Ishares Msci Europe Etf Market Value
| EUFN Etf | USD 37.62 0.29 0.78% |
| Symbol | IShares |
Investors evaluate iShares MSCI Europe 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. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause IShares MSCI's market price to deviate significantly from intrinsic value.
It's important to distinguish between IShares MSCI's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding IShares MSCI should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. 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.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in IShares MSCI on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding iShares MSCI Europe or generate 0.0% return on investment in IShares MSCI over 90 days. IShares MSCI is related to or competes with IShares MSCI, IShares Financials, IShares Core, Goldman Sachs, Fidelity Covington, BNY Mellon, and Vanguard. The fund generally will invest at least 80 percent of its assets in the component securities of the 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 Europe upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.14 | |||
| Information Ratio | 0.0661 | |||
| Maximum Drawdown | 5.11 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.97 |
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 | 0.0882 | |||
| Jensen Alpha | 0.0772 | |||
| Total Risk Alpha | 0.0589 | |||
| Sortino Ratio | 0.0653 | |||
| Treynor Ratio | 0.1209 |
IShares MSCI February 19, 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 | 0.0882 | |||
| Market Risk Adjusted Performance | 0.1309 | |||
| Mean Deviation | 0.9159 | |||
| Semi Deviation | 1.04 | |||
| Downside Deviation | 1.14 | |||
| Coefficient Of Variation | 928.27 | |||
| Standard Deviation | 1.12 | |||
| Variance | 1.26 | |||
| Information Ratio | 0.0661 | |||
| Jensen Alpha | 0.0772 | |||
| Total Risk Alpha | 0.0589 | |||
| Sortino Ratio | 0.0653 | |||
| Treynor Ratio | 0.1209 | |||
| Maximum Drawdown | 5.11 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.97 | |||
| Downside Variance | 1.29 | |||
| Semi Variance | 1.08 | |||
| Expected Short fall | (0.96) | |||
| Skewness | (0.16) | |||
| Kurtosis | (0.42) |
iShares MSCI Europe Backtested Returns
IShares MSCI appears to be very steady, given 3 months investment horizon. iShares MSCI Europe 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 MSCI Europe, which you can use to evaluate the volatility of the entity. Please utilize IShares MSCI's Risk Adjusted Performance of 0.0882, market risk adjusted performance of 0.1309, and Downside Deviation of 1.14 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 0.92, which attests to possible diversification benefits within a given portfolio. IShares MSCI returns are very sensitive to returns on the market. As the market goes up or down, IShares MSCI is expected to follow.
Auto-correlation | 0.43 |
Average predictability
iShares MSCI Europe has average predictability. Overlapping area represents the amount of predictability between IShares MSCI time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th 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 MSCI Europe price movement. The serial correlation of 0.43 indicates that just about 43.0% of current IShares MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
Pair Trading with IShares MSCI
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if IShares MSCI position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in IShares MSCI will appreciate offsetting losses from the drop in the long position's value.Moving together with IShares Etf
| 0.9 | VGK | Vanguard FTSE Europe | PairCorr |
| 0.89 | EZU | iShares MSCI Eurozone | PairCorr |
| 0.92 | BBEU | JPMorgan BetaBuilders | PairCorr |
| 0.92 | IEUR | iShares Core MSCI | PairCorr |
| 0.92 | FEZ | SPDR EURO STOXX | PairCorr |
The ability to find closely correlated positions to IShares MSCI could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace IShares MSCI when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back IShares MSCI - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling iShares MSCI Europe to buy it.
The correlation of IShares MSCI is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as IShares MSCI moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if iShares MSCI Europe moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for IShares MSCI can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.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 Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
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.