Ishares Gsci Commodity Etf Market Value
| COMT Etf | USD 29.05 0.98 3.49% |
| Symbol | IShares |
iShares GSCI Commodity's market price often diverges from its book value, the accounting figure shown on IShares's balance sheet. Smart investors calculate IShares GSCI's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Since IShares GSCI's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between IShares GSCI's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding IShares GSCI should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, IShares GSCI's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
IShares GSCI '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 GSCI'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 GSCI.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in IShares GSCI on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding iShares GSCI Commodity or generate 0.0% return on investment in IShares GSCI over 90 days. IShares GSCI is related to or competes with Global X, GraniteShares, WisdomTree International, ProShares, IShares Emerging, Innovator, and Direxion Daily. In seeking to achieve its investment objective, the fund may invest in a combination of exchange-traded commodity future... More
IShares GSCI 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 GSCI'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 GSCI Commodity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | 0.1189 | |||
| Maximum Drawdown | 5.8 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 1.78 |
IShares GSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares GSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares GSCI's standard deviation. In reality, there are many statistical measures that can use IShares GSCI historical prices to predict the future IShares GSCI's volatility.| Risk Adjusted Performance | 0.149 | |||
| Jensen Alpha | 0.2069 | |||
| Total Risk Alpha | 0.1003 | |||
| Sortino Ratio | 0.1144 | |||
| Treynor Ratio | (8.14) |
IShares GSCI March 2, 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 | 0.149 | |||
| Market Risk Adjusted Performance | (8.13) | |||
| Mean Deviation | 0.8627 | |||
| Semi Deviation | 0.9285 | |||
| Downside Deviation | 1.17 | |||
| Coefficient Of Variation | 524.55 | |||
| Standard Deviation | 1.13 | |||
| Variance | 1.27 | |||
| Information Ratio | 0.1189 | |||
| Jensen Alpha | 0.2069 | |||
| Total Risk Alpha | 0.1003 | |||
| Sortino Ratio | 0.1144 | |||
| Treynor Ratio | (8.14) | |||
| Maximum Drawdown | 5.8 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 1.78 | |||
| Downside Variance | 1.37 | |||
| Semi Variance | 0.8621 | |||
| Expected Short fall | (0.99) | |||
| Skewness | (0.69) | |||
| Kurtosis | 2.12 |
iShares GSCI Commodity Backtested Returns
IShares GSCI appears to be very steady, given 3 months investment horizon. iShares GSCI Commodity holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares GSCI Commodity, which you can use to evaluate the volatility of the entity. Please utilize IShares GSCI's Risk Adjusted Performance of 0.149, market risk adjusted performance of (8.13), and Downside Deviation of 1.17 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of -0.0252, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares GSCI are expected to decrease at a much lower rate. During the bear market, IShares GSCI is likely to outperform the market.
Auto-correlation | 0.54 |
Modest predictability
iShares GSCI Commodity has modest predictability. Overlapping area represents the amount of predictability between IShares GSCI time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd 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 GSCI Commodity price movement. The serial correlation of 0.54 indicates that about 54.0% of current IShares GSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.47 |
Thematic Opportunities
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Check out IShares GSCI Correlation, IShares GSCI Volatility and IShares GSCI Performance module to complement your research on IShares GSCI. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
IShares GSCI 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.