Ishares Core Msci Etf Market Value
| IDEV Etf | USD 86.00 1.33 1.52% |
| Symbol | IShares |
Investors evaluate iShares Core MSCI using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating IShares Core's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Investment professionals apply varied valuation frameworks to compute inherent worth and acquire positions when market prices trade at discounts to calculated value. External factors like market trends, sector rotation, and investor psychology can cause IShares Core's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between IShares Core's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Core is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, IShares Core's market price signifies the transaction level at which participants voluntarily complete trades.
IShares Core '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 Core'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 Core.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in IShares Core on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Core MSCI or generate 0.0% return on investment in IShares Core over 90 days. IShares Core is related to or competes with IShares MSCI, IShares MSCI, IShares MSCI, IShares Technology, IShares MSCI, IShares Core, and IShares Select. The fund generally will invest at least 80 percent of its assets in the component securities of its underlying index and... More
IShares Core 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 Core'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 Core MSCI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8035 | |||
| Information Ratio | 0.114 | |||
| Maximum Drawdown | 3.02 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.15 |
IShares Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Core's standard deviation. In reality, there are many statistical measures that can use IShares Core historical prices to predict the future IShares Core's volatility.| Risk Adjusted Performance | 0.1499 | |||
| Jensen Alpha | 0.0964 | |||
| Total Risk Alpha | 0.0831 | |||
| Sortino Ratio | 0.1015 | |||
| Treynor Ratio | 0.1869 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Core'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 Core February 5, 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 | 0.1499 | |||
| Market Risk Adjusted Performance | 0.1969 | |||
| Mean Deviation | 0.5701 | |||
| Semi Deviation | 0.5837 | |||
| Downside Deviation | 0.8035 | |||
| Coefficient Of Variation | 489.82 | |||
| Standard Deviation | 0.7156 | |||
| Variance | 0.5121 | |||
| Information Ratio | 0.114 | |||
| Jensen Alpha | 0.0964 | |||
| Total Risk Alpha | 0.0831 | |||
| Sortino Ratio | 0.1015 | |||
| Treynor Ratio | 0.1869 | |||
| Maximum Drawdown | 3.02 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.15 | |||
| Downside Variance | 0.6457 | |||
| Semi Variance | 0.3407 | |||
| Expected Short fall | (0.60) | |||
| Skewness | (0.44) | |||
| Kurtosis | (0.23) |
iShares Core MSCI Backtested Returns
At this stage we consider IShares Etf to be very steady. iShares Core MSCI holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iShares Core MSCI, which you can use to evaluate the volatility of the entity. Please check out IShares Core's Market Risk Adjusted Performance of 0.1969, risk adjusted performance of 0.1499, and Downside Deviation of 0.8035 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. The etf retains a Market Volatility (i.e., Beta) of 0.73, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Core is expected to be smaller as well.
Auto-correlation | 0.64 |
Good predictability
iShares Core MSCI has good predictability. Overlapping area represents the amount of predictability between IShares Core time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 Core MSCI price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current IShares Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 2.57 |
Thematic Opportunities
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Check out IShares Core Correlation, IShares Core Volatility and IShares Core Performance module to complement your research on IShares Core. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
IShares Core 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.