IShares Core (Netherlands) Market Value
| IEAC Etf | EUR 120.03 0.02 0.02% |
| Symbol | IShares |
IShares Core '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 Core'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 Core.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in IShares Core on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Core Corp or generate 0.0% return on investment in IShares Core over 90 days. IShares Core is related to or competes with IShares III, IShares Core, IShares France, IShares Core, and IShares STOXX. The investment objective of the Fund is to provide investors with a total return, taking into account both capital and i... More
IShares Core 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 Core'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 Core Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1247 | |||
| Information Ratio | (0.81) | |||
| Maximum Drawdown | 0.7176 | |||
| Value At Risk | (0.19) | |||
| Potential Upside | 0.2765 |
IShares Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Core's standard deviation. In reality, there are many statistical measures that can use IShares Core historical prices to predict the future IShares Core's volatility.| Risk Adjusted Performance | 0.1068 | |||
| Jensen Alpha | 0.014 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.93) | |||
| Treynor Ratio | 2.42 |
iShares Core Corp Backtested Returns
Currently, iShares Core Corp is very steady. iShares Core Corp holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iShares Core Corp, which you can use to evaluate the volatility of the entity. Please check out IShares Core's Market Risk Adjusted Performance of 2.43, coefficient of variation of 575.82, and Risk Adjusted Performance of 0.1068 to validate if the risk estimate we provide is consistent with the expected return of 0.0179%. The etf retains a Market Volatility (i.e., Beta) of 0.0061, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Core is expected to be smaller as well.
Auto-correlation | 0.44 |
Average predictability
iShares Core Corp has average predictability. Overlapping area represents the amount of predictability between IShares Core time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Core Corp price movement. The serial correlation of 0.44 indicates that just about 44.0% of current IShares Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
iShares Core Corp lagged returns against current returns
Autocorrelation, which is IShares Core 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 Core's etf expected returns. We can calculate the autocorrelation of IShares Core returns to help us make a trade decision. For example, suppose you find that IShares Core 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 Core 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 Core etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Core etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Core etf over time.
Current vs Lagged Prices |
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IShares Core Lagged Returns
When evaluating IShares Core's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Core etf have on its future price. IShares Core 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 Core autocorrelation shows the relationship between IShares Core etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Core Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in IShares Etf
IShares Core financial ratios help investors to determine whether IShares Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in IShares with respect to the benefits of owning IShares Core security.