IShares Ultrashort (Netherlands) Market Value
| UEDD Etf | USD 5.04 0.01 0.20% |
| Symbol | IShares |
IShares Ultrashort '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 Ultrashort'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 Ultrashort.
| 05/07/2025 |
| 08/05/2025 |
If you would invest 0.00 in IShares Ultrashort on May 7, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Ultrashort Bond or generate 0.0% return on investment in IShares Ultrashort over 90 days. IShares Ultrashort is related to or competes with IShares III, IShares Core, IShares France, IShares Core, and IShares STOXX. The iShares Ultrashort Bond ESG UCITS ETF seeks to track the performance of an index composed of US Dollar denominated E... More
IShares Ultrashort 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 Ultrashort'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 Ultrashort Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.38 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 5.15 | |||
| Value At Risk | (2.35) | |||
| Potential Upside | 2.41 |
IShares Ultrashort Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Ultrashort's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Ultrashort's standard deviation. In reality, there are many statistical measures that can use IShares Ultrashort historical prices to predict the future IShares Ultrashort's volatility.| Risk Adjusted Performance | 0.0204 | |||
| Jensen Alpha | 0.0153 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (3.53) |
iShares Ultrashort Bond Backtested Returns
Currently, iShares Ultrashort Bond is not too volatile. iShares Ultrashort Bond holds Efficiency (Sharpe) Ratio of 0.0218, which attests that the entity had a 0.0218 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iShares Ultrashort Bond, which you can use to evaluate the volatility of the entity. Please check out IShares Ultrashort's Risk Adjusted Performance of 0.0204, market risk adjusted performance of (3.52), and Downside Deviation of 2.38 to validate if the risk estimate we provide is consistent with the expected return of 0.0248%. The etf retains a Market Volatility (i.e., Beta) of -0.0042, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Ultrashort are expected to decrease at a much lower rate. During the bear market, IShares Ultrashort is likely to outperform the market.
Auto-correlation | -0.21 |
Weak reverse predictability
iShares Ultrashort Bond has weak reverse predictability. Overlapping area represents the amount of predictability between IShares Ultrashort time series from 7th of May 2025 to 21st of June 2025 and 21st of June 2025 to 5th 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 Ultrashort Bond price movement. The serial correlation of -0.21 indicates that over 21.0% of current IShares Ultrashort price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
iShares Ultrashort Bond lagged returns against current returns
Autocorrelation, which is IShares Ultrashort 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 Ultrashort's etf expected returns. We can calculate the autocorrelation of IShares Ultrashort returns to help us make a trade decision. For example, suppose you find that IShares Ultrashort 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 Ultrashort 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 Ultrashort etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Ultrashort etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Ultrashort etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Ultrashort Lagged Returns
When evaluating IShares Ultrashort's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Ultrashort etf have on its future price. IShares Ultrashort 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 Ultrashort autocorrelation shows the relationship between IShares Ultrashort etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Ultrashort Bond.
Regressed Prices |
| Timeline |
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Other Information on Investing in IShares Etf
IShares Ultrashort 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 Ultrashort security.