Ishares Msci Global Etf Market Value
| GLOF Etf | 54.77 1.16 2.16% |
| Symbol | IShares |
Investors evaluate iShares MSCI Global 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. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause IShares MSCI's market price to deviate significantly from intrinsic 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. 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.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in IShares MSCI on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding iShares MSCI Global or generate 0.0% return on investment in IShares MSCI over 90 days. IShares MSCI is related to or competes with Global X, RBB Fund, ProShares, Essential, Innovator Russell, US Global, and Amplify Online. IShares MSCI is entity of United States. It is traded as Etf on NYSE ARCA 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 Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7621 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.2 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.14 |
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 | 0.0783 | |||
| Jensen Alpha | 0.0018 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.082 |
IShares MSCI February 7, 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 | 0.0783 | |||
| Market Risk Adjusted Performance | 0.092 | |||
| Mean Deviation | 0.5946 | |||
| Semi Deviation | 0.6965 | |||
| Downside Deviation | 0.7621 | |||
| Coefficient Of Variation | 1020.09 | |||
| Standard Deviation | 0.7539 | |||
| Variance | 0.5683 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | 0.0018 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.082 | |||
| Maximum Drawdown | 3.2 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.14 | |||
| Downside Variance | 0.5808 | |||
| Semi Variance | 0.4851 | |||
| Expected Short fall | (0.63) | |||
| Skewness | (0.14) | |||
| Kurtosis | 0.1953 |
iShares MSCI Global Backtested Returns
At this point, IShares MSCI is very steady. iShares MSCI Global holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares MSCI Global, which you can use to evaluate the volatility of the entity. Please check out IShares MSCI's Risk Adjusted Performance of 0.0783, market risk adjusted performance of 0.092, and Downside Deviation of 0.7621 to validate if the risk estimate we provide is consistent with the expected return of 0.0806%. The etf retains a Market Volatility (i.e., Beta) of 0.78, 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 | 0.34 |
Below average predictability
iShares MSCI Global has below average predictability. Overlapping area represents the amount of predictability between IShares MSCI time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th 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 Global price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current IShares MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
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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 Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
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.