Ishares Msci Europe Etf Key Fundamental Indicators
| IESE Etf | EUR 71.82 0.16 0.22% |
As of the 6th of February, IShares MSCI retains the Downside Deviation of 0.7923, market risk adjusted performance of 0.5099, and Risk Adjusted Performance of 0.0788. 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 Europe 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 71.82 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 Europe 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.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in IShares MSCI on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding iShares MSCI Europe or generate 0.0% return on investment in IShares MSCI over 90 days. IShares MSCI is related to or competes with IShares MSCI. The investment objective of the Fund is to provide investors with a total return, taking into account both capital and i... 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 Europe upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7923 | |||
| Information Ratio | 0.0408 | |||
| Maximum Drawdown | 3.15 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.41 |
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 | 0.0788 | |||
| Jensen Alpha | 0.0588 | |||
| Total Risk Alpha | 0.031 | |||
| Sortino Ratio | 0.0356 | |||
| Treynor Ratio | 0.4999 |
IShares MSCI February 6, 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 | 0.0788 | |||
| Market Risk Adjusted Performance | 0.5099 | |||
| Mean Deviation | 0.5078 | |||
| Semi Deviation | 0.7048 | |||
| Downside Deviation | 0.7923 | |||
| Coefficient Of Variation | 943.12 | |||
| Standard Deviation | 0.6911 | |||
| Variance | 0.4777 | |||
| Information Ratio | 0.0408 | |||
| Jensen Alpha | 0.0588 | |||
| Total Risk Alpha | 0.031 | |||
| Sortino Ratio | 0.0356 | |||
| Treynor Ratio | 0.4999 | |||
| Maximum Drawdown | 3.15 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.41 | |||
| Downside Variance | 0.6278 | |||
| Semi Variance | 0.4968 | |||
| Expected Short fall | (0.49) | |||
| Skewness | (0.43) | |||
| Kurtosis | 0.9909 |
iShares MSCI Europe Backtested Returns
At this stage we consider IShares Etf to be very steady. iShares MSCI Europe holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares MSCI Europe, which you can use to evaluate the volatility of the entity. Please check out IShares MSCI's Risk Adjusted Performance of 0.0788, downside deviation of 0.7923, and Market Risk Adjusted Performance of 0.5099 to validate if the risk estimate we provide is consistent with the expected return of 0.0733%. The etf retains a Market Volatility (i.e., Beta) of 0.13, 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 | -0.47 |
Modest reverse predictability
iShares MSCI Europe has modest reverse predictability. Overlapping area represents the amount of predictability between IShares MSCI time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 Europe price movement. The serial correlation of -0.47 indicates that about 47.0% of current IShares MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.45 |
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, iShares MSCI Europe has an One Year Return of 0.6%. This is 112.4% lower than that of the BlackRock Asset Management Ireland - ETF family and significantly higher than that of the Europe Large-Cap Blend Equity category. The one year return for all Switzerland etfs is 161.86% lower than that of the firm.
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 Europe is rated second overall ETF in one year return as compared to similar ETFs. It also is rated second overall ETF in three year return as compared to similar ETFs reporting about 11.33 of Three Year Return per One Year Return. 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 99.7% 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 Fundamentals
| Total Asset | 778.27 M | |||
| One Year Return | 0.60 % | |||
| Three Year Return | 6.80 % | |||
| Five Year Return | 7.20 % | |||
| Ten Year Return | 7.70 % | |||
| Net Asset | 778.27 M | |||
| Equity Positions Weight | 99.70 % |
About IShares MSCI Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze iShares MSCI Europe'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 Europe 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 investment objective of the Fund is to provide investors with a total return, taking into account both capital and income returns, which reflects the return of the MSCI Europe SRI Index. iSh MSCI is traded on Switzerland Exchange in Switzerland.
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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.When determining whether iShares MSCI Europe 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 Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in iShares MSCI Europe. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in state. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.