Ishares Trust Etf Market Value
| IBRN Etf | USD 32.20 0.18 0.56% |
| 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. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. 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.
| 11/13/2025 |
| 02/11/2026 |
If you would invest 0.00 in IShares Trust on November 13, 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 Managed Portfolio, DoubleLine ETF, Pacer Nasdaq, Advisors Inner, Principal Exchange, Argent Focused, and VanEck Vectors. The fund will invest at least 80 percent of its assets in the component securities of its index and in investments that ... 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 | 1.31 | |||
| Information Ratio | 0.089 | |||
| Maximum Drawdown | 6.61 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 2.81 |
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 | 0.1234 | |||
| Jensen Alpha | 0.1615 | |||
| Total Risk Alpha | 0.0603 | |||
| Sortino Ratio | 0.1067 | |||
| Treynor Ratio | 0.3014 |
IShares Trust February 11, 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 | 0.1234 | |||
| Market Risk Adjusted Performance | 0.3114 | |||
| Mean Deviation | 1.28 | |||
| Semi Deviation | 1.11 | |||
| Downside Deviation | 1.31 | |||
| Coefficient Of Variation | 675.91 | |||
| Standard Deviation | 1.57 | |||
| Variance | 2.47 | |||
| Information Ratio | 0.089 | |||
| Jensen Alpha | 0.1615 | |||
| Total Risk Alpha | 0.0603 | |||
| Sortino Ratio | 0.1067 | |||
| Treynor Ratio | 0.3014 | |||
| Maximum Drawdown | 6.61 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 2.81 | |||
| Downside Variance | 1.72 | |||
| Semi Variance | 1.24 | |||
| Expected Short fall | (1.54) | |||
| Skewness | 0.3097 | |||
| Kurtosis | (0.49) |
iShares Trust Backtested Returns
IShares Trust appears to be very steady, given 3 months investment horizon. iShares Trust holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for iShares Trust, which you can use to evaluate the volatility of the entity. Please utilize IShares Trust's Risk Adjusted Performance of 0.1234, market risk adjusted performance of 0.3114, and Downside Deviation of 1.31 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 0.74, which attests to possible diversification benefits within a given portfolio. 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 | 0.52 |
Modest predictability
iShares Trust has modest predictability. Overlapping area represents the amount of predictability between IShares Trust time series from 13th of November 2025 to 28th of December 2025 and 28th of December 2025 to 11th 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 0.52 indicates that about 52.0% of current IShares Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
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
| 0.72 | XLV | Health Care Select | PairCorr |
| 0.74 | VHT | Vanguard Health Care | PairCorr |
| 0.88 | IBB | iShares Biotechnology ETF | PairCorr |
| 0.97 | XBI | SPDR SP Biotech | 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 Performance 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 Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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.