IShares Preferred (Mexico) Market Value
| PFF Etf | MXN 582.25 0.00 0.00% |
| Symbol | IShares |
IShares Preferred '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 Preferred'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 Preferred.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in IShares Preferred on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Preferred and or generate 0.0% return on investment in IShares Preferred over 90 days. IShares Preferred is related to or competes with IShares Trust, IShares Trust, IShares Trust, IShares Trust, IShares Trust, IShares Trust, and IShares IShares. The investment seeks to track the investment results of the ICE Exchange-Listed Preferred Hybrid Securities Index, which... More
IShares Preferred 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 Preferred'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 Preferred and upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 6.53 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.5781 |
IShares Preferred Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Preferred's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Preferred's standard deviation. In reality, there are many statistical measures that can use IShares Preferred historical prices to predict the future IShares Preferred's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 1.3 |
iShares Preferred Backtested Returns
At this stage we consider IShares Etf to be very steady. iShares Preferred holds Efficiency (Sharpe) Ratio of 0.0433, which attests that the entity had a 0.0433 % return per unit of risk over the last 3 months. We have found eighteen technical indicators for iShares Preferred, which you can use to evaluate the volatility of the entity. Please check out IShares Preferred's Standard Deviation of 0.8726, risk adjusted performance of (0.09), and Market Risk Adjusted Performance of 1.31 to validate if the risk estimate we provide is consistent with the expected return of 0.0149%. The etf retains a Market Volatility (i.e., Beta) of -0.0726, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Preferred are expected to decrease at a much lower rate. During the bear market, IShares Preferred is likely to outperform the market.
Auto-correlation | -0.47 |
Modest reverse predictability
iShares Preferred and has modest reverse predictability. Overlapping area represents the amount of predictability between IShares Preferred time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Preferred price movement. The serial correlation of -0.47 indicates that about 47.0% of current IShares Preferred price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 35.9 |
iShares Preferred lagged returns against current returns
Autocorrelation, which is IShares Preferred 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 Preferred's etf expected returns. We can calculate the autocorrelation of IShares Preferred returns to help us make a trade decision. For example, suppose you find that IShares Preferred 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 Preferred 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 Preferred etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Preferred etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Preferred etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Preferred Lagged Returns
When evaluating IShares Preferred's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Preferred etf have on its future price. IShares Preferred 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 Preferred autocorrelation shows the relationship between IShares Preferred etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Preferred and.
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.Additional Information and Resources on Investing in IShares Etf
When determining whether iShares Preferred is a strong investment it is important to analyze IShares Preferred'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 IShares Preferred's future performance. For an informed investment choice regarding IShares Etf, refer to the following important reports:Check out IShares Preferred Correlation, IShares Preferred Volatility and IShares Preferred Alpha and Beta module to complement your research on IShares Preferred. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
IShares Preferred 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.