Ishares Sp 500 Etf Market Value

IVW Etf  USD 84.70  0.28  0.33%   
IShares SP's market value is the price at which a share of IShares SP trades on a public exchange. It measures the collective expectations of IShares SP 500 investors about its performance. IShares SP is selling for under 84.70 as of the 28th of March 2024; that is 0.33 percent up since the beginning of the trading day. The etf's lowest day price was 84.11.
With this module, you can estimate the performance of a buy and hold strategy of IShares SP 500 and determine expected loss or profit from investing in IShares SP over a given investment horizon. Check out IShares SP Correlation, IShares SP Volatility and IShares SP Alpha and Beta module to complement your research on IShares SP.
Symbol

The market value of IShares SP 500 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 SP's value that differs from its market value or its book value, called intrinsic value, which is IShares SP'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 SP's market value can be influenced by many factors that don't directly affect IShares SP'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 SP's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares SP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares SP'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 SP '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 SP'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 SP.
0.00
07/07/2022
No Change 0.00  0.0 
In 1 year 8 months and 22 days
03/28/2024
0.00
If you would invest  0.00  in IShares SP on July 7, 2022 and sell it all today you would earn a total of 0.00 from holding IShares SP 500 or generate 0.0% return on investment in IShares SP over 630 days. IShares SP is related to or competes with Northern Lights, Dimensional International, First Trust, FT Cboe, FT Cboe, ProShares Short, and Vanguard Large. The index measures the performance of the large-capitalization growth sector of the U.S More

IShares SP 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 SP'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 SP 500 upside and downside potential and time the market with a certain degree of confidence.

IShares SP Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares SP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares SP's standard deviation. In reality, there are many statistical measures that can use IShares SP historical prices to predict the future IShares SP'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 SP'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
83.7084.7085.70
Details
Intrinsic
Valuation
LowRealHigh
73.9674.9693.17
Details
Naive
Forecast
LowNextHigh
83.8684.8685.87
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
84.3284.6484.95
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as IShares SP. Your research has to be compared to or analyzed against IShares SP's peers to derive any actionable benefits. When done correctly, IShares SP'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 SP 500.

IShares SP 500 Backtested Returns

IShares SP appears to be very steady, given 3 months investment horizon. IShares SP 500 holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for IShares SP 500, which you can use to evaluate the volatility of the entity. Please utilize IShares SP's Market Risk Adjusted Performance of 0.1732, downside deviation of 0.8517, and Risk Adjusted Performance of 0.113 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 1.11, which attests to a somewhat significant risk relative to the market. IShares SP returns are very sensitive to returns on the market. As the market goes up or down, IShares SP is expected to follow.

Auto-correlation

    
  0.15  

Insignificant predictability

IShares SP 500 has insignificant predictability. Overlapping area represents the amount of predictability between IShares SP time series from 7th of July 2022 to 18th of May 2023 and 18th of May 2023 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 SP 500 price movement. The serial correlation of 0.15 indicates that less than 15.0% of current IShares SP price fluctuation can be explain by its past prices.
Correlation Coefficient0.15
Spearman Rank Test-0.07
Residual Average0.0
Price Variance28.2

IShares SP 500 lagged returns against current returns

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

IShares SP Lagged Returns

When evaluating IShares SP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares SP etf have on its future price. IShares SP 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 SP autocorrelation shows the relationship between IShares SP etf current value and its past values and can show if there is a momentum factor associated with investing in IShares SP 500.
   Regressed Prices   
       Timeline  

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When determining whether IShares SP 500 is a strong investment it is important to analyze IShares SP'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 SP's future performance. For an informed investment choice regarding IShares Etf, refer to the following important reports:
Check out IShares SP Correlation, IShares SP Volatility and IShares SP Alpha and Beta module to complement your research on IShares SP.
You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.

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