iShares MSCI Israel ETF Market Value
| EIS ETF | USD 135.13 2.28 1.72% |
| Symbol | IShares |
iShares MSCI Israel's trading price can diverge from NAV, the per-share value of the fund's underlying assets. The valuation picture for IShares MSCI includes expense ratio, holdings concentration, and tracking precision.
It is useful to distinguish IShares MSCI's trading price from its NAV, since each reflects a different perspective. IShares MSCI market price reflects the current exchange level formed by active bids and offers.
What-If Analysis
Running a what-if backtest on iShares MSCI Israel provides a practical way to test how changes in horizon, position size, or market timing might have affected the result. Comparing realized return, risk, and path dependency instead of focusing only on the best historical outcome gives a more complete picture.
| 02/04/2026 |
| 05/05/2026 |
Had you placed 0.00 in IShares MSCI on February 4, 2026 and held until today, you would generate 0.00 in net gains. That works out to a 0.0% cumulative return in IShares MSCI on balance over a 90 day period. IShares MSCI is often compared with IShares MSCI, IShares MSCI, Invesco SAMPP, IShares Oil, IShares MSCI, IShares MSCI, and WisdomTree International based on sector and business overlap. The fund generally will invest at least 80 percent of its assets in the component securities of the underlying index and... More
Momentum Range Indicators for IShares MSCI Summary
Upside and downside measures for IShares MSCI frame directional pressure and range behavior. Upside potential is measured relative to recent highs; downside exposure is framed against recent lows.
| Downside Deviation | 1.43 | |||
| Information Ratio | 0.1048 | |||
| Maximum Drawdown | 9.47 | |||
| Value At Risk | -2.17 | |||
| Potential Upside | 2.74 |
IShares MSCI Volatility and Risk Indicators Summary
Risk measures here provide context on IShares MSCI's return distribution and drawdown behavior. Higher annualized volatility implies wider expected return ranges over any given holding period.| Risk Adjusted Performance | 0.1048 | |||
| Jensen Alpha | 0.17 | |||
| Total Risk Alpha | 0.1774 | |||
| Sortino Ratio | 0.1194 | |||
| Treynor Ratio | 0.1757 |
The mean reversion principle applied to IShares MSCI's suggests that neither prolonged outperformance nor underperformance is permanent. Identifying the root cause of IShares MSCI's price dislocation is essential before acting on a mean reversion signal. The mean reversion tendency in IShares MSCI's price is a well-documented phenomenon in academic research. In many cases, IShares MSCI's price extremes present statistical patterns that have recurred historically.
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 | 0.1048 | |||
| Market Risk Adjusted Performance | 0.1857 | |||
| Mean Deviation | 1.17 | |||
| Semi Deviation | 1.28 | |||
| Downside Deviation | 1.43 | |||
| Coefficient Of Variation | 951.16 | |||
| Standard Deviation | 1.63 | |||
| Variance | 2.65 | |||
| Information Ratio | 0.1048 | |||
| Jensen Alpha | 0.17 | |||
| Total Risk Alpha | 0.1774 | |||
| Sortino Ratio | 0.1194 | |||
| Treynor Ratio | 0.1757 | |||
| Maximum Drawdown | 9.47 | |||
| Value At Risk | -2.17 | |||
| Potential Upside | 2.74 | |||
| Downside Variance | 2.05 | |||
| Semi Variance | 1.63 | |||
| Expected Short fall | -1.30 | |||
| Skewness | 0.6884 | |||
| Kurtosis | 2.36 |
iShares MSCI Israel Backtested Returns
IShares MSCI presents a very low volatility profile within the defined horizon. It maintains a Sharpe Ratio (Efficiency) of 0.12, representing adjusted performance consistency. We identified twenty-nine technical indicators influencing the company's volatility profile. Please review metrics such as market risk-adjusted performance of 0.1857, downside deviation of 1.43, and risk-adjusted performance of 0.1048 to review dispersion measures. The ETF owns a Beta of 0.92, which signifies generally lower market sensitivity than the broad market. IShares MSCI tracks the broader market closely, rising and falling roughly in step with the benchmark.
Auto-correlation | -0.07 |
Very weak reverse predictability
iShares MSCI Israel exhibits very weak reverse predictability. Autocorrelation measures the degree of predictability between IShares MSCI time series from 4th of February 2026 to 21st of March 2026 and from 21st of March 2026 to 5th of May 2026. Persistent correlation between intervals suggests underlying momentum patterns in IShares MSCI that may carry forward. The measured coefficient of -0.07 means barely 7.0% of IShares MSCI's recent price variance traces back to prior period behavior. Given that iShares MSCI Israel has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 33.52 |