Ishares Etf Market Value

SDG -  USA Etf  

USD 96.77  0.34  0.35%

Ishares MSCI's market value is the price at which a share of Ishares MSCI stock trades on a public exchange. It measures the collective expectations of Ishares MSCI Global investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Ishares MSCI Global and determine expected loss or profit from investing in Ishares MSCI over a given investment horizon. Additionally, take a look at Ishares MSCI Hype Analysis, Ishares MSCI Correlation, Portfolio Optimization, Ishares MSCI Volatility, as well as analyze Ishares MSCI Alpha and Beta and Ishares MSCI Performance.
Symbol
Backtest

The market value of Ishares MSCI Global 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 MSCI's value that differs from its market value or its book value, called intrinsic value, which is Ishares MSCI'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 MSCI's market value can be influenced by many factors that don't directly affect Ishares MSCI Global underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Ishares MSCI's value and its price as these two are different measures arrived at by different means. Investors typically determine Ishares MSCI value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ishares MSCI'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 MSCI '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 MSCI'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 MSCI.
0.00
09/23/2021
No Change 0.00  0.0 
In 31 days
10/23/2021
0.00
If you would invest  0.00  in Ishares MSCI on September 23, 2021 and sell it all today you would earn a total of 0.00 from holding Ishares MSCI Global or generate 0.0% return on investment in Ishares MSCI over 30 days. Ishares MSCI is related to or competes with Total Stock, SP 500, Total Bond, SP 500, Vanguard Growth, FTSE Developed, and Midcap ETF. The investment seeks to track the performance of the MSCI ACWI Sustainable Impact Index

Ishares MSCI 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 MSCI'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 MSCI Global upside and downside potential and time the market with a certain degree of confidence.

Ishares MSCI Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Ishares MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ishares MSCI's standard deviation. In reality, there are many statistical measures that can use Ishares MSCI historical prices to predict the future Ishares MSCI's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Ishares MSCI'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. Please use the tools below to analyze the current value of Ishares MSCI in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
96.0796.7797.47
Details
Intrinsic
Valuation
LowReal ValueHigh
96.1396.8397.53
Details
Naive
Forecast
LowNext ValueHigh
97.7898.4899.18
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
93.1095.2897.47
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Ishares MSCI. Your research has to be compared to or analyzed against Ishares MSCI's peers to derive any actionable benefits. When done correctly, Ishares MSCI's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Ishares MSCI Global.

Ishares MSCI Global Backtested Returns

Ishares MSCI Global holds Efficiency (Sharpe) Ratio of -0.0099, which attests that the entity had -0.0099% of return per unit of risk over the last 3 months. Macroaxis standpoint towards determining the risk of any etf is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Ishares MSCI Global exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Ishares MSCI risk adjusted performance of (0.012347), and Market Risk Adjusted Performance of (0.031503) to validate the risk estimate we provide.
The etf retains a Market Volatility (i.e., Beta) of 0.5321, which attests to possible diversification benefits within a given portfolio. Let's try to break down what Ishares's beta means in this case. As returns on the market increase, Ishares MSCI returns are expected to increase less than the market. However, during the bear market, the loss on holding Ishares MSCI will be expected to be smaller as well. Even though it is essential to pay attention to Ishares MSCI Global current price history, it is always good to be careful when utilizing equity current price movements. Our philosophy towards determining any etf's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Ishares MSCI Global exposes twenty-one different technical indicators, which can help you to evaluate its performance.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.89)   

Excellent reverse predictability

Ishares MSCI Global has excellent reverse predictability. Overlapping area represents the amount of predictability between Ishares MSCI time series from 23rd of September 2021 to 8th of October 2021 and 8th of October 2021 to 23rd of October 2021. 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 MSCI Global price movement. The serial correlation of -0.89 indicates that approximately 89.0% of current Ishares MSCI price fluctuation can be explain by its past prices. Given that Ishares MSCI Global has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Ishares MSCI for similar time interval.
Correlation Coefficient-0.89
Spearman Rank Test-0.73
Residual Average0.0
Price Variance1.37

Ishares MSCI Global lagged returns against current returns

Autocorrelation, which is Ishares MSCI 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 MSCI's etf expected returns. We can calculate the autocorrelation of Ishares MSCI returns to help us make a trade decision. For example, suppose you find that Ishares MSCI etf has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Ishares MSCI 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 MSCI etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ishares MSCI etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ishares MSCI etf over time.
 Current vs Lagged Prices 
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      Timeline 

Ishares MSCI Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Ishares MSCI without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Currently Active Assets on Macroaxis

Additionally, take a look at Ishares MSCI Hype Analysis, Ishares MSCI Correlation, Portfolio Optimization, Ishares MSCI Volatility, as well as analyze Ishares MSCI Alpha and Beta and Ishares MSCI Performance. Note that the Ishares MSCI Global information on this page should be used as a complementary analysis to other Ishares MSCI'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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

Complementary Tools for Ishares Etf analysis

When running Ishares MSCI Global price analysis, check to measure Ishares MSCI'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 MSCI is operating at the current time. Most of Ishares MSCI's value examination focuses on studying past and present price action to predict the probability of Ishares MSCI's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Ishares MSCI's price. Additionally, you may evaluate how the addition of Ishares MSCI to your portfolios can decrease your overall portfolio volatility.
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Ishares MSCI 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, stock market cycles, or different charting patterns.
A focus of Ishares MSCI technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Ishares MSCI 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...