Ishares Emerging Markets Etf Market Value
| DVYE Etf | USD 28.49 0.16 0.56% |
| Symbol | IShares |
The market value of iShares Emerging Markets 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 Emerging's value that differs from its market value or its book value, called intrinsic value, which is IShares Emerging'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 Emerging's market value can be influenced by many factors that don't directly affect IShares Emerging'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 Emerging's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Emerging is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Emerging'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 Emerging '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 Emerging'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 Emerging.
| 05/03/2024 |
| 06/02/2024 |
If you would invest 0.00 in IShares Emerging on May 3, 2024 and sell it all today you would earn a total of 0.00 from holding iShares Emerging Markets or generate 0.0% return on investment in IShares Emerging over 30 days. IShares Emerging is related to or competes with Invesco PureBeta, Ep Emerging, Knife River, LiCycle Holdings, SEI Investments, Koppers Holdings, and Techtronic Industries. The fund generally will invest at least 80 percent of its assets in the component securities of the index and in investm... More
IShares Emerging 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 Emerging'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 Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7409 | |||
| Information Ratio | 0.1116 | |||
| Maximum Drawdown | 3.08 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 1.39 |
IShares Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Emerging's standard deviation. In reality, there are many statistical measures that can use IShares Emerging historical prices to predict the future IShares Emerging's volatility.| Risk Adjusted Performance | 0.107 | |||
| Jensen Alpha | 0.1022 | |||
| Total Risk Alpha | 0.0798 | |||
| Sortino Ratio | 0.1217 | |||
| Treynor Ratio | 0.1903 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Emerging'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 Emerging Markets Backtested Returns
We consider IShares Emerging very steady. iShares Emerging Markets holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15% return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares Emerging Markets, which you can use to evaluate the volatility of the entity. Please check out IShares Emerging's Market Risk Adjusted Performance of 0.2003, downside deviation of 0.7409, and Risk Adjusted Performance of 0.107 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. The etf retains a Market Volatility (i.e., Beta) of 0.66, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Emerging is expected to be smaller as well.
Auto-correlation | -0.88 |
Excellent reverse predictability
iShares Emerging Markets has excellent reverse predictability. Overlapping area represents the amount of predictability between IShares Emerging time series from 3rd of May 2024 to 18th of May 2024 and 18th of May 2024 to 2nd of June 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 Emerging Markets price movement. The serial correlation of -0.88 indicates that approximately 88.0% of current IShares Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.88 | |
| Spearman Rank Test | -0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
iShares Emerging Markets lagged returns against current returns
Autocorrelation, which is IShares Emerging 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 Emerging's etf expected returns. We can calculate the autocorrelation of IShares Emerging returns to help us make a trade decision. For example, suppose you find that IShares Emerging 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 Emerging 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 Emerging etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Emerging etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Emerging etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Emerging Lagged Returns
When evaluating IShares Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Emerging etf have on its future price. IShares Emerging 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 Emerging autocorrelation shows the relationship between IShares Emerging etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Emerging Markets.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether iShares Emerging Markets is a strong investment it is important to analyze IShares Emerging'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 Emerging's future performance. For an informed investment choice regarding IShares Etf, refer to the following important reports:Check out IShares Emerging Correlation, IShares Emerging Volatility and IShares Emerging Alpha and Beta module to complement your research on IShares Emerging. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
IShares Emerging 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.