Ishares Asiapacific Dividend Etf Market Value
| DVYA Etf | USD 39.94 0.01 0.03% |
| Symbol | IShares |
The market value of iShares AsiaPacific is measured differently than its book value, which is the value of IShares that is recorded on the company's balance sheet. Investors also form their own opinion of IShares AsiaPacific's value that differs from its market value or its book value, called intrinsic value, which is IShares AsiaPacific'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 IShares AsiaPacific's market value can be influenced by many factors that don't directly affect IShares AsiaPacific'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 IShares AsiaPacific's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares AsiaPacific is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares AsiaPacific'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.
IShares AsiaPacific '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 IShares AsiaPacific'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 IShares AsiaPacific.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in IShares AsiaPacific on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding iShares AsiaPacific Dividend or generate 0.0% return on investment in IShares AsiaPacific over 90 days. IShares AsiaPacific is related to or competes with Franklin Templeton, Tidal Trust, IShares Dividend, Altrius Global, Invesco Exchange, Franklin International, and Madison ETFs. The fund generally will invest at least 80 percent of its assets in the component securities of the underlying index and... More
IShares AsiaPacific 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 IShares AsiaPacific'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 iShares AsiaPacific Dividend upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6564 | |||
| Information Ratio | 0.2077 | |||
| Maximum Drawdown | 3.25 | |||
| Value At Risk | (0.87) | |||
| Potential Upside | 1.29 |
IShares AsiaPacific Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares AsiaPacific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares AsiaPacific's standard deviation. In reality, there are many statistical measures that can use IShares AsiaPacific historical prices to predict the future IShares AsiaPacific's volatility.| Risk Adjusted Performance | 0.3864 | |||
| Jensen Alpha | 0.2282 | |||
| Total Risk Alpha | 0.1761 | |||
| Sortino Ratio | 0.2119 | |||
| Treynor Ratio | 0.8461 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares AsiaPacific'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.
iShares AsiaPacific Backtested Returns
IShares AsiaPacific appears to be very steady, given 3 months investment horizon. iShares AsiaPacific holds Efficiency (Sharpe) Ratio of 0.4, which attests that the entity had a 0.4 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares AsiaPacific, which you can use to evaluate the volatility of the entity. Please utilize IShares AsiaPacific's Coefficient Of Variation of 239.28, risk adjusted performance of 0.3864, and Market Risk Adjusted Performance of 0.8561 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 0.32, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares AsiaPacific's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares AsiaPacific is expected to be smaller as well.
Auto-correlation | 0.73 |
Good predictability
iShares AsiaPacific Dividend has good predictability. Overlapping area represents the amount of predictability between IShares AsiaPacific time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of iShares AsiaPacific price movement. The serial correlation of 0.73 indicates that around 73.0% of current IShares AsiaPacific price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.9 |
iShares AsiaPacific lagged returns against current returns
Autocorrelation, which is IShares AsiaPacific 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 IShares AsiaPacific's etf expected returns. We can calculate the autocorrelation of IShares AsiaPacific returns to help us make a trade decision. For example, suppose you find that IShares AsiaPacific has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
IShares AsiaPacific 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 IShares AsiaPacific etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares AsiaPacific etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares AsiaPacific etf over time.
Current vs Lagged Prices |
| Timeline |
IShares AsiaPacific Lagged Returns
When evaluating IShares AsiaPacific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares AsiaPacific etf have on its future price. IShares AsiaPacific 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, IShares AsiaPacific autocorrelation shows the relationship between IShares AsiaPacific etf current value and its past values and can show if there is a momentum factor associated with investing in iShares AsiaPacific Dividend.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether iShares AsiaPacific offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of IShares AsiaPacific's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Ishares Asiapacific Dividend Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Ishares Asiapacific Dividend Etf:Check out IShares AsiaPacific Correlation, IShares AsiaPacific Volatility and IShares AsiaPacific Alpha and Beta module to complement your research on IShares AsiaPacific. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
IShares AsiaPacific 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.