Ishares Govt Bond Etf Key Fundamental Indicators
| IBGL Etf | EUR 169.38 0.36 0.21% |
As of the 24th of February, IShares Govt retains the Risk Adjusted Performance of 0.045, market risk adjusted performance of (0.86), and Downside Deviation of 0.4446. IShares Govt 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 Govt Bond downside deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance to decide if IShares Govt is priced fairly, providing market reflects its last-minute price of 169.38 per share.
IShares Govt'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 Govt's valuation are provided below:iShares Govt Bond 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 Govt '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 Govt'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 Govt.
| 11/26/2025 |
| 02/24/2026 |
If you would invest 0.00 in IShares Govt on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Govt Bond or generate 0.0% return on investment in IShares Govt over 90 days. IShares Govt is related to or competes with IShares VII, IShares VII, IShares EURO, IShares MSCI, IShares SP, and IShares Euro. The fund is an exchange traded fund that aims to track the performance of the Barclays Euro Government Bond 15-30 Year T... More
IShares Govt 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 Govt'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 Govt Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4446 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 1.91 | |||
| Value At Risk | (0.63) | |||
| Potential Upside | 0.5908 |
IShares Govt Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Govt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Govt's standard deviation. In reality, there are many statistical measures that can use IShares Govt historical prices to predict the future IShares Govt's volatility.| Risk Adjusted Performance | 0.045 | |||
| Jensen Alpha | 0.0184 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.10) | |||
| Treynor Ratio | (0.87) |
IShares Govt February 24, 2026 Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | 0.045 | |||
| Market Risk Adjusted Performance | (0.86) | |||
| Mean Deviation | 0.3002 | |||
| Semi Deviation | 0.3851 | |||
| Downside Deviation | 0.4446 | |||
| Coefficient Of Variation | 1399.79 | |||
| Standard Deviation | 0.3801 | |||
| Variance | 0.1445 | |||
| Information Ratio | (0.12) | |||
| Jensen Alpha | 0.0184 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.10) | |||
| Treynor Ratio | (0.87) | |||
| Maximum Drawdown | 1.91 | |||
| Value At Risk | (0.63) | |||
| Potential Upside | 0.5908 | |||
| Downside Variance | 0.1976 | |||
| Semi Variance | 0.1483 | |||
| Expected Short fall | (0.29) | |||
| Skewness | (0.56) | |||
| Kurtosis | 0.5275 |
iShares Govt Bond Backtested Returns
Currently, iShares Govt Bond is very steady. iShares Govt Bond holds Efficiency (Sharpe) Ratio of 0.0439, which attests that the entity had a 0.0439 % return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares Govt Bond, which you can use to evaluate the volatility of the entity. Please check out IShares Govt's Market Risk Adjusted Performance of (0.86), downside deviation of 0.4446, and Risk Adjusted Performance of 0.045 to validate if the risk estimate we provide is consistent with the expected return of 0.0169%. The etf retains a Market Volatility (i.e., Beta) of -0.0197, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Govt are expected to decrease at a much lower rate. During the bear market, IShares Govt is likely to outperform the market.
Auto-correlation | 0.01 |
Virtually no predictability
iShares Govt Bond has virtually no predictability. Overlapping area represents the amount of predictability between IShares Govt time series from 26th of November 2025 to 10th of January 2026 and 10th of January 2026 to 24th 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 Govt Bond price movement. The serial correlation of 0.01 indicates that just 1.0% of current IShares Govt price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 1.79 |
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 Govt Bond has a Beta of 1.16. This is much higher than that of the BlackRock Asset Management Ireland - ETF family and significantly higher than that of the EUR Bond - Long Term category. The beta for all Netherlands 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 Govt's current stock value. Our valuation model uses many indicators to compare IShares Govt value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across IShares Govt competition to find correlations between indicators driving IShares Govt's intrinsic value. More Info.iShares Govt Bond is considered the top ETF in beta as compared to similar ETFs. It is rated third overall ETF in one year return as compared to similar ETFs . 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 Govt's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for IShares Govt
The fund invests most of its asset under management in bonds or other fixed income securities. .Asset allocation divides IShares Govt'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 the market goes up, the company is expected to outperform it. However, if the market returns are negative, IShares Govt will likely underperform.
IShares Fundamentals
| Beta | 1.16 | |||
| Total Asset | 408.91 M | |||
| One Year Return | (0.90) % | |||
| Three Year Return | 1.00 % | |||
| Five Year Return | (7.40) % | |||
| Ten Year Return | (1.40) % | |||
| Net Asset | 408.91 M | |||
| Last Dividend Paid | 1.69 | |||
| Bond Positions Weight | 99.96 % |
About IShares Govt Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze iShares Govt Bond's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of IShares Govt using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of iShares Govt Bond 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 is an exchange traded fund that aims to track the performance of the Barclays Euro Government Bond 15-30 Year Term Index as closely as possible. ISHARES E is traded on Amsterdam Stock Exchange in Netherlands.
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Other Information on Investing in IShares Etf
IShares Govt 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 Govt security.