Ishares Trust Etf Key Fundamental Indicators
| MADE Etf | 36.43 0.20 0.55% |
As of the 17th of February 2026, IShares Trust retains the Market Risk Adjusted Performance of 0.1966, risk adjusted performance of 0.1478, and Downside Deviation of 1.36. 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 36.43 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. Understanding iShares Trust requires distinguishing between market price and book value, where the latter reflects IShares's accounting equity. The concept of intrinsic value - what IShares Trust's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Market sentiment, economic cycles, and investor behavior can push IShares Trust's price substantially above or below its fundamental value.
Understanding that IShares Trust's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether IShares Trust represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. In contrast, IShares Trust's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
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.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in IShares Trust on November 19, 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 | 1.36 | |||
| Information Ratio | 0.1254 | |||
| Maximum Drawdown | 5.39 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 2.19 |
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 | 0.1478 | |||
| Jensen Alpha | 0.1533 | |||
| Total Risk Alpha | 0.1276 | |||
| Sortino Ratio | 0.1222 | |||
| Treynor Ratio | 0.1866 |
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 February 17, 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 | 0.1478 | |||
| Market Risk Adjusted Performance | 0.1966 | |||
| Mean Deviation | 1.08 | |||
| Semi Deviation | 1.09 | |||
| Downside Deviation | 1.36 | |||
| Coefficient Of Variation | 560.84 | |||
| Standard Deviation | 1.32 | |||
| Variance | 1.75 | |||
| Information Ratio | 0.1254 | |||
| Jensen Alpha | 0.1533 | |||
| Total Risk Alpha | 0.1276 | |||
| Sortino Ratio | 0.1222 | |||
| Treynor Ratio | 0.1866 | |||
| Maximum Drawdown | 5.39 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 2.19 | |||
| Downside Variance | 1.84 | |||
| Semi Variance | 1.2 | |||
| Expected Short fall | (1.22) | |||
| Skewness | (0.17) | |||
| Kurtosis | (0.29) |
iShares Trust Backtested Returns
IShares Trust appears to be very steady, given 3 months investment horizon. iShares Trust holds Efficiency (Sharpe) Ratio of 0.27, which attests that the entity had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iShares Trust, which you can use to evaluate the volatility of the entity. Please utilize IShares Trust's Downside Deviation of 1.36, risk adjusted performance of 0.1478, and Market Risk Adjusted Performance of 0.1966 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 1.21, 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 | 0.79 |
Good predictability
iShares Trust has good predictability. Overlapping area represents the amount of predictability between IShares Trust time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th 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 Trust price movement. The serial correlation of 0.79 indicates that around 79.0% of current IShares Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 1.47 |
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 46.3%. 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.When determining whether iShares Trust is a strong investment it is important to analyze IShares Trust'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 Trust's future performance. For an informed investment choice regarding IShares Etf, refer to the following important reports:Check out For information on how to trade IShares Etf refer to our How to Trade IShares Etf guide.You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Understanding iShares Trust requires distinguishing between market price and book value, where the latter reflects IShares's accounting equity. The concept of intrinsic value - what IShares Trust's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Market sentiment, economic cycles, and investor behavior can push IShares Trust's price substantially above or below its fundamental value.
Understanding that IShares Trust's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether IShares Trust represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. In contrast, IShares Trust's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.