IShares MSCI Etf Forward View - Polynomial Regression
| WSML Etf | USD 30.89 0.68 2.25% |
This page provides Polynomial Regression reference data for iShares MSCI World, calculated from historical daily prices. The model output shown here is derived from IShares MSCI's historical price series and is provided for informational purposes.
The Polynomial Regression forecasted value of iShares MSCI World on the next trading day is expected to be 29.90 with a mean absolute deviation of 0.28 and the sum of the absolute errors of 17.11.A single variable polynomial regression model attempts to put a curve through the IShares MSCI historical price points. Mathematically, assuming the independent variable is X and the dependent variable is Y, this line can be indicated as: Y = a0 + a1*X + a2*X2 + a3*X3 + ... + am*Xm The Polynomial Regression reference information for IShares MSCI is based on available price data and is intended for informational purposes. Polynomial Regression Price Forecast For the 25th of March
Given 90 days horizon, the Polynomial Regression forecasted value of iShares MSCI World on the next trading day is expected to be 29.90 with a mean absolute deviation of 0.28 , mean absolute percentage error of 0.13 , and the sum of the absolute errors of 17.11 .Please note that although there have been many attempts to predict IShares Etf prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that IShares MSCI's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Etf Forecast Pattern
| Backtest IShares MSCI | IShares MSCI Price Prediction | Research Analysis |
Forecasted Value
This next-day forecast for iShares MSCI World uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. At the moment, the model places downside around 28.87 and upside around 30.94 for the forecasting period.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Polynomial Regression forecasting method's relative quality and the estimations of the prediction error of IShares MSCI etf data series using in forecasting. Note that when a statistical model is used to represent IShares MSCI etf, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 116.0608 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.2804 |
| MAPE | Mean absolute percentage error | 0.0087 |
| SAE | Sum of the absolute errors | 17.1059 |
Other Forecasting Options for IShares MSCI
The autocorrelation structure of IShares MSCI's daily returns reveals whether IShares exhibits momentum, mean-reversion, or random-walk behavior. Separating these elements helps distinguish persistent directional moves from temporary noise in IShares Etf price data.IShares MSCI Related Equities
The stocks listed below are peers of IShares MSCI within the Global Small/Mid Stock space and offer context for ranking and strength. Growth rate gaps between IShares MSCI and its peers often explain pricing differences in the market. Sector-wide trends across this peer group can help split company-level factors from broader forces.
| Risk & Return | Correlation |
IShares MSCI Market Strength Events
Market strength indicators applied to IShares MSCI etf help assess momentum and resilience across environments. These indicators support informed market timing decisions when analyzing IShares MSCI.
IShares MSCI Risk Indicators
Risk indicator analysis for IShares MSCI is essential for accurately projecting its future price trajectory. The process involves identifying the amount of risk involved in IShares MSCI's investment and either accepting or mitigating it.
| Mean Deviation | 0.7588 | |||
| Semi Deviation | 1.11 | |||
| Standard Deviation | 1.0 | |||
| Variance | 1.01 | |||
| Downside Variance | 1.36 | |||
| Semi Variance | 1.23 | |||
| Expected Short fall | -0.71 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for IShares MSCI
Story coverage around iShares MSCI World often expands when market conditions, narrative momentum, or risk-adjusted performance make the security more visible to investors. The stronger process compares story flow with performance, theme classification, and the level of short-term market interest.
Other Macroaxis Stories
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More Resources for IShares Etf Analysis
The foundation for reviewing iShares MSCI World is its financial reporting and trend data. Financial ratios help explain how results are produced and sustained.Historical Fundamental Analysis of IShares MSCI offers a historical basis for evaluating projection assumptions about IShares MSCI. IShares MSCI currently shows market cap of 10.37 Million. IShares MSCI analysis should be paired with portfolio risk and diversification tools before adjusting allocations. A thorough IShares MSCI review pairs this page with the quantitative and comparative resources listed below. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
iShares MSCI World can be assessed through both market valuation and accounting book value, which often tell different stories. IShares MSCI's market capitalization is 10.37 M. With a P/B ratio of 300.0, the market values IShares MSCI well above its book equity. Enterprise value stands at 9.78 M. Estimated intrinsic value for IShares MSCI draws on fundamentals that market price alone does not fully capture.
It is useful to distinguish IShares MSCI's value from its trading price, which are computed with different methods. Exchange pricing for IShares MSCI reflects real-time supply and demand across active participants.