Ishares Inflation Hedged Etf Market Value
| LQDI Etf | USD 25.38 0.04 0.16% |
| Symbol | IShares |
The market value of iShares Inflation Hedged 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 Inflation's value that differs from its market value or its book value, called intrinsic value, which is IShares Inflation'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 Inflation's market value can be influenced by many factors that don't directly affect IShares Inflation'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 Inflation's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Inflation is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Inflation'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 Inflation '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 Inflation'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 Inflation.
| 10/22/2023 |
| 04/19/2024 |
If you would invest 0.00 in IShares Inflation on October 22, 2023 and sell it all today you would earn a total of 0.00 from holding iShares Inflation Hedged or generate 0.0% return on investment in IShares Inflation over 180 days. IShares Inflation is related to or competes with PrimeEnergy, Israel Acquisitions, CKX Lands, HUMANA, Barloworld, Thrivent High, and Morningstar Unconstrained. The fund seeks to achieve its investment objective by investing, under normal circumstances, at least 80 percent of its ... More
IShares Inflation 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 Inflation'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 Inflation Hedged upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 1.86 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 0.507 |
IShares Inflation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Inflation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Inflation's standard deviation. In reality, there are many statistical measures that can use IShares Inflation historical prices to predict the future IShares Inflation's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.13) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Inflation'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 Inflation Hedged Backtested Returns
iShares Inflation Hedged holds Efficiency (Sharpe) Ratio of -0.0642, which attests that the entity had a -0.0642% return per unit of risk over the last 3 months. iShares Inflation Hedged exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares Inflation's Risk Adjusted Performance of (0.04), standard deviation of 0.3958, and Market Risk Adjusted Performance of (0.12) to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Inflation's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Inflation is expected to be smaller as well.
Auto-correlation | 0.13 |
Insignificant predictability
iShares Inflation Hedged has insignificant predictability. Overlapping area represents the amount of predictability between IShares Inflation time series from 22nd of October 2023 to 20th of January 2024 and 20th of January 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 Inflation Hedged price movement. The serial correlation of 0.13 indicates that less than 13.0% of current IShares Inflation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
iShares Inflation Hedged lagged returns against current returns
Autocorrelation, which is IShares Inflation 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 Inflation's etf expected returns. We can calculate the autocorrelation of IShares Inflation returns to help us make a trade decision. For example, suppose you find that IShares Inflation 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 Inflation 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 Inflation etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Inflation etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Inflation etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Inflation Lagged Returns
When evaluating IShares Inflation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Inflation etf have on its future price. IShares Inflation 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 Inflation autocorrelation shows the relationship between IShares Inflation etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Inflation Hedged.
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 Inflation 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 Inflation's short interest history, or implied volatility extrapolated from IShares Inflation options trading.
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Try AI Portfolio ArchitectCheck out IShares Inflation Correlation, IShares Inflation Volatility and IShares Inflation Alpha and Beta module to complement your research on IShares Inflation. Note that the iShares Inflation Hedged information on this page should be used as a complementary analysis to other IShares Inflation'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 Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
IShares Inflation 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.