IQ Hedge Etf Market Value

QAI
 Etf
  

USD 28.79  0.10  0.35%   

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
Backtest

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
08/11/2020
No Change 0.00  0.0 
In 1 year 10 months and 21 days
07/02/2022
0.00
If you would invest  0.00  in IQ Hedge on August 11, 2020 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 690 days. IQ Hedge is related to or competes with Total Stock. 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
28.2128.7929.37
Details
Intrinsic
Valuation
LowReal ValueHigh
28.4128.9929.57
Details
Naive
Forecast
LowNext ValueHigh
28.6929.2829.86
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
28.0728.8929.71
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

IQ Hedge Multi-Strategy retains Efficiency (Sharpe Ratio) of -0.2, which attests that the entity had -0.2% of return per unit of price deviation over the last 3 months. Macroaxis outlook to determining 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. IQ Hedge exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out IQ Hedge Multi-Strategy standard deviation of 0.5707, and Market Risk Adjusted Performance of (0.34) to validate the risk estimate we provide.
The etf owns a Beta (Systematic Risk) of 0.3441, 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. Even though it is essential to pay attention to IQ Hedge Multi-Strategy existing price patterns, it is always good to be careful when utilizing equity price patterns. Our way in which we are determining 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. IQ Hedge exposes twenty-eight different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  -0.63  

Very good reverse predictability

IQ Hedge Multi-Strategy has very good reverse predictability. Overlapping area represents the amount of predictability between IQ Hedge time series from 11th of August 2020 to 22nd of July 2021 and 22nd of July 2021 to 2nd 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 IQ Hedge Multi-Strategy price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current IQ Hedge price fluctuation can be explain by its past prices.
Correlation Coefficient-0.63
Spearman Rank Test-0.78
Residual Average0.0
Price Variance1.11

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 

Be your own money manager

Our tools can tell you how much better you can do entering a position in IQ Hedge 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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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 Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.

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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...