Ishares Nasdaq 100 Ex Etf Market Value
| QNXT Etf | 26.12 0.05 0.19% |
| Symbol | IShares |
The market value of iShares Nasdaq 100 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 Nasdaq's value that differs from its market value or its book value, called intrinsic value, which is IShares Nasdaq'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 Nasdaq's market value can be influenced by many factors that don't directly affect IShares Nasdaq'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 Nasdaq's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Nasdaq is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Nasdaq'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 Nasdaq '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 Nasdaq'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 Nasdaq.
| 05/11/2025 |
| 08/09/2025 |
If you would invest 0.00 in IShares Nasdaq on May 11, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Nasdaq 100 ex or generate 0.0% return on investment in IShares Nasdaq over 90 days. IShares Nasdaq is related to or competes with NestYield Visionary, SMI 3Fourteen, Global X, FundX ETF, Roundhill, Essential, and Defiance Large. IShares Nasdaq is entity of United States More
IShares Nasdaq 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 Nasdaq'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 Nasdaq 100 ex upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8396 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 5.3 | |||
| Value At Risk | (1.48) | |||
| Potential Upside | 1.88 |
IShares Nasdaq Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Nasdaq's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Nasdaq's standard deviation. In reality, there are many statistical measures that can use IShares Nasdaq historical prices to predict the future IShares Nasdaq's volatility.| Risk Adjusted Performance | 0.0988 | |||
| Jensen Alpha | 0.132 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.44) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Nasdaq'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 Nasdaq 100 Backtested Returns
Currently, iShares Nasdaq 100 ex is very steady. iShares Nasdaq 100 holds Efficiency (Sharpe) Ratio of 0.0653, which attests that the entity had a 0.0653 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares Nasdaq 100, which you can use to evaluate the volatility of the entity. Please check out IShares Nasdaq's Downside Deviation of 0.8396, market risk adjusted performance of (0.43), and Risk Adjusted Performance of 0.0988 to validate if the risk estimate we provide is consistent with the expected return of 0.0535%. The etf retains a Market Volatility (i.e., Beta) of -0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Nasdaq are expected to decrease at a much lower rate. During the bear market, IShares Nasdaq is likely to outperform the market.
Auto-correlation | -0.06 |
Very weak reverse predictability
iShares Nasdaq 100 ex has very weak reverse predictability. Overlapping area represents the amount of predictability between IShares Nasdaq time series from 11th of May 2025 to 25th of June 2025 and 25th of June 2025 to 9th 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 iShares Nasdaq 100 price movement. The serial correlation of -0.06 indicates that barely 6.0% of current IShares Nasdaq price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
iShares Nasdaq 100 lagged returns against current returns
Autocorrelation, which is IShares Nasdaq 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 Nasdaq's etf expected returns. We can calculate the autocorrelation of IShares Nasdaq returns to help us make a trade decision. For example, suppose you find that IShares Nasdaq 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 Nasdaq 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 Nasdaq etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Nasdaq etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Nasdaq etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Nasdaq Lagged Returns
When evaluating IShares Nasdaq's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Nasdaq etf have on its future price. IShares Nasdaq 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 Nasdaq autocorrelation shows the relationship between IShares Nasdaq etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Nasdaq 100 ex.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out IShares Nasdaq Correlation, IShares Nasdaq Volatility and IShares Nasdaq Alpha and Beta module to complement your research on IShares Nasdaq. You can also try the Stocks Directory module to find actively traded stocks across global markets.
IShares Nasdaq 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.