Ishares Core Msci Etf Net Asset
| SWDA Etf | USD 133.42 0.52 0.39% |
As of the 4th of February, IShares Core retains the Market Risk Adjusted Performance of (0.56), risk adjusted performance of 0.0702, and Downside Deviation of 0.6533. Concerning fundamental indicators, the technical analysis model lets you check existing technical drivers of iShares Core MSCI, as well as the relationship between them. Please check out iShares Core MSCI variance, jensen alpha, and the relationship between the standard deviation and information ratio to decide if IShares Core is priced fairly, providing market reflects its last-minute price of 133.42 per share.
IShares Core'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 Core's valuation are provided below:iShares Core 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 Core '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 Core'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 Core.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in IShares Core on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Core MSCI or generate 0.0% return on investment in IShares Core over 90 days. IShares Core 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 Core 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 Core'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 Core MSCI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6533 | |||
| Information Ratio | 0.0152 | |||
| Maximum Drawdown | 3.3 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 1.02 |
IShares Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Core's standard deviation. In reality, there are many statistical measures that can use IShares Core historical prices to predict the future IShares Core's volatility.| Risk Adjusted Performance | 0.0702 | |||
| Jensen Alpha | 0.0568 | |||
| Total Risk Alpha | 0.0151 | |||
| Sortino Ratio | 0.0149 | |||
| Treynor Ratio | (0.57) |
IShares Core February 4, 2026 Technical Indicators
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| Math Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0702 | |||
| Market Risk Adjusted Performance | (0.56) | |||
| Mean Deviation | 0.5058 | |||
| Semi Deviation | 0.5437 | |||
| Downside Deviation | 0.6533 | |||
| Coefficient Of Variation | 1024.85 | |||
| Standard Deviation | 0.6432 | |||
| Variance | 0.4136 | |||
| Information Ratio | 0.0152 | |||
| Jensen Alpha | 0.0568 | |||
| Total Risk Alpha | 0.0151 | |||
| Sortino Ratio | 0.0149 | |||
| Treynor Ratio | (0.57) | |||
| Maximum Drawdown | 3.3 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 1.02 | |||
| Downside Variance | 0.4268 | |||
| Semi Variance | 0.2956 | |||
| Expected Short fall | (0.53) | |||
| Skewness | 0.0675 | |||
| Kurtosis | 0.3267 |
iShares Core MSCI Backtested Returns
At this stage we consider IShares Etf to be very steady. iShares Core MSCI holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares Core MSCI, which you can use to evaluate the volatility of the entity. Please check out IShares Core's Market Risk Adjusted Performance of (0.56), downside deviation of 0.6533, and Risk Adjusted Performance of 0.0702 to validate if the risk estimate we provide is consistent with the expected return of 0.0861%. The etf retains a Market Volatility (i.e., Beta) of -0.093, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Core are expected to decrease at a much lower rate. During the bear market, IShares Core is likely to outperform the market.
Auto-correlation | 0.19 |
Very weak predictability
iShares Core MSCI has very weak predictability. Overlapping area represents the amount of predictability between IShares Core time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th 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 Core MSCI price movement. The serial correlation of 0.19 indicates that over 19.0% of current IShares Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.92 |
Net Asset is the value used in calculating NAV of a fund. NAV (or Net Asset Value) is computed once a day based on the formula that uses closing prices of all positions in the fund's portfolio.
| Competition |
Based on the recorded statements, iShares Core MSCI has a Net Asset of 7.44 B. This is much higher than that of the BlackRock Asset Management Ireland - ETF family and significantly higher than that of the Global Large-Cap Blend Equity category. The net asset for all Switzerland etfs is significantly lower than that of the firm.
IShares Net Asset Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses IShares Core's direct or indirect competition against its Net Asset to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of IShares Core could also be used in its relative valuation, which is a method of valuing IShares Core by comparing valuation metrics of similar companies.IShares Core is currently under evaluation in net asset as compared to similar ETFs.
IShares Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining IShares Core's current stock value. Our valuation model uses many indicators to compare IShares Core value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across IShares Core competition to find correlations between indicators driving IShares Core's intrinsic value. More Info.iShares Core MSCI is presently regarded as number one ETF in price to earning as compared to similar ETFs. It also is presently regarded as number one ETF in price to book as compared to similar ETFs fabricating about 0.11 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for iShares Core MSCI is roughly 8.81 . 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 Core's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for IShares Core
The fund invests 99.61% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides IShares Core'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
| Price To Earning | 17.70 X | |||
| Price To Book | 2.01 X | |||
| Price To Sales | 1.42 X | |||
| One Year Return | 18.40 % | |||
| Three Year Return | 19.50 % | |||
| Five Year Return | 12.80 % | |||
| Ten Year Return | 13.20 % | |||
| Net Asset | 7.44 B | |||
| Holdings Turnover | 11.33 % | |||
| Equity Positions Weight | 99.61 % |
About IShares Core Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze iShares Core MSCI's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of IShares Core using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of iShares Core 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.
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 Core MSCI is a strong investment it is important to analyze IShares Core'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 Core's future performance. For an informed investment choice regarding IShares Etf, refer to the following important reports:Check out World Market Map to better understand how to build diversified portfolios, which includes a position in iShares Core 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 state. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .