IShares Diversified (Netherlands) Market Value
| EXXY Etf | USD 35.73 0.66 1.88% |
| Symbol | IShares |
IShares Diversified '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 Diversified'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 Diversified.
| 12/03/2025 |
| 03/03/2026 |
If you would invest 0.00 in IShares Diversified on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Diversified Commodity or generate 0.0% return on investment in IShares Diversified over 90 days. IShares Diversified is related to or competes with IShares MSCI, IShares SP, IShares JP, IShares Moderate, Amundi MSCI, LG Gold, and IShares MSCI. iShares Dow Jones-UBS Commodity Swap is an exchange traded fund that aims to track the performance of the Dow Jones-UBS ... More
IShares Diversified 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 Diversified'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 Diversified Commodity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.39 | |||
| Information Ratio | 0.107 | |||
| Maximum Drawdown | 7.47 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.6 |
IShares Diversified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Diversified's standard deviation. In reality, there are many statistical measures that can use IShares Diversified historical prices to predict the future IShares Diversified's volatility.| Risk Adjusted Performance | 0.1387 | |||
| Jensen Alpha | 0.1924 | |||
| Total Risk Alpha | 0.0874 | |||
| Sortino Ratio | 0.0893 | |||
| Treynor Ratio | 5.16 |
IShares Diversified March 3, 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 | 0.1387 | |||
| Market Risk Adjusted Performance | 5.17 | |||
| Mean Deviation | 0.8461 | |||
| Semi Deviation | 1.18 | |||
| Downside Deviation | 1.39 | |||
| Coefficient Of Variation | 565.41 | |||
| Standard Deviation | 1.16 | |||
| Variance | 1.34 | |||
| Information Ratio | 0.107 | |||
| Jensen Alpha | 0.1924 | |||
| Total Risk Alpha | 0.0874 | |||
| Sortino Ratio | 0.0893 | |||
| Treynor Ratio | 5.16 | |||
| Maximum Drawdown | 7.47 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.6 | |||
| Downside Variance | 1.93 | |||
| Semi Variance | 1.39 | |||
| Expected Short fall | (0.91) | |||
| Skewness | (1.80) | |||
| Kurtosis | 7.64 |
iShares Diversified Backtested Returns
IShares Diversified appears to be very steady, given 3 months investment horizon. iShares Diversified 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 thirty technical indicators for iShares Diversified, which you can use to evaluate the volatility of the entity. Please utilize IShares Diversified's Downside Deviation of 1.39, risk adjusted performance of 0.1387, and Market Risk Adjusted Performance of 5.17 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 0.0378, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Diversified's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Diversified is expected to be smaller as well.
Auto-correlation | 0.04 |
Virtually no predictability
iShares Diversified Commodity has virtually no predictability. Overlapping area represents the amount of predictability between IShares Diversified time series from 3rd of December 2025 to 17th of January 2026 and 17th of January 2026 to 3rd 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 Diversified price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current IShares Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
Thematic Opportunities
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Other Information on Investing in IShares Etf
IShares Diversified financial ratios help investors to determine whether IShares Etf 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 Diversified security.