Ishares Trust Etf Market Value
| IBMR Etf | 25.58 0.03 0.12% |
| Symbol | IShares |
The market value of iShares Trust is measured differently than its book value, which is the value of IShares that is recorded on the company's balance sheet. Investors also form their own opinion of IShares Trust's value that differs from its market value or its book value, called intrinsic value, which is IShares Trust's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because IShares Trust's market value can be influenced by many factors that don't directly affect IShares Trust's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic 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. However, IShares Trust's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in IShares Trust on October 25, 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 JP Morgan, Invesco SP, Morgan Stanley, Simplify Exchange, ProShares UltraShort, IShares MSCI, and IShares 25. IShares Trust is entity of United States 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 | 0.0999 | |||
| Information Ratio | (0.85) | |||
| Maximum Drawdown | 0.4719 | |||
| Value At Risk | (0.16) | |||
| Potential Upside | 0.235 |
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 | 0.0491 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.89) |
IShares Trust January 23, 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 | 0.0491 | |||
| Mean Deviation | 0.08 | |||
| Downside Deviation | 0.0999 | |||
| Coefficient Of Variation | 672.99 | |||
| Standard Deviation | 0.1045 | |||
| Variance | 0.0109 | |||
| Information Ratio | (0.85) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.89) | |||
| Maximum Drawdown | 0.4719 | |||
| Value At Risk | (0.16) | |||
| Potential Upside | 0.235 | |||
| Downside Variance | 0.01 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.11) | |||
| Skewness | 0.5208 | |||
| Kurtosis | 0.3803 |
iShares Trust Backtested Returns
Currently, iShares Trust is very steady. iShares Trust holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for iShares Trust, which you can use to evaluate the volatility of the entity. Please check out IShares Trust's Standard Deviation of 0.1045, risk adjusted performance of 0.0491, and Mean Deviation of 0.08 to validate if the risk estimate we provide is consistent with the expected return of 0.0191%. The etf retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and IShares Trust are completely uncorrelated.
Auto-correlation | 0.74 |
Good predictability
iShares Trust has good predictability. Overlapping area represents the amount of predictability between IShares Trust time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 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 0.74 indicates that around 74.0% of current IShares Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Pair Trading with IShares Trust
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 Trust 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 Trust will appreciate offsetting losses from the drop in the long position's value.Moving together with IShares Etf
| 0.85 | IBMN | IShares | PairCorr |
| 0.84 | IBMO | iShares iBonds Dec | PairCorr |
| 0.95 | IBMP | iShares iBonds Dec | PairCorr |
| 0.98 | IBMQ | iShares Trust | PairCorr |
| 0.81 | BSMP | Invesco | PairCorr |
Moving against IShares Etf
| 0.81 | FNGO | MicroSectors FANG Index | PairCorr |
| 0.8 | FNGG | Direxion Daily Select | PairCorr |
| 0.43 | GBTC | Grayscale Bitcoin Trust | PairCorr |
| 0.38 | NVDL | GraniteShares 15x Long | PairCorr |
The ability to find closely correlated positions to IShares Trust 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 Trust 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 Trust - 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 Trust to buy it.
The correlation of IShares Trust 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 Trust moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if iShares Trust 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 Trust 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 Trust Correlation, IShares Trust Volatility and IShares Trust Alpha and Beta module to complement your research on IShares Trust. To learn how to invest in IShares Etf, please use our How to Invest in IShares Trust guide.You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
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.