Ishares Sp 500 Etf Net Asset
| IUFS Etf | USD 15.86 0.04 0.25% |
As of the 4th of February, IShares SP retains the Market Risk Adjusted Performance of (0.17), risk adjusted performance of 0.0248, and Downside Deviation of 0.894. IShares SP 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 SP 500 downside deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance to decide if IShares SP is priced fairly, providing market reflects its last-minute price of 15.86 per share.
IShares SP'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 SP's valuation are provided below:iShares SP 500 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 SP '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 SP'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 SP.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in IShares SP on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding iShares SP 500 or generate 0.0% return on investment in IShares SP over 90 days. IShares SP is related to or competes with IShares Emerging, IShares VII, IShares Asia, IShares MSCI, IShares SP, and IShares MSCI. 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 SP 500 Financial Services Index iShares SP is traded on Switzerland Exchange in Switzerland. More
IShares SP 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 SP'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 SP 500 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.894 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 3.76 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 1.57 |
IShares SP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares SP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares SP's standard deviation. In reality, there are many statistical measures that can use IShares SP historical prices to predict the future IShares SP's volatility.| Risk Adjusted Performance | 0.0248 | |||
| Jensen Alpha | 0.0223 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.18) |
IShares SP February 4, 2026 Technical Indicators
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| Math Transform | ||
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| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0248 | |||
| Market Risk Adjusted Performance | (0.17) | |||
| Mean Deviation | 0.6995 | |||
| Semi Deviation | 0.8225 | |||
| Downside Deviation | 0.894 | |||
| Coefficient Of Variation | 3189.8 | |||
| Standard Deviation | 0.8932 | |||
| Variance | 0.7979 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0223 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.18) | |||
| Maximum Drawdown | 3.76 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 1.57 | |||
| Downside Variance | 0.7993 | |||
| Semi Variance | 0.6764 | |||
| Expected Short fall | (0.77) | |||
| Skewness | 0.0722 | |||
| Kurtosis | (0.05) |
iShares SP 500 Backtested Returns
At this stage we consider IShares Etf to be very steady. iShares SP 500 holds Efficiency (Sharpe) Ratio of 0.0747, which attests that the entity had a 0.0747 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares SP 500, which you can use to evaluate the volatility of the entity. Please check out IShares SP's Downside Deviation of 0.894, risk adjusted performance of 0.0248, and Market Risk Adjusted Performance of (0.17) to validate if the risk estimate we provide is consistent with the expected return of 0.0684%. The etf retains a Market Volatility (i.e., Beta) of -0.0998, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares SP are expected to decrease at a much lower rate. During the bear market, IShares SP is likely to outperform the market.
Auto-correlation | -0.4 |
Poor reverse predictability
iShares SP 500 has poor reverse predictability. Overlapping area represents the amount of predictability between IShares SP time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th 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 SP 500 price movement. The serial correlation of -0.4 indicates that just about 40.0% of current IShares SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Net Asset is the value used in calculating NAV of a fund. NAV (or Net Asset Value) is computed once a day based on the formula that uses closing prices of all positions in the fund's portfolio.
| Competition |
Based on the recorded statements, iShares SP 500 has a Net Asset of 691.73 M. This is 3.14% higher than that of the BlackRock Asset Management Ireland - ETF family and significantly higher than that of the Sector Equity Financial Services category. The net asset for all Switzerland etfs is 69.8% higher than that of the company.
IShares Net Asset Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses IShares SP's direct or indirect competition against its Net Asset to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of IShares SP could also be used in its relative valuation, which is a method of valuing IShares SP by comparing valuation metrics of similar companies.IShares SP is currently under evaluation in net asset as compared to similar ETFs.
IShares Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining IShares SP's current stock value. Our valuation model uses many indicators to compare IShares SP value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across IShares SP competition to find correlations between indicators driving IShares SP's intrinsic value. More Info.iShares SP 500 is considered the top ETF in one year return as compared to similar ETFs. It also is considered the top ETF in three year return as compared to similar ETFs reporting about 4.19 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 SP's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for IShares SP
The fund invests 99.99% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides IShares SP'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 | 691.73 M | |||
| One Year Return | 3.60 % | |||
| Three Year Return | 15.10 % | |||
| Five Year Return | 14.40 % | |||
| Ten Year Return | 13.60 % | |||
| Net Asset | 691.73 M | |||
| Equity Positions Weight | 99.99 % |
About IShares SP Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze iShares SP 500's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of IShares SP using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of iShares SP 500 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.
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 SP 500 is a strong investment it is important to analyze IShares SP'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 SP'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 SP 500. 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 Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.