IShares Etf Market Value

VLUE
 Etf
  

USD 97.27  0.30  0.31%   

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 USA investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of IShares MSCI USA and determine expected loss or profit from investing in IShares MSCI over a given investment horizon. Also, please take a look at IShares MSCI Correlation, IShares MSCI Volatility and IShares MSCI Alpha and Beta module to complement your research on IShares MSCI.
Symbol

The market value of IShares MSCI USA 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'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 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
09/10/2021
No Change 0.00  0.0 
In 1 year 2 months and 26 days
12/04/2022
0.00
If you would invest  0.00  in IShares MSCI on September 10, 2021 and sell it all today you would earn a total of 0.00 from holding IShares MSCI USA or generate 0.0% return on investment in IShares MSCI over 450 days. IShares MSCI is related to or competes with VANGUARD SMALL-CAP. The fund generally will invest at least 90 percent of its assets in the component securities of the underlying index and... More

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 USA 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
95.9597.5799.19
Details
Intrinsic
Valuation
LowReal ValueHigh
94.0095.62107.33
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 USA.

IShares MSCI USA Backtested Returns

We consider IShares MSCI very steady. IShares MSCI USA holds Efficiency (Sharpe) Ratio of 0.0794, which attests that the entity had 0.0794% of return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of an etf is to use all available market data together with etf-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for IShares MSCI USA, which you can use to evaluate the future volatility of the entity. Please check out IShares MSCI Downside Deviation of 1.44, risk adjusted performance of 0.0966, and Market Risk Adjusted Performance of 0.0988 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 1.0603, which attests to a somewhat significant risk relative to the market. Let's try to break down what IShares's beta means in this case. IShares MSCI returns are very sensitive to returns on the market. As the market goes up or down, IShares MSCI is expected to follow. Although it is important to respect IShares MSCI USA current price history, it is better to be realistic regarding the information on the equity's current price movements. The philosophy towards determining future performance of any etf is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By evaluating IShares MSCI USA technical indicators, you can presently evaluate if the expected return of 0.13% will be sustainable into the future.

Auto-correlation

    
  -0.15  

Insignificant reverse predictability

IShares MSCI USA has insignificant reverse predictability. Overlapping area represents the amount of predictability between IShares MSCI time series from 10th of September 2021 to 23rd of April 2022 and 23rd of April 2022 to 4th of December 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 MSCI USA price movement. The serial correlation of -0.15 indicates that less than 15.0% of current IShares MSCI price fluctuation can be explain by its past prices.
Correlation Coefficient-0.15
Spearman Rank Test-0.12
Residual Average0.0
Price Variance22.05

IShares MSCI USA 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 USA.
   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 MSCI 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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Also, please take a look at IShares MSCI Correlation, IShares MSCI Volatility and IShares MSCI Alpha and Beta module to complement your research on IShares MSCI. You can also try Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.

Complementary Tools for analysis

When running IShares MSCI USA 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, etf 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...