Ishares Msci Global Etf Key Fundamental Indicators
| GLOF Etf | 54.79 0.15 0.27% |
As of the 18th of February 2026, IShares MSCI retains the Risk Adjusted Performance of 0.0762, market risk adjusted performance of 0.089, and Downside Deviation of 0.7739. 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 Global variance, as well as the relationship between the maximum drawdown and semi variance to decide if IShares MSCI is priced fairly, providing market reflects its last-minute price of 54.79 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 Global 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. Investors evaluate iShares MSCI Global using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating IShares MSCI's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause IShares MSCI's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between IShares MSCI's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares MSCI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, IShares MSCI's market price signifies the transaction level at which participants voluntarily complete trades.
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.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in IShares MSCI on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding iShares MSCI Global or generate 0.0% return on investment in IShares MSCI over 90 days. IShares MSCI is related to or competes with Global X, RBB Fund, ProShares, Essential, Innovator Russell, US Global, and Amplify Online. IShares MSCI is entity of United States. It is traded as Etf on NYSE ARCA exchange. 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 Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7739 | |||
| Information Ratio | 0.0249 | |||
| Maximum Drawdown | 3.5 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 1.05 |
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 | 0.0762 | |||
| Jensen Alpha | 0.028 | |||
| Total Risk Alpha | 0.0215 | |||
| Sortino Ratio | 0.0238 | |||
| Treynor Ratio | 0.079 |
IShares MSCI February 18, 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 | 0.0762 | |||
| Market Risk Adjusted Performance | 0.089 | |||
| Mean Deviation | 0.5745 | |||
| Semi Deviation | 0.6965 | |||
| Downside Deviation | 0.7739 | |||
| Coefficient Of Variation | 1033.29 | |||
| Standard Deviation | 0.7382 | |||
| Variance | 0.545 | |||
| Information Ratio | 0.0249 | |||
| Jensen Alpha | 0.028 | |||
| Total Risk Alpha | 0.0215 | |||
| Sortino Ratio | 0.0238 | |||
| Treynor Ratio | 0.079 | |||
| Maximum Drawdown | 3.5 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 1.05 | |||
| Downside Variance | 0.5989 | |||
| Semi Variance | 0.4851 | |||
| Expected Short fall | (0.61) | |||
| Skewness | (0.24) | |||
| Kurtosis | 0.397 |
iShares MSCI Global Backtested Returns
At this point, IShares MSCI is very steady. iShares MSCI Global holds Efficiency (Sharpe) Ratio of 0.22, which attests that the entity had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares MSCI Global, which you can use to evaluate the volatility of the entity. Please check out IShares MSCI's Downside Deviation of 0.7739, risk adjusted performance of 0.0762, and Market Risk Adjusted Performance of 0.089 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. The etf retains a Market Volatility (i.e., Beta) of 0.78, which attests to possible diversification benefits within a given portfolio. 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 | 0.51 |
Modest predictability
iShares MSCI Global has modest predictability. Overlapping area represents the amount of predictability between IShares MSCI time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th 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 Global price movement. The serial correlation of 0.51 indicates that about 51.0% of current IShares MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
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 Global has a Beta of 1.0. This is much higher than that of the family and significantly higher than that of the Global Large-Stock Blend category. The beta for all United States 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 Global 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 22.10 of One Year Return per Beta. Comparative valuation analysis is a catch-all technique that is used if you cannot value IShares MSCI by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.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 | 1.0 | |||
| One Year Return | 22.10 % | |||
| Three Year Return | 20.30 % | |||
| Five Year Return | 11.20 % | |||
| Ten Year Return | 12.20 % |
About IShares MSCI Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze iShares MSCI Global'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 Global 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.IShares MSCI is entity of United States. It is traded as Etf on NYSE ARCA exchange.
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Investors evaluate iShares MSCI Global using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating IShares MSCI's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause IShares MSCI's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between IShares MSCI's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares MSCI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, IShares MSCI's market price signifies the transaction level at which participants voluntarily complete trades.