Ishares Msci Usa Etf Market Value
| GARP Etf | 67.43 0.07 0.10% |
| Symbol | IShares |
Understanding iShares MSCI USA requires distinguishing between market price and book value, where the latter reflects IShares's accounting equity. The concept of intrinsic value - what IShares MSCI's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Market sentiment, economic cycles, and investor behavior can push IShares MSCI's price substantially above or below its fundamental value.
Please note, there is a significant difference between IShares MSCI's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares MSCI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. In contrast, IShares MSCI's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
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.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in IShares MSCI on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding iShares MSCI USA or generate 0.0% return on investment in IShares MSCI over 90 days. IShares MSCI is related to or competes with SEI Exchange, Fidelity Small, SEI Exchange, IShares Morningstar, WisdomTree International, Rockefeller Small, and Bondbloxx ETF. IShares MSCI is entity of United States. It is traded as Etf on BATS exchange. 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 USA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.24 | |||
| Value At Risk | (2.17) | |||
| Potential Upside | 1.62 |
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) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.02) |
IShares MSCI February 17, 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) | |||
| Market Risk Adjusted Performance | (0.01) | |||
| Mean Deviation | 0.92 | |||
| Coefficient Of Variation | (10,799) | |||
| Standard Deviation | 1.2 | |||
| Variance | 1.45 | |||
| Information Ratio | (0.07) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.02) | |||
| Maximum Drawdown | 5.24 | |||
| Value At Risk | (2.17) | |||
| Potential Upside | 1.62 | |||
| Skewness | (0.31) | |||
| Kurtosis | 0.2755 |
iShares MSCI USA Backtested Returns
Currently, iShares MSCI USA is very steady. iShares MSCI USA holds Efficiency (Sharpe) Ratio of 0.0512, which attests that the entity had a 0.0512 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for iShares MSCI USA, which you can use to evaluate the volatility of the entity. Please check out IShares MSCI's insignificant Risk Adjusted Performance, market risk adjusted performance of (0.01), and Standard Deviation of 1.2 to validate if the risk estimate we provide is consistent with the expected return of 0.0614%. The etf retains a Market Volatility (i.e., Beta) of 1.01, which attests to a somewhat significant risk relative to the market. 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 | -0.39 |
Poor reverse predictability
iShares MSCI USA has poor reverse predictability. Overlapping area represents the amount of predictability between IShares MSCI time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th 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 USA price movement. The serial correlation of -0.39 indicates that just about 39.0% of current IShares MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 1.44 |
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
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 USA 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 USA 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 Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
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.