Ishares Short Maturity Etf Market Value

NEAR Etf  USD 50.46  0.06  0.12%   
IShares Short's market value is the price at which a share of IShares Short trades on a public exchange. It measures the collective expectations of IShares Short Maturity investors about its performance. IShares Short is selling at 50.46 as of the 28th of March 2024; that is 0.12 percent increase since the beginning of the trading day. The etf's lowest day price was 50.38.
With this module, you can estimate the performance of a buy and hold strategy of IShares Short Maturity and determine expected loss or profit from investing in IShares Short over a given investment horizon. Check out IShares Short Correlation, IShares Short Volatility and IShares Short Alpha and Beta module to complement your research on IShares Short.
Symbol

The market value of IShares Short Maturity 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 Short's value that differs from its market value or its book value, called intrinsic value, which is IShares Short'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 Short's market value can be influenced by many factors that don't directly affect IShares Short'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 Short's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Short is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Short'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 Short '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 Short'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 Short.
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 Short on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding IShares Short Maturity or generate 0.0% return on investment in IShares Short over 30 days. IShares Short is related to or competes with VanEck Vectors, Xtrackers California, Principal Exchange, Vanguard ESG, PIMCO Enhanced, Vanguard Intermediate, and Vanguard Long. The fund seeks to achieve its investment objective by investing, under normal circumstances, at least 80 percent of its ... More

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

IShares Short Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Short's standard deviation. In reality, there are many statistical measures that can use IShares Short historical prices to predict the future IShares Short'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 Short'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
50.3650.4650.56
Details
Intrinsic
Valuation
LowRealHigh
46.2846.3855.51
Details
Naive
Forecast
LowNextHigh
50.3150.4050.50
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
50.3550.4250.48
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as IShares Short. Your research has to be compared to or analyzed against IShares Short's peers to derive any actionable benefits. When done correctly, IShares Short'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 Short Maturity.

IShares Short Maturity Backtested Returns

We consider IShares Short very steady. IShares Short Maturity holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for IShares Short Maturity, which you can use to evaluate the volatility of the entity. Please check out IShares Short's Coefficient Of Variation of 685.22, risk adjusted performance of 0.0328, and Market Risk Adjusted Performance of 0.0618 to validate if the risk estimate we provide is consistent with the expected return of 0.0115%. The etf retains a Market Volatility (i.e., Beta) of 0.0757, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Short's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Short is expected to be smaller as well.

Auto-correlation

    
  0.56  

Modest predictability

IShares Short Maturity has modest predictability. Overlapping area represents the amount of predictability between IShares Short 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 Short Maturity price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current IShares Short price fluctuation can be explain by its past prices.
Correlation Coefficient0.56
Spearman Rank Test0.84
Residual Average0.0
Price Variance0.01

IShares Short Maturity lagged returns against current returns

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

IShares Short Lagged Returns

When evaluating IShares Short's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Short etf have on its future price. IShares Short 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 Short autocorrelation shows the relationship between IShares Short etf current value and its past values and can show if there is a momentum factor associated with investing in IShares Short Maturity.
   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 Short 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 Short's short interest history, or implied volatility extrapolated from IShares Short options trading.

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When determining whether IShares Short Maturity is a strong investment it is important to analyze IShares Short'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 Short's future performance. For an informed investment choice regarding IShares Etf, refer to the following important reports:
Check out IShares Short Correlation, IShares Short Volatility and IShares Short Alpha and Beta module to complement your research on IShares Short.
Note that the IShares Short Maturity information on this page should be used as a complementary analysis to other IShares Short'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 Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

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