Ishares Esg Aggregate Etf Probability of Future Etf Price Finishing Under 47.04
| EAGG Etf | USD 45.80 0.15 0.33% |
IShares |
IShares ESG Target Price Odds to finish below 47.04
The tendency of IShares Etf price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to stay under $ 47.04 after 90 days |
| 45.80 | 90 days | 47.04 | about 89.8 |
Based on a normal probability distribution, the odds of IShares ESG to stay under $ 47.04 after 90 days from now is about 89.8 (This iShares ESG Aggregate probability density function shows the probability of IShares Etf to fall within a particular range of prices over 90 days) . Probability of iShares ESG Aggregate price to stay between its current price of $ 45.80 and $ 47.04 at the end of the 90-day period is about 86.72 .
Given the investment horizon of 90 days IShares ESG has a beta of 0.27 suggesting as returns on the market go up, IShares ESG average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding iShares ESG Aggregate will be expected to be much smaller as well. Additionally IShares ESG Aggregate has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. IShares ESG Price Density |
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Predictive Modules for IShares ESG
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as iShares ESG Aggregate. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares ESG'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 ESG Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. IShares ESG is not an exception. The market had few large corrections towards the IShares ESG's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold iShares ESG Aggregate, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of IShares ESG within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.06 | |
β | Beta against NYSE Composite | 0.27 | |
σ | Overall volatility | 0.40 | |
Ir | Information ratio | -0.3 |
IShares ESG Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of IShares ESG for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for iShares ESG Aggregate can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| IShares ESG generated a negative expected return over the last 90 days | |
| iShares ESG Aggregate created five year return of 0.0% | |
| This fund retains about 7.4% of its assets under management (AUM) in fixed income securities |
IShares ESG Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of IShares Etf often depends not only on the future outlook of the current and potential IShares ESG's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. IShares ESG's indicators that are reflective of the short sentiment are summarized in the table below.
IShares ESG Technical Analysis
IShares ESG's future price can be derived by breaking down and analyzing its technical indicators over time. IShares Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of iShares ESG Aggregate. In general, you should focus on analyzing IShares Etf price patterns and their correlations with different microeconomic environments and drivers.
IShares ESG Predictive Forecast Models
IShares ESG's time-series forecasting models is one of many IShares ESG's etf analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary IShares ESG's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the etf market movement and maximize returns from investment trading.
Things to note about iShares ESG Aggregate
Checking the ongoing alerts about IShares ESG for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for iShares ESG Aggregate help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| IShares ESG generated a negative expected return over the last 90 days | |
| iShares ESG Aggregate created five year return of 0.0% | |
| This fund retains about 7.4% of its assets under management (AUM) in fixed income securities |
Check out IShares ESG Backtesting, Portfolio Optimization, IShares ESG Correlation, IShares ESG Hype Analysis, IShares ESG Volatility, IShares ESG History as well as IShares ESG Performance. Note that the iShares ESG Aggregate information on this page should be used as a complementary analysis to other IShares ESG'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 the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
The market value of iShares ESG Aggregate 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 ESG's value that differs from its market value or its book value, called intrinsic value, which is IShares ESG'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 ESG's market value can be influenced by many factors that don't directly affect IShares ESG'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 ESG's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares ESG is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares ESG'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.