IShares FTSE (Switzerland) Market Value
| MIDD Etf | CHF 21.02 0.00 0.00% |
| Symbol | IShares |
IShares FTSE '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 FTSE'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 FTSE.
| 05/24/2023 |
| 04/18/2024 |
If you would invest 0.00 in IShares FTSE on May 24, 2023 and sell it all today you would earn a total of 0.00 from holding iShares FTSE 250 or generate 0.0% return on investment in IShares FTSE over 330 days. IShares FTSE is related to or competes with IShares SP, and IShares JP. The investment objective of this Fund is to provide investors with a total return, taking into account both capital and ... More
IShares FTSE 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 FTSE'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 FTSE 250 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5878 | |||
| Information Ratio | 0.0942 | |||
| Maximum Drawdown | 3.26 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 1.18 |
IShares FTSE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares FTSE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares FTSE's standard deviation. In reality, there are many statistical measures that can use IShares FTSE historical prices to predict the future IShares FTSE's volatility.| Risk Adjusted Performance | 0.1155 | |||
| Jensen Alpha | 0.0923 | |||
| Total Risk Alpha | 0.0592 | |||
| Sortino Ratio | 0.0998 | |||
| Treynor Ratio | 0.4005 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares FTSE'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 FTSE 250 Backtested Returns
We consider IShares FTSE very steady. iShares FTSE 250 holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for iShares FTSE 250, which you can use to evaluate the volatility of the entity. Please check out IShares FTSE's Risk Adjusted Performance of 0.1155, downside deviation of 0.5878, and Market Risk Adjusted Performance of 0.4105 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. 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 FTSE's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares FTSE is expected to be smaller as well.
Auto-correlation | -0.82 |
Excellent reverse predictability
iShares FTSE 250 has excellent reverse predictability. Overlapping area represents the amount of predictability between IShares FTSE time series from 24th of May 2023 to 5th of November 2023 and 5th of November 2023 to 18th 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 FTSE 250 price movement. The serial correlation of -0.82 indicates that around 82.0% of current IShares FTSE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
iShares FTSE 250 lagged returns against current returns
Autocorrelation, which is IShares FTSE 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 FTSE's etf expected returns. We can calculate the autocorrelation of IShares FTSE returns to help us make a trade decision. For example, suppose you find that IShares FTSE 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 FTSE 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 FTSE etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares FTSE etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares FTSE etf over time.
Current vs Lagged Prices |
| Timeline |
IShares FTSE Lagged Returns
When evaluating IShares FTSE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares FTSE etf have on its future price. IShares FTSE 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 FTSE autocorrelation shows the relationship between IShares FTSE etf current value and its past values and can show if there is a momentum factor associated with investing in iShares FTSE 250.
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 FTSE 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 FTSE's short interest history, or implied volatility extrapolated from IShares FTSE options trading.
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IShares FTSE 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.