Ishares Edge Msci Etf Key Fundamental Indicators
| IUMO Etf | USD 17.30 0.33 1.87% |
As of the 13th of February 2026, IShares Edge retains the Risk Adjusted Performance of 0.023, downside deviation of 1.34, and Market Risk Adjusted Performance of (0.26). IShares Edge 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 Edge MSCI downside deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance to decide if IShares Edge is priced fairly, providing market reflects its last-minute price of 17.3 per share.
IShares Edge'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 Edge's valuation are provided below:iShares Edge MSCI 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 Edge '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 Edge'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 Edge.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in IShares Edge on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Edge MSCI or generate 0.0% return on investment in IShares Edge over 90 days. IShares Edge is related to or competes with IShares Emerging, IShares VII, IShares Asia, IShares MSCI, IShares SP, and IShares MSCI. The Fund seeks to track the performance of an index composed of a sub-set of MSCI USA stocks that have been experiencing an upward price trend ISh Edg is traded on Switzerland Exchange in Switzerland. More
IShares Edge 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 Edge'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 Edge MSCI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.34 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 6.37 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 2.57 |
IShares Edge Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Edge's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Edge's standard deviation. In reality, there are many statistical measures that can use IShares Edge historical prices to predict the future IShares Edge's volatility.| Risk Adjusted Performance | 0.023 | |||
| Jensen Alpha | 0.0261 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.27) |
IShares Edge February 13, 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 | 0.023 | |||
| Market Risk Adjusted Performance | (0.26) | |||
| Mean Deviation | 0.9079 | |||
| Semi Deviation | 1.24 | |||
| Downside Deviation | 1.34 | |||
| Coefficient Of Variation | 4191.97 | |||
| Standard Deviation | 1.28 | |||
| Variance | 1.65 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | 0.0261 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.27) | |||
| Maximum Drawdown | 6.37 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 2.57 | |||
| Downside Variance | 1.78 | |||
| Semi Variance | 1.54 | |||
| Expected Short fall | (0.97) | |||
| Skewness | 0.0604 | |||
| Kurtosis | 1.71 |
iShares Edge MSCI Backtested Returns
At this stage we consider IShares Etf to be very steady. iShares Edge MSCI holds Efficiency (Sharpe) Ratio of 0.0164, which attests that the entity had a 0.0164 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares Edge MSCI, which you can use to evaluate the volatility of the entity. Please check out IShares Edge's Market Risk Adjusted Performance of (0.26), risk adjusted performance of 0.023, and Downside Deviation of 1.34 to validate if the risk estimate we provide is consistent with the expected return of 0.0212%. The etf retains a Market Volatility (i.e., Beta) of -0.0772, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Edge are expected to decrease at a much lower rate. During the bear market, IShares Edge is likely to outperform the market.
Auto-correlation | 0.10 |
Insignificant predictability
iShares Edge MSCI has insignificant predictability. Overlapping area represents the amount of predictability between IShares Edge time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 Edge MSCI price movement. The serial correlation of 0.1 indicates that less than 10.0% of current IShares Edge price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
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 Edge MSCI has an One Year Return of 11.1%. This is 329.34% lower than that of the BlackRock Asset Management Ireland - ETF family and significantly higher than that of the US Large-Cap Growth Equity category. The one year return for all Switzerland etfs is notably lower than that of the firm.
IShares One Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses IShares Edge'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 IShares Edge could also be used in its relative valuation, which is a method of valuing IShares Edge by comparing valuation metrics of similar companies.IShares Edge is currently under evaluation in one year return as compared to similar ETFs.
IShares Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining IShares Edge's current stock value. Our valuation model uses many indicators to compare IShares Edge value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across IShares Edge competition to find correlations between indicators driving IShares Edge's intrinsic value. More Info.iShares Edge MSCI 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 1.85 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 Edge's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for IShares Edge
The fund invests 99.97% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides IShares Edge'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 | 336.3 M | |||
| One Year Return | 11.10 % | |||
| Three Year Return | 20.50 % | |||
| Five Year Return | 8.00 % | |||
| Net Asset | 336.3 M | |||
| Equity Positions Weight | 99.97 % |
About IShares Edge Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze iShares Edge MSCI's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of IShares Edge using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of iShares Edge MSCI 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 seeks to track the performance of an index composed of a sub-set of MSCI USA stocks that have been experiencing an upward price trend ISh Edg is traded on Switzerland Exchange in Switzerland.
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 Edge MSCI is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if IShares Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Ishares Edge Msci Etf. Highlighted below are key reports to facilitate an investment decision about Ishares Edge Msci Etf:Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in iShares Edge MSCI. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.