Ishares Msci Acwi Etf Market Value
| ACWI Etf | USD 146.84 0.22 0.15% |
| Symbol | IShares |
Investors evaluate iShares MSCI ACWI using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating IShares MSCI's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause IShares MSCI's market price to deviate significantly from intrinsic value.
Understanding that IShares MSCI's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether IShares MSCI represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, IShares MSCI's market price signifies the transaction level at which participants voluntarily complete trades.
IShares MSCI '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 MSCI'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 MSCI.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in IShares MSCI on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding iShares MSCI ACWI or generate 0.0% return on investment in IShares MSCI over 90 days. IShares MSCI is related to or competes with IShares MSCI, IShares Core, IShares Core, IShares Technology, IShares MSCI, IShares Select, and IShares MSCI. The fund generally will invest at least 80 percent of its assets in the component securities of its underlying index and... More
IShares MSCI 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 MSCI'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 MSCI ACWI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8849 | |||
| Information Ratio | 0.0389 | |||
| Maximum Drawdown | 3.29 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.05 |
IShares MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares MSCI's standard deviation. In reality, there are many statistical measures that can use IShares MSCI historical prices to predict the future IShares MSCI's volatility.| Risk Adjusted Performance | 0.0913 | |||
| Jensen Alpha | 0.072 | |||
| Total Risk Alpha | 0.029 | |||
| Sortino Ratio | 0.0308 | |||
| Treynor Ratio | 0.6204 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares MSCI'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 MSCI January 30, 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 | 0.0913 | |||
| Market Risk Adjusted Performance | 0.6304 | |||
| Mean Deviation | 0.5306 | |||
| Semi Deviation | 0.7352 | |||
| Downside Deviation | 0.8849 | |||
| Coefficient Of Variation | 791.74 | |||
| Standard Deviation | 0.701 | |||
| Variance | 0.4915 | |||
| Information Ratio | 0.0389 | |||
| Jensen Alpha | 0.072 | |||
| Total Risk Alpha | 0.029 | |||
| Sortino Ratio | 0.0308 | |||
| Treynor Ratio | 0.6204 | |||
| Maximum Drawdown | 3.29 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.05 | |||
| Downside Variance | 0.783 | |||
| Semi Variance | 0.5405 | |||
| Expected Short fall | (0.51) | |||
| Skewness | (0.69) | |||
| Kurtosis | 0.2785 |
iShares MSCI ACWI Backtested Returns
IShares MSCI is very steady at the moment. iShares MSCI ACWI holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares MSCI ACWI, which you can use to evaluate the volatility of the entity. Please check out IShares MSCI's Risk Adjusted Performance of 0.0913, market risk adjusted performance of 0.6304, and Downside Deviation of 0.8849 to validate if the risk estimate we provide is consistent with the expected return of 0.0762%. The etf retains a Market Volatility (i.e., Beta) of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares MSCI is expected to be smaller as well.
Auto-correlation | 0.27 |
Poor predictability
iShares MSCI ACWI has poor predictability. Overlapping area represents the amount of predictability between IShares MSCI time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th 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 MSCI ACWI price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current IShares MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 4.34 |
Currently Active Assets on Macroaxis
When determining whether iShares MSCI ACWI offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of IShares MSCI's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Ishares Msci Acwi Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Ishares Msci Acwi Etf:Check out IShares MSCI Correlation, IShares MSCI Volatility and IShares MSCI Performance module to complement your research on IShares MSCI. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
IShares MSCI technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.