Ishares Short Duration Etf Key Fundamental Indicators
| SDIG Etf | CHF 78.75 0.09 0.11% |
As of the 21st of February, IShares Short retains the Market Risk Adjusted Performance of 0.2472, standard deviation of 0.4251, and Risk Adjusted Performance of (0.04). Concerning fundamental indicators, the technical analysis model lets you check existing technical drivers of iShares Short Duration, as well as the relationship between them. Please check out iShares Short Duration treynor ratio, value at risk, and the relationship between the information ratio and maximum drawdown to decide if IShares Short is priced fairly, providing market reflects its last-minute price of 78.75 per share.
IShares Short'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 Short's valuation are provided below:iShares Short Duration 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 Short '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 Short'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 Short.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in IShares Short on November 23, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Short Duration or generate 0.0% return on investment in IShares Short over 90 days. IShares Short 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 i... More
IShares Short 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 Short'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 Short Duration upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 2.11 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 0.5701 |
IShares Short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Short's standard deviation. In reality, there are many statistical measures that can use IShares Short historical prices to predict the future IShares Short's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | 0.2372 |
IShares Short February 21, 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 | (0.04) | |||
| Market Risk Adjusted Performance | 0.2472 | |||
| Mean Deviation | 0.2875 | |||
| Coefficient Of Variation | (2,434) | |||
| Standard Deviation | 0.4251 | |||
| Variance | 0.1807 | |||
| Information Ratio | (0.23) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | 0.2372 | |||
| Maximum Drawdown | 2.11 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 0.5701 | |||
| Skewness | (0.80) | |||
| Kurtosis | 2.9 |
iShares Short Duration Backtested Returns
iShares Short Duration holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had a -0.12 % return per unit of risk over the last 3 months. iShares Short Duration exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares Short's Standard Deviation of 0.4251, risk adjusted performance of (0.04), and Market Risk Adjusted Performance of 0.2472 to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of -0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Short are expected to decrease at a much lower rate. During the bear market, IShares Short is likely to outperform the market.
Auto-correlation | 0.83 |
Very good predictability
iShares Short Duration has very good predictability. Overlapping area represents the amount of predictability between IShares Short time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st 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 Short Duration price movement. The serial correlation of 0.83 indicates that around 83.0% of current IShares Short price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 1.45 |
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 Short Duration has an One Year Return of 5.9%. This is 221.9% lower than that of the BlackRock Asset Management Ireland - ETF family and significantly higher than that of the USD Corporate Bond - Short Term 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 Short'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 Short could also be used in its relative valuation, which is a method of valuing IShares Short by comparing valuation metrics of similar companies.IShares Short 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 Short's current stock value. Our valuation model uses many indicators to compare IShares Short value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across IShares Short competition to find correlations between indicators driving IShares Short's intrinsic value. More Info.iShares Short Duration is presently regarded as number one ETF in one year return as compared to similar ETFs. It also is presently regarded as number one ETF in three year return as compared to similar ETFs reporting about 0.95 of Three Year Return per One Year Return. The ratio of One Year Return to Three Year Return for iShares Short Duration is roughly 1.05 . 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 Short's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for IShares Short
The fund consists of 90.33% investments in fixed income securities, with the rest of funds allocated in various types of exotic instruments.Asset allocation divides IShares Short'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 | 3.13 B | |||
| One Year Return | 5.90 % | |||
| Three Year Return | 5.60 % | |||
| Five Year Return | 2.30 % | |||
| Ten Year Return | 2.70 % | |||
| Net Asset | 3.13 B | |||
| Last Dividend Paid | 0.68 | |||
| Bond Positions Weight | 90.33 % |
About IShares Short Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze iShares Short Duration's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of IShares Short using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of iShares Short Duration 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 Markit iBoxx USD Liquid Investment Grade 0-5 Index. ISh SD 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.Other Information on Investing in IShares Etf
IShares Short financial ratios help investors to determine whether IShares Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in IShares with respect to the benefits of owning IShares Short security.