Ishares Trust Etf Fundamentals
| MADE Etf | 34.39 0.51 1.51% |
As of the 28th of January, IShares Trust retains the Risk Adjusted Performance of 0.1493, market risk adjusted performance of 0.2049, and Downside Deviation of 1.31. Concerning fundamental indicators, the technical analysis model lets you check existing technical drivers of iShares Trust, as well as the relationship between them. Please check out iShares Trust treynor ratio, and the relationship between the variance and potential upside to decide if IShares Trust is priced fairly, providing market reflects its last-minute price of 34.39 per share.
IShares Trust'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 Trust's valuation are provided below:iShares Trust 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. The market value of iShares Trust is measured differently than its book value, which is the value of IShares that is recorded on the company's balance sheet. Investors also form their own opinion of IShares Trust's value that differs from its market value or its book value, called intrinsic value, which is IShares Trust's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because IShares Trust's market value can be influenced by many factors that don't directly affect IShares Trust's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between IShares Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Trust'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.
IShares Trust '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 Trust'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 Trust.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in IShares Trust on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Trust or generate 0.0% return on investment in IShares Trust over 90 days. IShares Trust is related to or competes with Invesco Exchange, Listed Funds, Collaborative Investment, TrueShares Structured, FT Cboe, ProShares Ultra, and Innovator Equity. IShares Trust is entity of United States More
IShares Trust 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 Trust'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 Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.31 | |||
| Information Ratio | 0.1334 | |||
| Maximum Drawdown | 4.77 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 2.21 |
IShares Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Trust's standard deviation. In reality, there are many statistical measures that can use IShares Trust historical prices to predict the future IShares Trust's volatility.| Risk Adjusted Performance | 0.1493 | |||
| Jensen Alpha | 0.1511 | |||
| Total Risk Alpha | 0.1179 | |||
| Sortino Ratio | 0.126 | |||
| Treynor Ratio | 0.1949 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Trust's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
IShares Trust January 28, 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 | 0.1493 | |||
| Market Risk Adjusted Performance | 0.2049 | |||
| Mean Deviation | 0.9998 | |||
| Semi Deviation | 1.04 | |||
| Downside Deviation | 1.31 | |||
| Coefficient Of Variation | 506.54 | |||
| Standard Deviation | 1.24 | |||
| Variance | 1.53 | |||
| Information Ratio | 0.1334 | |||
| Jensen Alpha | 0.1511 | |||
| Total Risk Alpha | 0.1179 | |||
| Sortino Ratio | 0.126 | |||
| Treynor Ratio | 0.1949 | |||
| Maximum Drawdown | 4.77 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 2.21 | |||
| Downside Variance | 1.72 | |||
| Semi Variance | 1.08 | |||
| Expected Short fall | (1.13) | |||
| Skewness | (0.37) | |||
| Kurtosis | (0.38) |
iShares Trust Backtested Returns
IShares Trust appears to be very steady, given 3 months investment horizon. iShares Trust holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares Trust, which you can use to evaluate the volatility of the entity. Please utilize IShares Trust's Downside Deviation of 1.31, market risk adjusted performance of 0.2049, and Risk Adjusted Performance of 0.1493 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 1.2, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, IShares Trust will likely underperform.
Auto-correlation | 0.31 |
Below average predictability
iShares Trust has below average predictability. Overlapping area represents the amount of predictability between IShares Trust time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th of January 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 Trust price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current IShares Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 1.35 |
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 Trust has an One Year Return of 29.5%. This is much higher than that of the family and significantly higher than that of the Industrials category. The one year return for all United States 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 Trust'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 Trust could also be used in its relative valuation, which is a method of valuing IShares Trust by comparing valuation metrics of similar companies.IShares Trust is currently under evaluation in one year return as compared to similar ETFs.
About IShares Trust Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze iShares Trust's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of IShares Trust using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of iShares Trust 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.IShares Trust is entity of United States. It is traded as Etf on NYSE ARCA exchange.
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.| HITI | High Tide | |
| HITI | High Tide | |
| BAC | Bank of America |
Check out IShares Trust Piotroski F Score and IShares Trust Altman Z Score analysis. For information on how to trade IShares Etf refer to our How to Trade IShares Etf guide.You can also try the AI Portfolio Prophet module to use AI to generate optimal portfolios and find profitable investment opportunities.
The market value of iShares Trust is measured differently than its book value, which is the value of IShares that is recorded on the company's balance sheet. Investors also form their own opinion of IShares Trust's value that differs from its market value or its book value, called intrinsic value, which is IShares Trust's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because IShares Trust's market value can be influenced by many factors that don't directly affect IShares Trust's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between IShares Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Trust'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.