Ishares Agency Bond Etf Market Value
| AGZ Etf | USD 109.76 0.45 0.41% |
| Symbol | IShares |
Investors evaluate iShares Agency Bond using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating IShares Agency's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause IShares Agency's market price to deviate significantly from intrinsic value.
Understanding that IShares Agency's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether IShares Agency represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, IShares Agency's market price signifies the transaction level at which participants voluntarily complete trades.
IShares Agency '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 Agency'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 Agency.
| 11/13/2025 |
| 02/11/2026 |
If you would invest 0.00 in IShares Agency on November 13, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Agency Bond or generate 0.0% return on investment in IShares Agency over 90 days. IShares Agency is related to or competes with IShares Core, Alps/smith Short, Schwab 1, Franklin Liberty, T Rowe, FlexShares Credit, and Invesco BulletShares. The index measures the performance of the agency sector of the U.S More
IShares Agency 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 Agency'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 Agency Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1596 | |||
| Information Ratio | (0.74) | |||
| Maximum Drawdown | 0.7382 | |||
| Value At Risk | (0.22) | |||
| Potential Upside | 0.1646 |
IShares Agency Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Agency's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Agency's standard deviation. In reality, there are many statistical measures that can use IShares Agency historical prices to predict the future IShares Agency's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.61) | |||
| Treynor Ratio | (0.18) |
IShares Agency February 11, 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 | (0.02) | |||
| Market Risk Adjusted Performance | (0.17) | |||
| Mean Deviation | 0.0948 | |||
| Semi Deviation | 0.1319 | |||
| Downside Deviation | 0.1596 | |||
| Coefficient Of Variation | 2307.7 | |||
| Standard Deviation | 0.1318 | |||
| Variance | 0.0174 | |||
| Information Ratio | (0.74) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.61) | |||
| Treynor Ratio | (0.18) | |||
| Maximum Drawdown | 0.7382 | |||
| Value At Risk | (0.22) | |||
| Potential Upside | 0.1646 | |||
| Downside Variance | 0.0255 | |||
| Semi Variance | 0.0174 | |||
| Expected Short fall | (0.09) | |||
| Skewness | (0.57) | |||
| Kurtosis | 2.32 |
iShares Agency Bond Backtested Returns
At this stage we consider IShares Etf to be very steady. iShares Agency Bond holds Efficiency (Sharpe) Ratio of 0.043, which attests that the entity had a 0.043 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares Agency Bond, which you can use to evaluate the volatility of the entity. Please check out IShares Agency's Market Risk Adjusted Performance of (0.17), risk adjusted performance of (0.02), and Downside Deviation of 0.1596 to validate if the risk estimate we provide is consistent with the expected return of 0.0056%. The etf retains a Market Volatility (i.e., Beta) of 0.0238, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Agency's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Agency is expected to be smaller as well.
Auto-correlation | -0.19 |
Insignificant reverse predictability
iShares Agency Bond has insignificant reverse predictability. Overlapping area represents the amount of predictability between IShares Agency time series from 13th of November 2025 to 28th of December 2025 and 28th of December 2025 to 11th 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 Agency Bond price movement. The serial correlation of -0.19 indicates that over 19.0% of current IShares Agency price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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 Agency Bond offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of IShares Agency'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 Agency Bond Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Ishares Agency Bond Etf:Check out IShares Agency Correlation, IShares Agency Volatility and IShares Agency Performance module to complement your research on IShares Agency. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
IShares Agency 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.