Ishares Iboxx Investment Etf Market Value

LQD Etf  USD 109.02  0.75  0.69%   
IShares IBoxx's market value is the price at which a share of IShares IBoxx trades on a public exchange. It measures the collective expectations of IShares IBoxx Investment investors about its performance. IShares IBoxx is trading at 109.02 as of the 28th of March 2024, a 0.69% increase since the beginning of the trading day. The etf's lowest day price was 108.35.
With this module, you can estimate the performance of a buy and hold strategy of IShares IBoxx Investment and determine expected loss or profit from investing in IShares IBoxx over a given investment horizon. Check out IShares IBoxx Correlation, IShares IBoxx Volatility and IShares IBoxx Alpha and Beta module to complement your research on IShares IBoxx.
Symbol

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

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

IShares IBoxx Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares IBoxx's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares IBoxx's standard deviation. In reality, there are many statistical measures that can use IShares IBoxx historical prices to predict the future IShares IBoxx'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 IBoxx'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
108.57109.01109.45
Details
Intrinsic
Valuation
LowRealHigh
108.43108.87109.31
Details
Naive
Forecast
LowNextHigh
107.66108.11108.55
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
107.84108.53109.22
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as IShares IBoxx. Your research has to be compared to or analyzed against IShares IBoxx's peers to derive any actionable benefits. When done correctly, IShares IBoxx'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 IBoxx Investment.

IShares IBoxx Investment Backtested Returns

IShares IBoxx Investment holds Efficiency (Sharpe) Ratio of -0.0266, which attests that the entity had a -0.0266% return per unit of risk over the last 3 months. IShares IBoxx Investment exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares IBoxx's Risk Adjusted Performance of (0.01), standard deviation of 0.4458, and Market Risk Adjusted Performance of (0.03) to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.43, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares IBoxx's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares IBoxx is expected to be smaller as well.

Auto-correlation

    
  0.51  

Modest predictability

IShares IBoxx Investment has modest predictability. Overlapping area represents the amount of predictability between IShares IBoxx 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 IBoxx Investment price movement. The serial correlation of 0.51 indicates that about 51.0% of current IShares IBoxx price fluctuation can be explain by its past prices.
Correlation Coefficient0.51
Spearman Rank Test0.64
Residual Average0.0
Price Variance0.16

IShares IBoxx Investment lagged returns against current returns

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

IShares IBoxx Lagged Returns

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

IShares IBoxx Implied Volatility

    
  12.14  
IShares IBoxx's implied volatility exposes the market's sentiment of IShares IBoxx Investment stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if IShares IBoxx's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that IShares IBoxx stock will not fluctuate a lot when IShares IBoxx's options are near their expiration.
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 IBoxx 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 IBoxx's short interest history, or implied volatility extrapolated from IShares IBoxx options trading.

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When determining whether IShares IBoxx Investment is a strong investment it is important to analyze IShares IBoxx'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 IBoxx's future performance. For an informed investment choice regarding IShares Etf, refer to the following important reports:
Check out IShares IBoxx Correlation, IShares IBoxx Volatility and IShares IBoxx Alpha and Beta module to complement your research on IShares IBoxx.
You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.

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