EAFE Small-Cap Etf Market Value

SCZ
 Etf
  

USD 59.56  0.42  0.71%   

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

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

EAFE Small-Cap '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 EAFE Small-Cap'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 EAFE Small-Cap.
0.00
08/24/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
08/14/2022
0.00
If you would invest  0.00  in EAFE Small-Cap on August 24, 2020 and sell it all today you would earn a total of 0.00 from holding EAFE Small-Cap Ishares or generate 0.0% return on investment in EAFE Small-Cap over 720 days. EAFE Small-Cap is related to or competes with SP Smallcap, Wisdomtree Dynamic, Exxon, Johnson Johnson, and Boeing. The fund generally will invest at least 80 percent of its assets in the component securities of the underlying index and...More

EAFE Small-Cap 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 EAFE Small-Cap'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 EAFE Small-Cap Ishares upside and downside potential and time the market with a certain degree of confidence.

EAFE Small-Cap Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for EAFE Small-Cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EAFE Small-Cap's standard deviation. In reality, there are many statistical measures that can use EAFE Small-Cap historical prices to predict the future EAFE Small-Cap's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of EAFE Small-Cap'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 EAFE Small-Cap in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
58.1659.5660.96
Details
Intrinsic
Valuation
LowReal ValueHigh
57.5558.9560.35
Details
Naive
Forecast
LowNext ValueHigh
58.6160.0161.42
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
51.9756.2760.57
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as EAFE Small-Cap. Your research has to be compared to or analyzed against EAFE Small-Cap's peers to derive any actionable benefits. When done correctly, EAFE Small-Cap'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 EAFE Small-Cap Ishares.

EAFE Small-Cap Ishares Backtested Returns

We consider EAFE Small-Cap very steady. EAFE Small-Cap Ishares secures Sharpe Ratio (or Efficiency) of 0.0321, which denotes the etf had 0.0321% of return per unit of return volatility over the last 3 months. Our standpoint towards predicting 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-seven technical indicators for EAFE Small-Cap Ishares, which you can use to evaluate the future volatility of the entity. Please confirm EAFE Small-Cap Ishares mean deviation of 1.09, and Downside Deviation of 1.42 to check if the risk estimate we provide is consistent with the expected return of 0.0454%.
The entity shows a Beta (market volatility) of 0.9371, which means possible diversification benefits within a given portfolio. Let's try to break down what EAFE Small-Cap's beta means in this case. EAFE Small-Cap returns are very sensitive to returns on the market. As the market goes up or down, EAFE Small-Cap is expected to follow. Although it is important to respect EAFE Small-Cap Ishares historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy towards predicting 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 examining EAFE Small-Cap Ishares technical indicators, you can at this time evaluate if the expected return of 0.0454% will be sustainable into the future.

Auto-correlation

    
  -0.87  

Excellent reverse predictability

EAFE Small-Cap Ishares has excellent reverse predictability. Overlapping area represents the amount of predictability between EAFE Small-Cap time series from 24th of August 2020 to 19th of August 2021 and 19th of August 2021 to 14th 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 EAFE Small-Cap Ishares price movement. The serial correlation of -0.87 indicates that approximately 87.0% of current EAFE Small-Cap price fluctuation can be explain by its past prices.
Correlation Coefficient-0.87
Spearman Rank Test-0.93
Residual Average0.0
Price Variance45.26

EAFE Small-Cap Ishares lagged returns against current returns

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

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

EAFE Small-Cap Lagged Returns

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

EAFE Small-Cap Investors Sentiment

The influence of EAFE Small-Cap'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 EAFE Small-Cap. 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 EAFE Small-Cap 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, EAFE Small-Cap's short interest history, or implied volatility extrapolated from EAFE Small-Cap options trading.

Currently Active Assets on Macroaxis

Additionally, take a look at EAFE Small-Cap Hype Analysis, EAFE Small-Cap Correlation, Portfolio Optimization, EAFE Small-Cap Volatility, as well as analyze EAFE Small-Cap Alpha and Beta and EAFE Small-Cap Performance. Note that the EAFE Small-Cap Ishares information on this page should be used as a complementary analysis to other EAFE Small-Cap'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 Stock Screener module to find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

Complementary Tools for EAFE Small-Cap Etf analysis

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