IShares STOXX's market value is the price at which a share of IShares STOXX trades on a public exchange. It measures the collective expectations of iShares STOXX Europe investors about its performance. IShares STOXX is trading at 54.80 as of the 29th of July 2025. This is a 0.35% down since the beginning of the trading day. The etf's lowest day price was 54.77. With this module, you can estimate the performance of a buy and hold strategy of iShares STOXX Europe and determine expected loss or profit from investing in IShares STOXX over a given investment horizon. Check out IShares STOXX Correlation, IShares STOXX Volatility and IShares STOXX Alpha and Beta module to complement your research on IShares STOXX.
Please note, there is a significant difference between IShares STOXX's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares STOXX is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares STOXX'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.
IShares STOXX '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 STOXX'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 STOXX.
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04/30/2025
No Change 0.00
0.0
In 2 months and 31 days
07/29/2025
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If you would invest 0.00 in IShares STOXX on April 30, 2025 and sell it all today you would earn a total of 0.00 from holding iShares STOXX Europe or generate 0.0% return on investment in IShares STOXX over 90 days. IShares STOXX is related to or competes with IShares Emerging, and IShares MSCI. iShares STOXX Europe 600 is an exchange traded fund that aims to track the performance of the STOXX Europe 600 Index as ... More
IShares STOXX 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 STOXX'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 STOXX Europe 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 IShares STOXX's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares STOXX's standard deviation. In reality, there are many statistical measures that can use IShares STOXX historical prices to predict the future IShares STOXX's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as IShares STOXX. Your research has to be compared to or analyzed against IShares STOXX's peers to derive any actionable benefits. When done correctly, IShares STOXX's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in iShares STOXX Europe.
iShares STOXX Europe Backtested Returns
At this point, IShares STOXX is very steady. iShares STOXX Europe 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-nine technical indicators for iShares STOXX Europe, which you can use to evaluate the volatility of the entity. Please check out IShares STOXX's Market Risk Adjusted Performance of 0.5887, risk adjusted performance of 0.1263, and Downside Deviation of 0.5864 to validate if the risk estimate we provide is consistent with the expected return of 0.0843%. The etf retains a Market Volatility (i.e., Beta) of 0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares STOXX's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares STOXX is expected to be smaller as well.
Auto-correlation
0.61
Good predictability
iShares STOXX Europe has good predictability. Overlapping area represents the amount of predictability between IShares STOXX time series from 30th of April 2025 to 14th of June 2025 and 14th of June 2025 to 29th 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 STOXX Europe price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current IShares STOXX price fluctuation can be explain by its past prices.
Correlation Coefficient
0.61
Spearman Rank Test
0.61
Residual Average
0.0
Price Variance
0.28
iShares STOXX Europe lagged returns against current returns
Autocorrelation, which is IShares STOXX 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 STOXX's etf expected returns. We can calculate the autocorrelation of IShares STOXX returns to help us make a trade decision. For example, suppose you find that IShares STOXX 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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IShares STOXX 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 STOXX etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares STOXX etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares STOXX etf over time.
Current vs Lagged Prices
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IShares STOXX Lagged Returns
When evaluating IShares STOXX's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares STOXX etf have on its future price. IShares STOXX 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 STOXX autocorrelation shows the relationship between IShares STOXX etf current value and its past values and can show if there is a momentum factor associated with investing in iShares STOXX Europe.
IShares STOXX 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 STOXX security.