Ishares Sp Gsci Etf Market Value
| GSG Etf | USD 25.10 0.18 0.72% |
| Symbol | IShares |
Investors evaluate iShares SP GSCI using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating IShares SP'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 SP's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between IShares SP's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares SP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, IShares SP's market price signifies the transaction level at which participants voluntarily complete trades.
IShares SP '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 SP'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 SP.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in IShares SP on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding iShares SP GSCI or generate 0.0% return on investment in IShares SP over 90 days. IShares SP is related to or competes with Global X, GraniteShares, WisdomTree International, ProShares, IShares Emerging, Innovator, and Direxion Daily. The Trust holds long positions in index futures that have settlement values at expiration based on the level of the SP G... More
IShares SP 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 SP'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 SP GSCI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.19 | |||
| Information Ratio | 0.0259 | |||
| Maximum Drawdown | 6.02 | |||
| Value At Risk | (1.61) | |||
| Potential Upside | 1.8 |
IShares SP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares SP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares SP's standard deviation. In reality, there are many statistical measures that can use IShares SP historical prices to predict the future IShares SP's volatility.| Risk Adjusted Performance | 0.0932 | |||
| Jensen Alpha | 0.1117 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0248 | |||
| Treynor Ratio | 1.74 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares SP'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 SP February 10, 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 | 0.0932 | |||
| Market Risk Adjusted Performance | 1.75 | |||
| Mean Deviation | 0.9082 | |||
| Semi Deviation | 1.01 | |||
| Downside Deviation | 1.19 | |||
| Coefficient Of Variation | 888.73 | |||
| Standard Deviation | 1.13 | |||
| Variance | 1.29 | |||
| Information Ratio | 0.0259 | |||
| Jensen Alpha | 0.1117 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0248 | |||
| Treynor Ratio | 1.74 | |||
| Maximum Drawdown | 6.02 | |||
| Value At Risk | (1.61) | |||
| Potential Upside | 1.8 | |||
| Downside Variance | 1.4 | |||
| Semi Variance | 1.03 | |||
| Expected Short fall | (1.03) | |||
| Skewness | (0.61) | |||
| Kurtosis | 1.34 |
iShares SP GSCI Backtested Returns
At this point, IShares SP is very steady. iShares SP GSCI holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iShares SP GSCI, which you can use to evaluate the volatility of the entity. Please check out IShares SP's Market Risk Adjusted Performance of 1.75, risk adjusted performance of 0.0932, and Downside Deviation of 1.19 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. The etf retains a Market Volatility (i.e., Beta) of 0.0675, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares SP is expected to be smaller as well.
Auto-correlation | -0.19 |
Insignificant reverse predictability
iShares SP GSCI has insignificant reverse predictability. Overlapping area represents the amount of predictability between IShares SP time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th 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 SP GSCI price movement. The serial correlation of -0.19 indicates that over 19.0% of current IShares SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.67 |
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Check out IShares SP Correlation, IShares SP Volatility and IShares SP Performance module to complement your research on IShares SP. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
IShares SP 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.