Ishares Convertible Bond Etf Market Value
| ICVT Etf | USD 103.52 1.56 1.48% |
| Symbol | IShares |
Understanding iShares Convertible Bond requires distinguishing between market price and book value, where the latter reflects IShares's accounting equity. The concept of intrinsic value—what IShares Convertible's is actually worth based on fundamentals—guides informed investors toward better entry and exit points. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Market sentiment, economic cycles, and investor behavior can push IShares Convertible's price substantially above or below its fundamental value.
Please note, there is a significant difference between IShares Convertible's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Convertible 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 Convertible's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
IShares Convertible '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 Convertible'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 Convertible.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in IShares Convertible on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Convertible Bond or generate 0.0% return on investment in IShares Convertible over 90 days. IShares Convertible is related to or competes with IShares 10, IShares IBonds, IShares IBonds, IShares California, IShares 0, IShares Aaa, and IShares Trust. The fund will invest at least 80 percent of its assets in the component securities of the underlying index, and it will ... More
IShares Convertible 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 Convertible'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 Convertible Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9691 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.07 | |||
| Value At Risk | (1.48) | |||
| Potential Upside | 1.36 |
IShares Convertible Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Convertible's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Convertible's standard deviation. In reality, there are many statistical measures that can use IShares Convertible historical prices to predict the future IShares Convertible's volatility.| Risk Adjusted Performance | 0.0108 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0015 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Convertible'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 Convertible 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 | 0.0108 | |||
| Market Risk Adjusted Performance | 0.0115 | |||
| Mean Deviation | 0.7068 | |||
| Semi Deviation | 0.9479 | |||
| Downside Deviation | 0.9691 | |||
| Coefficient Of Variation | 8283.15 | |||
| Standard Deviation | 0.9091 | |||
| Variance | 0.8264 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0015 | |||
| Maximum Drawdown | 4.07 | |||
| Value At Risk | (1.48) | |||
| Potential Upside | 1.36 | |||
| Downside Variance | 0.9391 | |||
| Semi Variance | 0.8984 | |||
| Expected Short fall | (0.72) | |||
| Skewness | (0.44) | |||
| Kurtosis | 0.5896 |
iShares Convertible Bond Backtested Returns
Currently, iShares Convertible Bond is very steady. iShares Convertible Bond holds Efficiency (Sharpe) Ratio of 0.0471, which attests that the entity had a 0.0471 % return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares Convertible Bond, which you can use to evaluate the volatility of the entity. Please check out IShares Convertible's Risk Adjusted Performance of 0.0108, downside deviation of 0.9691, and Market Risk Adjusted Performance of 0.0115 to validate if the risk estimate we provide is consistent with the expected return of 0.0415%. The etf retains a Market Volatility (i.e., Beta) of 0.67, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Convertible's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Convertible is expected to be smaller as well.
Auto-correlation | -0.16 |
Insignificant reverse predictability
iShares Convertible Bond has insignificant reverse predictability. Overlapping area represents the amount of predictability between IShares Convertible 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 Convertible Bond price movement. The serial correlation of -0.16 indicates that over 16.0% of current IShares Convertible price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 3.96 |
Thematic Opportunities
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Check out IShares Convertible Correlation, IShares Convertible Volatility and IShares Convertible Performance module to complement your research on IShares Convertible. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
IShares Convertible 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.