Ishares Municipal Bond Fund Market Value
| BIDAX Fund | USD 11.10 0.06 0.54% |
| Symbol | Ishares |
Ishares Municipal '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 Municipal's mutual fund 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 Municipal.
| 12/04/2025 |
| 03/04/2026 |
If you would invest 0.00 in Ishares Municipal on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Ishares Municipal Bond or generate 0.0% return on investment in Ishares Municipal over 90 days. Ishares Municipal is related to or competes with Ab Conservative, Ab Bond, Angel Oak, Siit Emerging, Black Oak, Goldman Sachs, and Transamerica Emerging. The fund generally invests at least 80 percent of its assets, plus the amount of any borrowings for investment purposes,... More
Ishares Municipal 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 Municipal's mutual fund 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 Municipal Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2492 | |||
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 0.637 | |||
| Value At Risk | (0.27) | |||
| Potential Upside | 0.27 |
Ishares Municipal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ishares Municipal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ishares Municipal's standard deviation. In reality, there are many statistical measures that can use Ishares Municipal historical prices to predict the future Ishares Municipal's volatility.| Risk Adjusted Performance | 0.0705 | |||
| Total Risk Alpha | 0.0042 | |||
| Sortino Ratio | (0.10) |
Ishares Municipal March 4, 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 | 0.0705 | |||
| Mean Deviation | 0.0838 | |||
| Downside Deviation | 0.2492 | |||
| Coefficient Of Variation | 644.19 | |||
| Standard Deviation | 0.1334 | |||
| Variance | 0.0178 | |||
| Information Ratio | (0.20) | |||
| Total Risk Alpha | 0.0042 | |||
| Sortino Ratio | (0.10) | |||
| Maximum Drawdown | 0.637 | |||
| Value At Risk | (0.27) | |||
| Potential Upside | 0.27 | |||
| Downside Variance | 0.0621 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.14) | |||
| Skewness | (0.87) | |||
| Kurtosis | 5.24 |
Ishares Municipal Bond Backtested Returns
At this stage we consider Ishares Mutual Fund to be very steady. Ishares Municipal Bond holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Ishares Municipal Bond, which you can use to evaluate the volatility of the entity. Please check out Ishares Municipal's Standard Deviation of 0.1334, mean deviation of 0.0838, and Risk Adjusted Performance of 0.0705 to validate if the risk estimate we provide is consistent with the expected return of 0.0209%. The fund retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and Ishares Municipal are completely uncorrelated.
Auto-correlation | 0.76 |
Good predictability
Ishares Municipal Bond has good predictability. Overlapping area represents the amount of predictability between Ishares Municipal time series from 4th of December 2025 to 18th of January 2026 and 18th of January 2026 to 4th of March 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 Municipal Bond price movement. The serial correlation of 0.76 indicates that around 76.0% of current Ishares Municipal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Mutual Fund
Ishares Municipal financial ratios help investors to determine whether Ishares Mutual Fund 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 Municipal security.
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