IShares Etf Market Value

IGF
 Etf
  

USD 47.63  0.47  0.98%   

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

The market value of IShares Global Infra 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 Global's value that differs from its market value or its book value, called intrinsic value, which is IShares Global'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 Global's market value can be influenced by many factors that don't directly affect IShares Global'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 Global's value and its price as these two are different measures arrived at by different means. Investors typically determine IShares Global value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Global'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 Global '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 Global'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 Global.
0.00
12/12/2020
No Change 0.00  0.0 
In 1 year 11 months and 21 days
12/02/2022
0.00
If you would invest  0.00  in IShares Global on December 12, 2020 and sell it all today you would earn a total of 0.00 from holding IShares Global Infrastructure or generate 0.0% return on investment in IShares Global over 720 days. IShares Global is related to or competes with SPDR SP, Boeing, FT Cboe, and VANGUARD SMALL-CAP. The index is designed to track performance of the stocks of large infrastructure companies in developed or emerging mark... More

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

IShares Global Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Global's standard deviation. In reality, there are many statistical measures that can use IShares Global historical prices to predict the future IShares Global'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 Global'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 Global in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
46.5948.1049.61
Details
Intrinsic
Valuation
LowReal ValueHigh
45.7347.2448.75
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as IShares Global. Your research has to be compared to or analyzed against IShares Global's peers to derive any actionable benefits. When done correctly, IShares Global'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 Global Infra.

IShares Global Infra Backtested Returns

We consider IShares Global very steady. IShares Global Infra holds Efficiency (Sharpe) Ratio of 0.0378, which attests that the entity had 0.0378% 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 Global Infra, which you can use to evaluate the future volatility of the entity. Please check out IShares Global Market Risk Adjusted Performance of 0.0239, downside deviation of 1.34, and Risk Adjusted Performance of 0.0233 to validate if the risk estimate we provide is consistent with the expected return of 0.0571%.
The etf retains a Market Volatility (i.e., Beta) of 0.9436, which attests to possible diversification benefits within a given portfolio. Let's try to break down what IShares's beta means in this case. IShares Global returns are very sensitive to returns on the market. As the market goes up or down, IShares Global is expected to follow. Although it is important to respect IShares Global Infra 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 Global Infra technical indicators, you can presently evaluate if the expected return of 0.0571% will be sustainable into the future.

Auto-correlation

    
  -0.11  

Insignificant reverse predictability

IShares Global Infrastructure has insignificant reverse predictability. Overlapping area represents the amount of predictability between IShares Global time series from 12th of December 2020 to 7th of December 2021 and 7th of December 2021 to 2nd 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 Global Infra price movement. The serial correlation of -0.11 indicates that less than 11.0% of current IShares Global price fluctuation can be explain by its past prices.
Correlation Coefficient-0.11
Spearman Rank Test-0.22
Residual Average0.0
Price Variance5.05

IShares Global Infra lagged returns against current returns

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

IShares Global Lagged Returns

When evaluating IShares Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Global etf have on its future price. IShares Global 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 Global autocorrelation shows the relationship between IShares Global etf current value and its past values and can show if there is a momentum factor associated with investing in IShares Global Infrastructure.
   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 Global 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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Please see IShares Global Correlation, IShares Global Volatility and IShares Global Alpha and Beta module to complement your research on IShares Global. Note that the IShares Global Infra information on this page should be used as a complementary analysis to other IShares Global'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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.

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