Ishares Smim Etf Beta
| CSSMIM Etf | CHF 329.65 2.75 0.84% |
As of the 10th of February, IShares SMIM retains the Market Risk Adjusted Performance of 0.4446, downside deviation of 0.7765, and Risk Adjusted Performance of 0.1284. IShares SMIM technical analysis makes it possible for you to employ historical prices and volume momentum with the intention to determine a pattern that calculates the direction of the entity's future prices.
IShares SMIM's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing IShares SMIM's valuation are provided below:iShares SMIM ETF does not presently have any fundamental trends for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. IShares |
IShares SMIM '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 SMIM'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 SMIM.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in IShares SMIM on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding iShares SMIM ETF or generate 0.0% return on investment in IShares SMIM over 90 days. IShares SMIM is related to or competes with IShares Euro, IShares UK, IShares SP, IShares SLI, 21Shares Solana, IShares MSCI, and IShares Edge. ISh SMIM is traded on Switzerland Exchange in Switzerland. More
IShares SMIM 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 SMIM'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 SMIM ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7765 | |||
| Information Ratio | 0.0274 | |||
| Maximum Drawdown | 2.4 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 0.9975 |
IShares SMIM Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares SMIM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares SMIM's standard deviation. In reality, there are many statistical measures that can use IShares SMIM historical prices to predict the future IShares SMIM's volatility.| Risk Adjusted Performance | 0.1284 | |||
| Jensen Alpha | 0.0822 | |||
| Total Risk Alpha | 0.0306 | |||
| Sortino Ratio | 0.0243 | |||
| Treynor Ratio | 0.4346 |
IShares SMIM February 10, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1284 | |||
| Market Risk Adjusted Performance | 0.4446 | |||
| Mean Deviation | 0.5612 | |||
| Semi Deviation | 0.6416 | |||
| Downside Deviation | 0.7765 | |||
| Coefficient Of Variation | 615.74 | |||
| Standard Deviation | 0.6864 | |||
| Variance | 0.4711 | |||
| Information Ratio | 0.0274 | |||
| Jensen Alpha | 0.0822 | |||
| Total Risk Alpha | 0.0306 | |||
| Sortino Ratio | 0.0243 | |||
| Treynor Ratio | 0.4346 | |||
| Maximum Drawdown | 2.4 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 0.9975 | |||
| Downside Variance | 0.6029 | |||
| Semi Variance | 0.4116 | |||
| Expected Short fall | (0.57) | |||
| Skewness | (0.53) | |||
| Kurtosis | (0.52) |
iShares SMIM ETF Backtested Returns
At this point, IShares SMIM is very steady. iShares SMIM ETF holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares SMIM ETF, which you can use to evaluate the volatility of the entity. Please check out IShares SMIM's Risk Adjusted Performance of 0.1284, market risk adjusted performance of 0.4446, and Downside Deviation of 0.7765 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. The etf retains a Market Volatility (i.e., Beta) of 0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares SMIM's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares SMIM is expected to be smaller as well.
Auto-correlation | 0.18 |
Very weak predictability
iShares SMIM ETF has very weak predictability. Overlapping area represents the amount of predictability between IShares SMIM time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th of February 2026. 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 SMIM ETF price movement. The serial correlation of 0.18 indicates that over 18.0% of current IShares SMIM price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 13.83 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, iShares SMIM ETF has a Beta of 0.73. This is much higher than that of the BlackRock Asset Management Schweiz AG – ETF family and significantly higher than that of the Switzerland Small/Mid-Cap Equity category. The beta for all Switzerland etfs is notably lower than that of the firm.
IShares Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining IShares SMIM's current stock value. Our valuation model uses many indicators to compare IShares SMIM value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across IShares SMIM competition to find correlations between indicators driving IShares SMIM's intrinsic value. More Info.iShares SMIM ETF is the top ETF in price to earning as compared to similar ETFs. It also is the top ETF in price to book as compared to similar ETFs fabricating about 0.12 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for iShares SMIM ETF is roughly 8.41 . Comparative valuation analysis is a catch-all model that can be used if you cannot value IShares SMIM by discounting back its dividends or cash flows. This model doesn't attempt to find an intrinsic value for IShares SMIM's Etf. Still, instead, it compares the stock's price multiples to a benchmark or nearest competition to determine if the stock is relatively undervalued or overvalued.Fund Asset Allocation for IShares SMIM
The fund invests 99.12% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides IShares SMIM's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
As returns on the market increase, IShares SMIM's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares SMIM is expected to be smaller as well.
IShares Fundamentals
| Price To Earning | 23.30 X | |||
| Price To Book | 2.77 X | |||
| Price To Sales | 1.80 X | |||
| Beta | 0.73 | |||
| Total Asset | 1000 M | |||
| One Year Return | 13.20 % | |||
| Three Year Return | 6.20 % | |||
| Five Year Return | 2.90 % | |||
| Ten Year Return | 7.20 % | |||
| Net Asset | 1000 M | |||
| Last Dividend Paid | 2.48 | |||
| Equity Positions Weight | 99.12 % |
About IShares SMIM Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze iShares SMIM ETF's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of IShares SMIM using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of iShares SMIM ETF based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in IShares Etf
IShares SMIM 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 SMIM security.