Ishares Tips Bond Etf Market Value
| TIP Etf | USD 105.76 0.41 0.39% |
| Symbol | IShares |
The market value of iShares TIPS Bond 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 TIPS's value that differs from its market value or its book value, called intrinsic value, which is IShares TIPS'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 TIPS's market value can be influenced by many factors that don't directly affect IShares TIPS'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 TIPS's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares TIPS is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares TIPS'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 TIPS '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 TIPS'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 TIPS.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in IShares TIPS on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding iShares TIPS Bond or generate 0.0% return on investment in IShares TIPS over 30 days. IShares TIPS is related to or competes with IShares IBoxx, IShares 1, IShares 7, IShares Core, and IShares IBoxx. The fund will invest at least 80 percent of its assets in the component securities of the underlying index and will inve... More
IShares TIPS 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 TIPS'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 TIPS Bond upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 1.62 | |||
| Value At Risk | (0.64) | |||
| Potential Upside | 0.426 |
IShares TIPS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares TIPS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares TIPS's standard deviation. In reality, there are many statistical measures that can use IShares TIPS historical prices to predict the future IShares TIPS's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.37) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares TIPS'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 TIPS Bond Backtested Returns
iShares TIPS Bond holds Efficiency (Sharpe) Ratio of -0.0544, which attests that the entity had a -0.0544% return per unit of risk over the last 3 months. iShares TIPS Bond exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares TIPS's Risk Adjusted Performance of (0.06), standard deviation of 0.3327, and Market Risk Adjusted Performance of (0.36) to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.1, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares TIPS's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares TIPS is expected to be smaller as well.
Auto-correlation | 0.10 |
Insignificant predictability
iShares TIPS Bond has insignificant predictability. Overlapping area represents the amount of predictability between IShares TIPS time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th 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 TIPS Bond price movement. The serial correlation of 0.1 indicates that less than 10.0% of current IShares TIPS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
iShares TIPS Bond lagged returns against current returns
Autocorrelation, which is IShares TIPS 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 TIPS's etf expected returns. We can calculate the autocorrelation of IShares TIPS returns to help us make a trade decision. For example, suppose you find that IShares TIPS 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 TIPS 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 TIPS etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares TIPS etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares TIPS etf over time.
Current vs Lagged Prices |
| Timeline |
IShares TIPS Lagged Returns
When evaluating IShares TIPS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares TIPS etf have on its future price. IShares TIPS 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 TIPS autocorrelation shows the relationship between IShares TIPS etf current value and its past values and can show if there is a momentum factor associated with investing in iShares TIPS Bond.
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 TIPS 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 TIPS's short interest history, or implied volatility extrapolated from IShares TIPS options trading.
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When determining whether iShares TIPS Bond is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if IShares Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Ishares Tips Bond Etf. Highlighted below are key reports to facilitate an investment decision about Ishares Tips Bond Etf:Check out IShares TIPS Correlation, IShares TIPS Volatility and IShares TIPS Alpha and Beta module to complement your research on IShares TIPS. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
IShares TIPS 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.