Ishares Trust Etf Market Value
| IBDX Etf | USD 25.50 0.00 0.00% |
| Symbol | IShares |
Understanding iShares Trust requires distinguishing between market price and book value, where the latter reflects IShares's accounting equity. The concept of intrinsic value—what IShares Trust's is actually worth based on fundamentals—guides informed investors toward better entry and exit points. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Market sentiment, economic cycles, and investor behavior can push IShares Trust's price substantially above or below its fundamental value.
Please note, there is a significant difference between IShares Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Trust 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 Trust's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
IShares Trust '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 Trust'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 Trust.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in IShares Trust on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Trust or generate 0.0% return on investment in IShares Trust over 90 days. IShares Trust is related to or competes with IShares Consumer, IShares ESG, Invesco DWA, IShares Edge, Pacer Developed, YieldMax N, and IShares MSCI. The fund will invest in non-U.S. issuers to the extent necessary for it to track the index More
IShares Trust 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 Trust'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 Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2042 | |||
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 0.7106 | |||
| Value At Risk | (0.31) | |||
| Potential Upside | 0.3556 |
IShares Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Trust's standard deviation. In reality, there are many statistical measures that can use IShares Trust historical prices to predict the future IShares Trust's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | (0.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Trust'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 Trust February 2, 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 | (0.01) | |||
| Market Risk Adjusted Performance | (0.04) | |||
| Mean Deviation | 0.1477 | |||
| Semi Deviation | 0.1601 | |||
| Downside Deviation | 0.2042 | |||
| Coefficient Of Variation | 3452.53 | |||
| Standard Deviation | 0.1903 | |||
| Variance | 0.0362 | |||
| Information Ratio | (0.21) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | (0.05) | |||
| Maximum Drawdown | 0.7106 | |||
| Value At Risk | (0.31) | |||
| Potential Upside | 0.3556 | |||
| Downside Variance | 0.0417 | |||
| Semi Variance | 0.0256 | |||
| Expected Short fall | (0.17) | |||
| Skewness | (0.01) | |||
| Kurtosis | (0.26) |
iShares Trust Backtested Returns
At this stage we consider IShares Etf to be very steady. iShares Trust 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-eight technical indicators for iShares Trust, which you can use to evaluate the volatility of the entity. Please check out IShares Trust's Risk Adjusted Performance of (0.01), market risk adjusted performance of (0.04), and Downside Deviation of 0.2042 to validate if the risk estimate we provide is consistent with the expected return of 0.0208%. The etf retains a Market Volatility (i.e., Beta) of 0.0984, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Trust is expected to be smaller as well.
Auto-correlation | 0.23 |
Weak predictability
iShares Trust has weak predictability. Overlapping area represents the amount of predictability between IShares Trust time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd 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 Trust price movement. The serial correlation of 0.23 indicates that over 23.0% of current IShares Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Trust is a strong investment it is important to analyze IShares Trust'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 Trust's future performance. For an informed investment choice regarding IShares Etf, refer to the following important reports:Check out IShares Trust Correlation, IShares Trust Volatility and IShares Trust Performance module to complement your research on IShares Trust. For more information on how to buy IShares Etf please use our How to Invest in IShares Trust guide.You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
IShares Trust 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.