Ishares Msci Brazil Etf Market Value
| EWZ Etf | USD 39.56 0.09 0.23% |
| Symbol | IShares |
Investors evaluate iShares MSCI Brazil 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. 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 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.
| 11/27/2025 |
| 02/25/2026 |
If you would invest 0.00 in IShares MSCI on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding iShares MSCI Brazil or generate 0.0% return on investment in IShares MSCI over 90 days. IShares MSCI is related to or competes with IShares MSCI, IShares MSCI, IShares China, IShares MSCI, IShares International, IShares MSCI, and IShares SP. The fund generally will invest at least 80 percent of its assets in the component securities of its 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 Brazil upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.91 | |||
| Information Ratio | 0.1489 | |||
| Maximum Drawdown | 9.12 | |||
| Value At Risk | (2.79) | |||
| Potential Upside | 2.66 |
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 | 0.1658 | |||
| Jensen Alpha | 0.2796 | |||
| Total Risk Alpha | 0.142 | |||
| Sortino Ratio | 0.1311 | |||
| Treynor Ratio | 0.5016 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares MSCI's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
IShares MSCI February 25, 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 | 0.1658 | |||
| Market Risk Adjusted Performance | 0.5116 | |||
| Mean Deviation | 1.26 | |||
| Semi Deviation | 1.66 | |||
| Downside Deviation | 1.91 | |||
| Coefficient Of Variation | 478.66 | |||
| Standard Deviation | 1.68 | |||
| Variance | 2.83 | |||
| Information Ratio | 0.1489 | |||
| Jensen Alpha | 0.2796 | |||
| Total Risk Alpha | 0.142 | |||
| Sortino Ratio | 0.1311 | |||
| Treynor Ratio | 0.5016 | |||
| Maximum Drawdown | 9.12 | |||
| Value At Risk | (2.79) | |||
| Potential Upside | 2.66 | |||
| Downside Variance | 3.65 | |||
| Semi Variance | 2.74 | |||
| Expected Short fall | (1.37) | |||
| Skewness | (0.92) | |||
| Kurtosis | 2.81 |
iShares MSCI Brazil Backtested Returns
IShares MSCI appears to be very steady, given 3 months investment horizon. iShares MSCI Brazil holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2 % return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares MSCI Brazil, which you can use to evaluate the volatility of the entity. Please utilize IShares MSCI's Downside Deviation of 1.91, market risk adjusted performance of 0.5116, and Risk Adjusted Performance of 0.1658 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 0.68, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares MSCI is expected to be smaller as well.
Auto-correlation | -0.15 |
Insignificant reverse predictability
iShares MSCI Brazil has insignificant reverse predictability. Overlapping area represents the amount of predictability between IShares MSCI time series from 27th of November 2025 to 11th of January 2026 and 11th of January 2026 to 25th 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 Brazil price movement. The serial correlation of -0.15 indicates that less than 15.0% of current IShares MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 4.36 |
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 MSCI Brazil is a strong investment it is important to analyze IShares MSCI's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact IShares MSCI's future performance. For an informed investment choice regarding IShares Etf, refer to the following important reports: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 Transaction History module to view history of all your transactions and understand their impact on performance.
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.