Xtrackers Msci Eafe Etf Market Value
| HDEF Etf | USD 28.75 0.04 0.14% |
| Symbol | Xtrackers |
The market value of Xtrackers MSCI EAFE is measured differently than its book value, which is the value of Xtrackers that is recorded on the company's balance sheet. Investors also form their own opinion of Xtrackers MSCI's value that differs from its market value or its book value, called intrinsic value, which is Xtrackers MSCI'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 Xtrackers MSCI's market value can be influenced by many factors that don't directly affect Xtrackers MSCI'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 Xtrackers MSCI's value and its price as these two are different measures arrived at by different means. Investors typically determine if Xtrackers MSCI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Xtrackers MSCI'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.
Xtrackers MSCI '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 Xtrackers MSCI'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 Xtrackers MSCI.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Xtrackers MSCI on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Xtrackers MSCI EAFE or generate 0.0% return on investment in Xtrackers MSCI over 90 days. Xtrackers MSCI is related to or competes with Global X, First Trust, Fidelity International, and Xtrackers USD. The fund will invest at least 80 percent of its total assets in component securities of the underlying index More
Xtrackers MSCI 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 Xtrackers MSCI'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 Xtrackers MSCI EAFE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6559 | |||
| Information Ratio | 0.0384 | |||
| Maximum Drawdown | 3.24 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 1.32 |
Xtrackers MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xtrackers MSCI's standard deviation. In reality, there are many statistical measures that can use Xtrackers MSCI historical prices to predict the future Xtrackers MSCI's volatility.| Risk Adjusted Performance | 0.2244 | |||
| Jensen Alpha | 0.1718 | |||
| Total Risk Alpha | 0.0612 | |||
| Sortino Ratio | 0.0401 | |||
| Treynor Ratio | (1.39) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Xtrackers MSCI'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.
Xtrackers MSCI EAFE Backtested Returns
At this point, Xtrackers MSCI is very steady. Xtrackers MSCI EAFE shows Sharpe Ratio of 0.2, which attests that the etf had a 0.2 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Xtrackers MSCI EAFE, which you can use to evaluate the volatility of the etf. Please check out Xtrackers MSCI's Mean Deviation of 0.5357, downside deviation of 0.6559, and Market Risk Adjusted Performance of (1.38) to validate if the risk estimate we provide is consistent with the expected return of 0.13%. The entity maintains a market beta of -0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Xtrackers MSCI are expected to decrease at a much lower rate. During the bear market, Xtrackers MSCI is likely to outperform the market.
Auto-correlation | 0.55 |
Modest predictability
Xtrackers MSCI EAFE has modest predictability. Overlapping area represents the amount of predictability between Xtrackers MSCI 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 Xtrackers MSCI EAFE price movement. The serial correlation of 0.55 indicates that about 55.0% of current Xtrackers MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Xtrackers MSCI EAFE lagged returns against current returns
Autocorrelation, which is Xtrackers MSCI 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 Xtrackers MSCI's etf expected returns. We can calculate the autocorrelation of Xtrackers MSCI returns to help us make a trade decision. For example, suppose you find that Xtrackers MSCI 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 |
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Xtrackers MSCI 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 Xtrackers MSCI etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xtrackers MSCI etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xtrackers MSCI etf over time.
Current vs Lagged Prices |
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Xtrackers MSCI Lagged Returns
When evaluating Xtrackers MSCI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xtrackers MSCI etf have on its future price. Xtrackers MSCI 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, Xtrackers MSCI autocorrelation shows the relationship between Xtrackers MSCI etf current value and its past values and can show if there is a momentum factor associated with investing in Xtrackers MSCI EAFE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Xtrackers MSCI EAFE is a strong investment it is important to analyze Xtrackers MSCI's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Xtrackers MSCI's future performance. For an informed investment choice regarding Xtrackers Etf, refer to the following important reports:Check out Xtrackers MSCI Correlation, Xtrackers MSCI Volatility and Xtrackers MSCI Alpha and Beta module to complement your research on Xtrackers MSCI. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Xtrackers MSCI 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.