Flexshares Etf Market Value

NFRA
 Etf
  

USD 46.31  1.15  2.42%   

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

The market value of Flexshares Global Broad is measured differently than its book value, which is the value of Flexshares that is recorded on the company's balance sheet. Investors also form their own opinion of Flexshares Global's value that differs from its market value or its book value, called intrinsic value, which is Flexshares 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 Flexshares Global's market value can be influenced by many factors that don't directly affect Flexshares 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 Flexshares Global's value and its price as these two are different measures arrived at by different means. Investors typically determine Flexshares Global value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Flexshares 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.

Flexshares 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 Flexshares 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 Flexshares Global.
0.00
12/11/2021
No Change 0.00  0.0 
In 9 months and 27 days
10/07/2022
0.00
If you would invest  0.00  in Flexshares Global on December 11, 2021 and sell it all today you would earn a total of 0.00 from holding Flexshares Global Broad or generate 0.0% return on investment in Flexshares Global over 300 days. Flexshares Global is related to or competes with 3M. The index reflects the performance of a selection of companies that, in aggregate, offer broad exposure to publicly-trad... More

Flexshares 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 Flexshares 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 Flexshares Global Broad upside and downside potential and time the market with a certain degree of confidence.

Flexshares Global Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Flexshares Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flexshares Global's standard deviation. In reality, there are many statistical measures that can use Flexshares Global historical prices to predict the future Flexshares 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 Flexshares 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 Flexshares Global in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
45.0946.3147.53
Details
Intrinsic
Valuation
LowReal ValueHigh
40.9242.1450.94
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Flexshares Global. Your research has to be compared to or analyzed against Flexshares Global's peers to derive any actionable benefits. When done correctly, Flexshares 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 Flexshares Global Broad.

Flexshares Global Broad Backtested Returns

Flexshares Global Broad secures Sharpe Ratio (or Efficiency) of -0.12, which denotes the etf had -0.12% of return per unit of risk over the last 3 months. Macroaxis standpoint towards predicting 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. Flexshares Global Broad exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Flexshares Global Broad coefficient of variation of (838.23), and Mean Deviation of 0.9143 to check the risk estimate we provide.
The etf shows a Beta (market volatility) of 0.8874, which means possible diversification benefits within a given portfolio. Let's try to break down what Flexshares's beta means in this case. Flexshares Global returns are very sensitive to returns on the market. As the market goes up or down, Flexshares Global is expected to follow. Even though it is essential to pay attention to Flexshares Global Broad historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards predicting 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. Flexshares Global Broad exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  0.44  

Average predictability

Flexshares Global Broad has average predictability. Overlapping area represents the amount of predictability between Flexshares Global time series from 11th of December 2021 to 10th of May 2022 and 10th of May 2022 to 7th of October 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 Flexshares Global Broad price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Flexshares Global price fluctuation can be explain by its past prices.
Correlation Coefficient0.44
Spearman Rank Test0.17
Residual Average0.0
Price Variance4.69

Flexshares Global Broad lagged returns against current returns

Autocorrelation, which is Flexshares 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 Flexshares Global's etf expected returns. We can calculate the autocorrelation of Flexshares Global returns to help us make a trade decision. For example, suppose you find that Flexshares 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  

Flexshares 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 Flexshares Global etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flexshares Global etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flexshares Global etf over time.
   Current vs Lagged Prices   
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       Timeline  

Flexshares Global Lagged Returns

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

Becoming a Better Investor with Macroaxis

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Additionally, see Flexshares Global Correlation, Flexshares Global Volatility and Flexshares Global Alpha and Beta module to complement your research on Flexshares Global. You can also try Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.

Complementary Tools for analysis

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