IShares Public (Germany) Market Value
| IQQJ Etf | EUR 20.16 0.49 2.37% |
| Symbol | IShares |
IShares Public '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 Public'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 Public.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in IShares Public on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Public Limited or generate 0.0% return on investment in IShares Public over 90 days. IShares Public is related to or competes with IShares Govt, IShares Global, IShares Broad, IShares Emerging, IShares V, IShares JP, and IShares MSCI. The fund is an exchange traded fund that aims to track the performance of the MSCI Japan Index as closely as possible More
IShares Public 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 Public'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 Public Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | 0.0665 | |||
| Maximum Drawdown | 4.95 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 2.02 |
IShares Public Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Public's standard deviation. In reality, there are many statistical measures that can use IShares Public historical prices to predict the future IShares Public's volatility.| Risk Adjusted Performance | 0.1085 | |||
| Jensen Alpha | 0.1265 | |||
| Total Risk Alpha | 0.0516 | |||
| Sortino Ratio | 0.0646 | |||
| Treynor Ratio | 1.51 |
IShares Public February 17, 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 | 0.1085 | |||
| Market Risk Adjusted Performance | 1.52 | |||
| Mean Deviation | 0.8146 | |||
| Semi Deviation | 0.94 | |||
| Downside Deviation | 1.11 | |||
| Coefficient Of Variation | 761.3 | |||
| Standard Deviation | 1.08 | |||
| Variance | 1.16 | |||
| Information Ratio | 0.0665 | |||
| Jensen Alpha | 0.1265 | |||
| Total Risk Alpha | 0.0516 | |||
| Sortino Ratio | 0.0646 | |||
| Treynor Ratio | 1.51 | |||
| Maximum Drawdown | 4.95 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 2.02 | |||
| Downside Variance | 1.24 | |||
| Semi Variance | 0.8837 | |||
| Expected Short fall | (0.89) | |||
| Skewness | (0) | |||
| Kurtosis | 0.6031 |
iShares Public Backtested Returns
IShares Public appears to be very steady, given 3 months investment horizon. iShares Public holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares Public, which you can use to evaluate the volatility of the entity. Please utilize IShares Public's Risk Adjusted Performance of 0.1085, downside deviation of 1.11, and Market Risk Adjusted Performance of 1.52 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 0.087, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Public's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Public is expected to be smaller as well.
Auto-correlation | 0.48 |
Average predictability
iShares Public Limited has average predictability. Overlapping area represents the amount of predictability between IShares Public time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th 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 Public price movement. The serial correlation of 0.48 indicates that about 48.0% of current IShares Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
Currently Active Assets on Macroaxis
| FSLY | Fastly Class A | |
| MOB | Mobilicom Limited American | |
| CMG | Chipotle Mexican Grill | |
| CSAN | Cosan SA ADR | |
| RKT | Rocket Companies |
Other Information on Investing in IShares Etf
IShares Public 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 Public security.