Ishares Edge Sp Etf Key Fundamental Indicators
| SPME Etf | EUR 10.37 0.00 0.00% |
As of the 18th of February 2026, IShares Edge retains the Downside Deviation of 26.98, risk adjusted performance of 0.0784, and Market Risk Adjusted Performance of 0.3649. Concerning fundamental indicators, the technical analysis model lets you check existing technical drivers of iShares Edge SP, as well as the relationship between them. Please check out iShares Edge SP variance, jensen alpha, and the relationship between the standard deviation and information ratio to decide if IShares Edge is priced fairly, providing market reflects its last-minute price of 10.37 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 SP 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.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in IShares Edge on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Edge SP or generate 0.0% return on investment in IShares Edge over 90 days. IShares Edge is related to or competes with IShares MSCI, 21Shares Ethereum, IShares Global, IShares Swiss, IShares Swiss, IShares JP, and SPDR MSCI. The fund is an exchange traded fund that aims to achieve a return on your investment, through a combination of capital g... 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 SP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 26.98 | |||
| Information Ratio | 0.0847 | |||
| Maximum Drawdown | 202.53 | |||
| Value At Risk | (58.54) | |||
| Potential Upside | 2.22 |
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 | 0.0784 | |||
| Jensen Alpha | 2.55 | |||
| Total Risk Alpha | 1.08 | |||
| Sortino Ratio | 0.1061 | |||
| Treynor Ratio | 0.3549 |
IShares Edge February 18, 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 | 0.0784 | |||
| Market Risk Adjusted Performance | 0.3649 | |||
| Mean Deviation | 12.69 | |||
| Semi Deviation | 14.84 | |||
| Downside Deviation | 26.98 | |||
| Coefficient Of Variation | 1158.92 | |||
| Standard Deviation | 33.79 | |||
| Variance | 1141.81 | |||
| Information Ratio | 0.0847 | |||
| Jensen Alpha | 2.55 | |||
| Total Risk Alpha | 1.08 | |||
| Sortino Ratio | 0.1061 | |||
| Treynor Ratio | 0.3549 | |||
| Maximum Drawdown | 202.53 | |||
| Value At Risk | (58.54) | |||
| Potential Upside | 2.22 | |||
| Downside Variance | 727.7 | |||
| Semi Variance | 220.15 | |||
| Expected Short fall | (16.72) | |||
| Skewness | 2.97 | |||
| Kurtosis | 12.36 |
iShares Edge SP Backtested Returns
IShares Edge is dangerous given 3 months investment horizon. iShares Edge SP holds Efficiency (Sharpe) Ratio of 0.0894, which attests that the entity had a 0.0894 % return per unit of risk over the last 3 months. We are able to interpolate and break down twenty-four different technical indicators, which can help you to evaluate if expected returns of 3.12% are justified by taking the suggested risk. Use iShares Edge SP Risk Adjusted Performance of 0.0784, market risk adjusted performance of 0.3649, and Downside Deviation of 26.98 to evaluate company specific risk that cannot be diversified away. The etf retains a Market Volatility (i.e., Beta) of 8.19, 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 Edge will likely underperform.
Auto-correlation | -0.05 |
Very weak reverse predictability
iShares Edge SP has very weak reverse predictability. Overlapping area represents the amount of predictability between IShares Edge time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th 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 SP price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current IShares Edge price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 54.91 |
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 SP has an One Year Return of 4.2%. This is 186.78% lower than that of the BlackRock Asset Management Ireland - ETF family and significantly higher than that of the Other 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 SP 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 2.36 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 99.63% 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
| One Year Return | 4.20 % | |||
| Three Year Return | 9.90 % | |||
| Five Year Return | 7.10 % | |||
| Equity Positions Weight | 99.63 % |
About IShares Edge Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze iShares Edge SP'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 SP 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 is an exchange traded fund that aims to achieve a return on your investment, through a combination of capital growth and income on the Funds assets, which reflects the return of the SP 500 Minimum Volatility Index, the Funds benchmark index. 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.Other Information on Investing in IShares Etf
IShares Edge 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 Edge security.