Ishares Msci Usa Etf Key Fundamental Indicators
| EDMU Etf | USD 12.20 0.02 0.16% |
As of the 14th of February 2026, IShares MSCI retains the Downside Deviation of 0.7412, market risk adjusted performance of 0.0368, and Risk Adjusted Performance of 0.0156. IShares MSCI 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. Please check out iShares MSCI USA downside deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance to decide if IShares MSCI is priced fairly, providing market reflects its last-minute price of 12.2 per share.
IShares MSCI'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 MSCI's valuation are provided below:iShares MSCI USA 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 MSCI '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 MSCI'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 MSCI.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in IShares MSCI on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding iShares MSCI USA or generate 0.0% return on investment in IShares MSCI over 90 days. IShares MSCI is related to or competes with Invesco EQQQ, Xtrackers MSCI, IShares VII, IShares MSCI, IShares VII, IShares VII, and IShares Global. The fund seeks to track the performance of an index composed of U.S More
IShares MSCI 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 MSCI'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 MSCI USA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7412 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.34 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.07 |
IShares MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares MSCI's standard deviation. In reality, there are many statistical measures that can use IShares MSCI historical prices to predict the future IShares MSCI's volatility.| Risk Adjusted Performance | 0.0156 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0268 |
IShares MSCI February 14, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
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| Overlap Studies | ||
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| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0156 | |||
| Market Risk Adjusted Performance | 0.0368 | |||
| Mean Deviation | 0.5574 | |||
| Semi Deviation | 0.685 | |||
| Downside Deviation | 0.7412 | |||
| Coefficient Of Variation | 4840.97 | |||
| Standard Deviation | 0.731 | |||
| Variance | 0.5344 | |||
| Information Ratio | (0.08) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0268 | |||
| Maximum Drawdown | 3.34 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.07 | |||
| Downside Variance | 0.5494 | |||
| Semi Variance | 0.4692 | |||
| Expected Short fall | (0.61) | |||
| Skewness | 0.1486 | |||
| Kurtosis | 0.1787 |
iShares MSCI USA Backtested Returns
At this stage we consider IShares Etf to be very steady. iShares MSCI USA holds Efficiency (Sharpe) Ratio of 0.0295, which attests that the entity had a 0.0295 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares MSCI USA, which you can use to evaluate the volatility of the entity. Please check out IShares MSCI's Downside Deviation of 0.7412, risk adjusted performance of 0.0156, and Market Risk Adjusted Performance of 0.0368 to validate if the risk estimate we provide is consistent with the expected return of 0.0201%. The etf retains a Market Volatility (i.e., Beta) of 0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares MSCI is expected to be smaller as well.
Auto-correlation | -0.4 |
Poor reverse predictability
iShares MSCI USA has poor reverse predictability. Overlapping area represents the amount of predictability between IShares MSCI time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th 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 MSCI USA price movement. The serial correlation of -0.4 indicates that just about 40.0% of current IShares MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 MSCI USA has a Beta of 1.02. This is much higher than that of the BlackRock Asset Management Ireland - ETF family and significantly higher than that of the US Large-Cap Blend Equity category. The beta for all Switzerland etfs is notably lower than that of the firm.
IShares Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses IShares MSCI's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of IShares MSCI could also be used in its relative valuation, which is a method of valuing IShares MSCI by comparing valuation metrics of similar companies.IShares MSCI is currently under evaluation in beta as compared to similar ETFs.
IShares Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining IShares MSCI's current stock value. Our valuation model uses many indicators to compare IShares MSCI value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across IShares MSCI competition to find correlations between indicators driving IShares MSCI's intrinsic value. More Info.iShares MSCI USA is one of the top ETFs in beta as compared to similar ETFs. It also is one of the top ETFs in one year return as compared to similar ETFs reporting about 10.59 of One Year Return per Beta. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the IShares MSCI's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for IShares MSCI
The fund invests 99.56% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides IShares MSCI'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.
IShares MSCI returns are very sensitive to returns on the market. As the market goes up or down, IShares MSCI is expected to follow.
IShares Fundamentals
| Beta | 1.02 | |||
| Total Asset | 423.48 M | |||
| One Year Return | 10.80 % | |||
| Three Year Return | 18.00 % | |||
| Five Year Return | 15.80 % | |||
| Net Asset | 423.48 M | |||
| Equity Positions Weight | 99.56 % |
About IShares MSCI Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze iShares MSCI USA's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of IShares MSCI using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of iShares MSCI USA 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.The fund seeks to track the performance of an index composed of U.S. companies that screens out controversial business areas and gives greater weighting to companies with higher environmental, social and governance scores. ISh MSCI is traded on Switzerland Exchange in Switzerland.
Also Currently Popular
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.When determining whether iShares MSCI USA is a strong investment it is important to analyze IShares MSCI's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact IShares MSCI's future performance. For an informed investment choice regarding IShares Etf, refer to the following important reports:Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in iShares MSCI USA. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.