Ishares Etf Market Value

AGIH
 Etf
  

USD 23.85  0.36  1.49%   

Ishares Inflation's market value is the price at which a share of Ishares Inflation stock trades on a public exchange. It measures the collective expectations of Ishares Inflation Hedged investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Ishares Inflation Hedged and determine expected loss or profit from investing in Ishares Inflation over a given investment horizon. Please continue to Ishares Inflation Correlation, Ishares Inflation Volatility and Ishares Inflation Alpha and Beta module to complement your research on Ishares Inflation.
Symbol

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 Ishares Inflation value 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.
0.00
08/31/2022
No Change 0.00  0.0 
In 30 days
09/30/2022
0.00
If you would invest  0.00  in Ishares Inflation on August 31, 2022 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 30 days. Ishares Inflation is related to or competes with Dupont Denemours. The underlying index is designed to minimize the inflation risk of a portfolio composed of U.S 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.

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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view 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. Please use the tools below to analyze the current value of Ishares Inflation in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
23.2923.8624.43
Details
Intrinsic
Valuation
LowReal ValueHigh
23.5824.1524.72
Details
Naive
Forecast
LowNext ValueHigh
23.0223.5924.17
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
24.2224.8025.39
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Ishares Inflation. Your research has to be compared to or analyzed against Ishares Inflation's peers to derive any actionable benefits. When done correctly, Ishares Inflation'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 Inflation Hedged.

Ishares Inflation Hedged Backtested Returns

Ishares Inflation Hedged holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had -0.13% 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 Inflation Hedged exposes twenty-six different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Ishares Inflation risk adjusted performance of (0.13), and Market Risk Adjusted Performance of 10.4 to validate the risk estimate we provide.
The etf retains a Market Volatility (i.e., Beta) of -0.0066, which attests to not very significant fluctuations relative to the market. Let's try to break down what Ishares's beta means in this case. As returns on the market increase, returns on owning Ishares Inflation are expected to decrease at a much lower rate. During the bear market, Ishares Inflation is likely to outperform the market. Even though it is essential to pay attention to Ishares Inflation Hedged 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 Inflation Hedged exposes twenty-six different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  0.86  

Very good predictability

Ishares Inflation Hedged has very good predictability. Overlapping area represents the amount of predictability between Ishares Inflation time series from 31st of August 2022 to 15th of September 2022 and 15th of September 2022 to 30th of September 2022. 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 0.86 indicates that approximately 86.0% of current Ishares Inflation price fluctuation can be explain by its past prices.
Correlation Coefficient0.86
Spearman Rank Test0.94
Residual Average0.0
Price Variance0.11

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 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   
Share
       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   
Share
       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   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Ishares Inflation without increasing your portfolio risk or giving up the 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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Pair Trading with Ishares Inflation

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Ishares Inflation position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Ishares Inflation will appreciate offsetting losses from the drop in the long position's value.
The ability to find closely correlated positions to Ishares Inflation could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Ishares Inflation when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Ishares Inflation - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Ishares Inflation Hedged to buy it.
The correlation of Ishares Inflation is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Ishares Inflation moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Ishares Inflation Hedged moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Ishares Inflation can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Please continue to Ishares Inflation Correlation, Ishares Inflation Volatility and Ishares Inflation Alpha and Beta module to complement your research on Ishares Inflation. You can also try Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.

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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.
A focus of Ishares Inflation technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Ishares Inflation 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...