IShares EURO (Netherlands) Market Value
| IDVA Etf | 7.56 0.02 0.26% |
| Symbol | IShares |
IShares EURO '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 EURO'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 EURO.
| 12/01/2025 |
| 03/01/2026 |
If you would invest 0.00 in IShares EURO on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding iShares EURO STOXX or generate 0.0% return on investment in IShares EURO over 90 days. IShares EURO is related to or competes with IShares EURO, IShares High, IShares IV, IShares III, VanEck Sustainable, IShares Global, and IShares MSCI. IShares EURO is entity of Netherlands. It is traded as Etf on AS exchange. More
IShares EURO 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 EURO'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 EURO STOXX upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6913 | |||
| Information Ratio | 0.0593 | |||
| Maximum Drawdown | 3.1 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.21 |
IShares EURO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares EURO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares EURO's standard deviation. In reality, there are many statistical measures that can use IShares EURO historical prices to predict the future IShares EURO's volatility.| Risk Adjusted Performance | 0.1522 | |||
| Jensen Alpha | 0.1151 | |||
| Total Risk Alpha | 0.0514 | |||
| Sortino Ratio | 0.0541 | |||
| Treynor Ratio | 4.19 |
IShares EURO March 1, 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 | 0.1522 | |||
| Market Risk Adjusted Performance | 4.2 | |||
| Mean Deviation | 0.4929 | |||
| Semi Deviation | 0.4936 | |||
| Downside Deviation | 0.6913 | |||
| Coefficient Of Variation | 496.02 | |||
| Standard Deviation | 0.6316 | |||
| Variance | 0.3989 | |||
| Information Ratio | 0.0593 | |||
| Jensen Alpha | 0.1151 | |||
| Total Risk Alpha | 0.0514 | |||
| Sortino Ratio | 0.0541 | |||
| Treynor Ratio | 4.19 | |||
| Maximum Drawdown | 3.1 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.21 | |||
| Downside Variance | 0.4779 | |||
| Semi Variance | 0.2436 | |||
| Expected Short fall | (0.57) | |||
| Skewness | (0.37) | |||
| Kurtosis | 0.1592 |
iShares EURO STOXX Backtested Returns
Currently, iShares EURO STOXX is very steady. iShares EURO STOXX 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 thirty technical indicators for iShares EURO STOXX, which you can use to evaluate the volatility of the entity. Please check out IShares EURO's Market Risk Adjusted Performance of 4.2, downside deviation of 0.6913, and Risk Adjusted Performance of 0.1522 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. The etf retains a Market Volatility (i.e., Beta) of 0.028, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares EURO's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares EURO is expected to be smaller as well.
Auto-correlation | 0.80 |
Very good predictability
iShares EURO STOXX has very good predictability. Overlapping area represents the amount of predictability between IShares EURO time series from 1st of December 2025 to 15th of January 2026 and 15th of January 2026 to 1st of March 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 EURO STOXX price movement. The serial correlation of 0.8 indicates that around 80.0% of current IShares EURO price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Thematic Opportunities
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Other Information on Investing in IShares Etf
IShares EURO financial ratios help investors to determine whether IShares Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in IShares with respect to the benefits of owning IShares EURO security.