Flexshares Etf Market Value

NFRA
 Etf
  

USD 52.42  0.74  1.43%   

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 Hype Analysis, Flexshares Global Correlation, Portfolio Optimization, Flexshares Global Volatility, as well as analyze Flexshares Global Alpha and Beta and Flexshares Global Performance.
Symbol
Backtest

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
06/05/2022
No Change 0.00  0.0 
In 30 days
07/05/2022
0.00
If you would invest  0.00  in Flexshares Global on June 5, 2022 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 30 days. Flexshares Global is related to or competes with Johnson Johnson. 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
51.2352.4253.61
Details
Intrinsic
Valuation
LowReal ValueHigh
51.5652.7553.94
Details
Naive
Forecast
LowNext ValueHigh
53.9655.1556.34
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
48.9052.6456.38
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 -0.11, which denotes the etf had -0.11% 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 (888.62), and Mean Deviation of 0.8837 to check the risk estimate we provide.
The etf shows a Beta (market volatility) of 0.7403, which means possible diversification benefits within a given portfolio. Let's try to break down what Flexshares's beta means in this case. As returns on the market increase, Flexshares Global returns are expected to increase less than the market. However, during the bear market, the loss on holding Flexshares Global will be expected to be smaller as well. 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

    
  -0.77  

Almost perfect reverse predictability

Flexshares Global Broad has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Flexshares Global time series from 5th of June 2022 to 20th of June 2022 and 20th of June 2022 to 5th of July 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 -0.77 indicates that around 77.0% of current Flexshares Global price fluctuation can be explain by its past prices.
Correlation Coefficient-0.77
Spearman Rank Test-0.68
Residual Average0.0
Price Variance0.34

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 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Flexshares Global without increasing your portfolio risk or giving up 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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Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Flexshares Global Broad using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Additionally, see Flexshares Global Hype Analysis, Flexshares Global Correlation, Portfolio Optimization, Flexshares Global Volatility, as well as analyze Flexshares Global Alpha and Beta and Flexshares Global Performance. Note that the Flexshares Global Broad information on this page should be used as a complementary analysis to other Flexshares 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 Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.

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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, stock 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...