Ibms Etf Key Fundamental Indicators
| IBMS Etf | 26.28 0.02 0.08% |
As of the 2nd of February, IBMS retains the downside deviation of 0.0795, and Market Risk Adjusted Performance of 1.12. IBMS 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 IBMS standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and expected short fall to decide if IBMS is priced fairly, providing market reflects its last-minute price of 26.28 per share.
IBMS'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 IBMS's valuation are provided below:IBMS does not today 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. IBMS's market price often diverges from its book value, the accounting figure shown on IBMS's balance sheet. Smart investors calculate IBMS's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Since IBMS's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between IBMS's value and its price as these two are different measures arrived at by different means. Investors typically determine if IBMS is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IBMS's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
IBMS '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 IBMS'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 IBMS.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in IBMS on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding IBMS or generate 0.0% return on investment in IBMS over 90 days. IBMS is related to or competes with Valued Advisers, Xtrackers California, Principal Exchange, PIMCO Enhanced, Tidal Trust, VCRM, and Vanguard Core. IBMS is entity of United States. It is traded as Etf on BATS exchange. More
IBMS 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 IBMS'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 IBMS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0795 | |||
| Information Ratio | (0.28) | |||
| Maximum Drawdown | 0.3828 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.153 |
IBMS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IBMS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IBMS's standard deviation. In reality, there are many statistical measures that can use IBMS historical prices to predict the future IBMS's volatility.| Risk Adjusted Performance | 0.1259 | |||
| Jensen Alpha | 0.0123 | |||
| Total Risk Alpha | 0.0089 | |||
| Sortino Ratio | (0.28) | |||
| Treynor Ratio | 1.11 |
IBMS February 2, 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 | 0.1259 | |||
| Market Risk Adjusted Performance | 1.12 | |||
| Mean Deviation | 0.0619 | |||
| Downside Deviation | 0.0795 | |||
| Coefficient Of Variation | 348.93 | |||
| Standard Deviation | 0.0792 | |||
| Variance | 0.0063 | |||
| Information Ratio | (0.28) | |||
| Jensen Alpha | 0.0123 | |||
| Total Risk Alpha | 0.0089 | |||
| Sortino Ratio | (0.28) | |||
| Treynor Ratio | 1.11 | |||
| Maximum Drawdown | 0.3828 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.153 | |||
| Downside Variance | 0.0063 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.09) | |||
| Skewness | 0.2121 | |||
| Kurtosis | 0.1903 |
IBMS Backtested Returns
Currently, IBMS is very steady. IBMS holds Efficiency (Sharpe) Ratio of 0.33, which attests that the etf had a 0.33 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for IBMS, which you can use to evaluate the volatility of the entity. Please check out IBMS's downside deviation of 0.0795, and Market Risk Adjusted Performance of 1.12 to validate if the risk estimate we provide is consistent with the expected return of 0.0264%. The entity retains a Market Volatility (i.e., Beta) of 0.0114, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IBMS's returns are expected to increase less than the market. However, during the bear market, the loss of holding IBMS is expected to be smaller as well.
Auto-correlation | 0.82 |
Very good predictability
IBMS has very good predictability. Overlapping area represents the amount of predictability between IBMS time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd 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 IBMS price movement. The serial correlation of 0.82 indicates that around 82.0% of current IBMS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.
| Competition |
Based on the recorded statements, IBMS has an One Year Return of 5.5%. This is much higher than that of the family and significantly higher than that of the Muni Target Maturity category. The one year return for all United States etfs is notably lower than that of the firm.
IBMS One Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses IBMS's direct or indirect competition against its One Year Return to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of IBMS could also be used in its relative valuation, which is a method of valuing IBMS by comparing valuation metrics of similar companies.IBMS is currently under evaluation in one year return as compared to similar ETFs.
About IBMS Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze IBMS's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of IBMS using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of IBMS 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.IBMS is entity of United States. It is traded as Etf on BATS exchange.
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IBMS's market price often diverges from its book value, the accounting figure shown on IBMS's balance sheet. Smart investors calculate IBMS's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Since IBMS's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between IBMS's value and its price as these two are different measures arrived at by different means. Investors typically determine if IBMS is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IBMS's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.