past prices.
Correlation Coefficient-0.08
Spearman Rank Test0.27
Residual Average0.0
Price Variance6.89

IShares MSCI EAFE lagged returns against current returns

Autocorrelation, which is IShares 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 IShares MSCI's etf expected returns. We can calculate the autocorrelation of IShares MSCI returns to help us make a trade decision. For example, suppose you find that IShares MSCI etf has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

IShares 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 IShares MSCI etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares MSCI etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares MSCI etf over time.
   Current vs Lagged Prices   
       Timeline  

IShares MSCI Lagged Returns

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

Currently Active Assets on Macroaxis

When determining whether IShares MSCI EAFE offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of IShares MSCI'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 Msci Eafe Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Ishares Msci Eafe Etf:
Check out IShares MSCI Correlation, IShares MSCI Volatility and IShares MSCI Alpha and Beta module to complement your research on IShares MSCI.
Note that the IShares MSCI EAFE information on this page should be used as a complementary analysis to other IShares MSCI'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 Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.

Complementary Tools for IShares Etf analysis

When running IShares MSCI's price analysis, check to measure IShares MSCI'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 MSCI is operating at the current time. Most of IShares MSCI's value examination focuses on studying past and present price action to predict the probability of IShares MSCI'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 MSCI's price. Additionally, you may evaluate how the addition of IShares MSCI to your portfolios can decrease your overall portfolio volatility.
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IShares 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.
A focus of IShares MSCI technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of IShares MSCI 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...