Ibms Etf Market Value
| IBMS Etf | 26.28 0.02 0.08% |
| Symbol | IBMS |
IBMS's market price often diverges from its book value, the accounting figure shown on IBMS's balance sheet. Smart investors calculate IBMS's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Since IBMS's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between IBMS's value and its price as these two are different measures arrived at by different means. Investors typically determine if IBMS is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IBMS'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.
IBMS '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 IBMS'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 IBMS.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in IBMS on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding IBMS or generate 0.0% return on investment in IBMS over 90 days. IBMS is related to or competes with Valued Advisers, Xtrackers California, Principal Exchange, PIMCO Enhanced, Tidal Trust, VCRM, and Vanguard Core. IBMS is entity of United States. It is traded as Etf on BATS exchange. More
IBMS 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 IBMS'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 IBMS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0795 | |||
| Information Ratio | (0.28) | |||
| Maximum Drawdown | 0.3828 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.153 |
IBMS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IBMS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IBMS's standard deviation. In reality, there are many statistical measures that can use IBMS historical prices to predict the future IBMS's volatility.| Risk Adjusted Performance | 0.1259 | |||
| Jensen Alpha | 0.0123 | |||
| Total Risk Alpha | 0.0089 | |||
| Sortino Ratio | (0.28) | |||
| Treynor Ratio | 1.11 |
IBMS 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 | 0.1259 | |||
| Market Risk Adjusted Performance | 1.12 | |||
| Mean Deviation | 0.0619 | |||
| Downside Deviation | 0.0795 | |||
| Coefficient Of Variation | 348.93 | |||
| Standard Deviation | 0.0792 | |||
| Variance | 0.0063 | |||
| Information Ratio | (0.28) | |||
| Jensen Alpha | 0.0123 | |||
| Total Risk Alpha | 0.0089 | |||
| Sortino Ratio | (0.28) | |||
| Treynor Ratio | 1.11 | |||
| Maximum Drawdown | 0.3828 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.153 | |||
| Downside Variance | 0.0063 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.09) | |||
| Skewness | 0.2121 | |||
| Kurtosis | 0.1903 |
IBMS Backtested Returns
Currently, IBMS is out of control. IBMS holds Efficiency (Sharpe) Ratio of 0.33, which attests that the etf had a 0.33 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for IBMS, which you can use to evaluate the volatility of the entity. Please check out IBMS's downside deviation of 0.0795, and Market Risk Adjusted Performance of 1.12 to validate if the risk estimate we provide is consistent with the expected return of 0.0264%. The entity retains a Market Volatility (i.e., Beta) of 0.0114, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IBMS's returns are expected to increase less than the market. However, during the bear market, the loss of holding IBMS is expected to be smaller as well.
Auto-correlation | 0.82 |
Very good predictability
IBMS has very good predictability. Overlapping area represents the amount of predictability between IBMS 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 IBMS price movement. The serial correlation of 0.82 indicates that around 82.0% of current IBMS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Thematic Opportunities
Explore Investment Opportunities
Check out IBMS Correlation, IBMS Volatility and IBMS Performance module to complement your research on IBMS. You can also try the AI Portfolio Prophet module to use AI to generate optimal portfolios and find profitable investment opportunities.
IBMS 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.