ISh IBds' market value is the price at which a share of ISh IBds trades on a public exchange. It measures the collective expectations of iSh iBds Dec27 investors about its performance. ISh IBds is selling for under 5.17 as of the 24th of August 2025; that is No Change since the beginning of the trading day. The etf's lowest day price was 5.17. With this module, you can estimate the performance of a buy and hold strategy of iSh iBds Dec27 and determine expected loss or profit from investing in ISh IBds over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in producer price index.
Symbol
ISh
ISh IBds '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 ISh IBds' 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 ISh IBds.
0.00
05/26/2025
No Change 0.00
0.0
In 3 months and 1 day
08/24/2025
0.00
If you would invest 0.00 in ISh IBds on May 26, 2025 and sell it all today you would earn a total of 0.00 from holding iSh iBds Dec27 or generate 0.0% return on investment in ISh IBds over 90 days.
ISh IBds 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 ISh IBds' 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 iSh iBds Dec27 upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for ISh IBds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ISh IBds' standard deviation. In reality, there are many statistical measures that can use ISh IBds historical prices to predict the future ISh IBds' volatility.
At this stage we consider ISh Etf to be very steady. iSh iBds Dec27 holds Efficiency (Sharpe) Ratio of 0.27, which attests that the entity had a 0.27 % return per unit of risk over the last 3 months. We have found eighteen technical indicators for iSh iBds Dec27, which you can use to evaluate the volatility of the entity. Please check out ISh IBds' Market Risk Adjusted Performance of 2.82, risk adjusted performance of 0.1119, and Standard Deviation of 0.0774 to validate if the risk estimate we provide is consistent with the expected return of 0.0217%. The etf retains a Market Volatility (i.e., Beta) of 0.0038, which attests to not very significant fluctuations relative to the market. As returns on the market increase, ISh IBds' returns are expected to increase less than the market. However, during the bear market, the loss of holding ISh IBds is expected to be smaller as well.
Auto-correlation
0.89
Very good predictability
iSh iBds Dec27 has very good predictability. Overlapping area represents the amount of predictability between ISh IBds time series from 26th of May 2025 to 10th of July 2025 and 10th of July 2025 to 24th of August 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 iSh iBds Dec27 price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current ISh IBds price fluctuation can be explain by its past prices.
Correlation Coefficient
0.89
Spearman Rank Test
0.98
Residual Average
0.0
Price Variance
0.0
iSh iBds Dec27 lagged returns against current returns
Autocorrelation, which is ISh IBds 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 ISh IBds' etf expected returns. We can calculate the autocorrelation of ISh IBds returns to help us make a trade decision. For example, suppose you find that ISh IBds 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
ISh IBds 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 ISh IBds etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ISh IBds etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ISh IBds etf over time.
Current vs Lagged Prices
Timeline
ISh IBds Lagged Returns
When evaluating ISh IBds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ISh IBds etf have on its future price. ISh IBds 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, ISh IBds autocorrelation shows the relationship between ISh IBds etf current value and its past values and can show if there is a momentum factor associated with investing in iSh iBds Dec27.
Regressed Prices
Timeline
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