IQ Hedge Etf Market Value

QAI
 Etf
  

USD 29.30  0.09  0.31%   

IQ Hedge's market value is the price at which a share of IQ Hedge stock trades on a public exchange. It measures the collective expectations of IQ Hedge Multi-Strategy investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of IQ Hedge Multi-Strategy and determine expected loss or profit from investing in IQ Hedge over a given investment horizon. Please see IQ Hedge Hype Analysis, IQ Hedge Correlation, Portfolio Optimization, IQ Hedge Volatility, as well as analyze IQ Hedge Alpha and Beta and IQ Hedge Performance.
Symbol

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

IQ Hedge '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 IQ Hedge'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 IQ Hedge.
0.00
07/10/2022
No Change 0.00  0.0 
In 31 days
08/09/2022
0.00
If you would invest  0.00  in IQ Hedge on July 10, 2022 and sell it all today you would earn a total of 0.00 from holding IQ Hedge Multi-Strategy or generate 0.0% return on investment in IQ Hedge over 30 days. The fund is a fund of funds which means it invests, under normal circumstances, at least 80 percent of its net assets, p...More

IQ Hedge 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 IQ Hedge'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 IQ Hedge Multi-Strategy upside and downside potential and time the market with a certain degree of confidence.

IQ Hedge Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for IQ Hedge's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IQ Hedge's standard deviation. In reality, there are many statistical measures that can use IQ Hedge historical prices to predict the future IQ Hedge's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of IQ Hedge'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 IQ Hedge in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
28.7929.3229.85
Details
Intrinsic
Valuation
LowReal ValueHigh
28.7429.2729.80
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as IQ Hedge. Your research has to be compared to or analyzed against IQ Hedge's peers to derive any actionable benefits. When done correctly, IQ Hedge'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 IQ Hedge Multi-Strategy.

IQ Hedge Multi-Strategy Backtested Returns

We consider IQ Hedge very steady. IQ Hedge Multi-Strategy retains Efficiency (Sharpe Ratio) of 0.0372, which attests that the entity had 0.0372% of return per unit of price deviation over the last 3 months. Our outlook to 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 IQ Hedge, which you can use to evaluate the future volatility of the entity. Please check out IQ Hedge Multi-Strategy standard deviation of 0.5597, and Market Risk Adjusted Performance of (0.11) to validate if the risk estimate we provide is consistent with the expected return of 0.0196%.
The etf owns a Beta (Systematic Risk) of 0.3527, which attests to possible diversification benefits within a given portfolio. Let's try to break down what IQ Hedge's beta means in this case. As returns on the market increase, IQ Hedge returns are expected to increase less than the market. However, during the bear market, the loss on holding IQ Hedge will be expected to be smaller as well. Although it is important to respect IQ Hedge Multi-Strategy existing price patterns, it is better to be realistic regarding the information on the equity's price patterns. The way in which we are 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 inspecting IQ Hedge Multi-Strategy technical indicators, you can at this moment evaluate if the expected return of 0.0196% will be sustainable into the future.

Auto-correlation

    
  0.56  

Modest predictability

IQ Hedge Multi-Strategy has modest predictability. Overlapping area represents the amount of predictability between IQ Hedge time series from 10th of July 2022 to 25th of July 2022 and 25th of July 2022 to 9th of August 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 IQ Hedge Multi-Strategy price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current IQ Hedge price fluctuation can be explain by its past prices.
Correlation Coefficient0.56
Spearman Rank Test0.7
Residual Average0.0
Price Variance0.03

IQ Hedge Multi-Strategy lagged returns against current returns

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

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

IQ Hedge Lagged Returns

When evaluating IQ Hedge's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IQ Hedge etf have on its future price. IQ Hedge 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, IQ Hedge autocorrelation shows the relationship between IQ Hedge etf current value and its past values and can show if there is a momentum factor associated with investing in IQ Hedge Multi-Strategy.
   Regressed Prices   
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       Timeline  

IQ Hedge Investors Sentiment

The influence of IQ Hedge's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in IQ Hedge. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 IQ Hedge 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, IQ Hedge's short interest history, or implied volatility extrapolated from IQ Hedge options trading.

Currently Active Assets on Macroaxis

Please see IQ Hedge Hype Analysis, IQ Hedge Correlation, Portfolio Optimization, IQ Hedge Volatility, as well as analyze IQ Hedge Alpha and Beta and IQ Hedge Performance. Note that the IQ Hedge Multi-Strategy information on this page should be used as a complementary analysis to other IQ Hedge'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 Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.

Complementary Tools for IQ Hedge Etf analysis

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