Ishares Msci Intl Etf Market Value
| ISCF Etf | USD 43.45 0.32 0.73% |
| Symbol | IShares |
Understanding iShares MSCI Intl requires distinguishing between market price and book value, where the latter reflects IShares's accounting equity. The concept of intrinsic value - what IShares MSCI's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Market sentiment, economic cycles, and investor behavior can push IShares MSCI's price substantially above or below its fundamental value.
Please note, there is a significant difference between IShares MSCI's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares MSCI 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 MSCI's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
IShares MSCI '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 MSCI'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 MSCI.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in IShares MSCI on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding iShares MSCI Intl or generate 0.0% return on investment in IShares MSCI over 90 days. IShares MSCI is related to or competes with WisdomTree International, IShares Oil, IShares MSCI, JPMorgan Diversified, IShares Morningstar, IShares MSCI, and SPDR SP. The fund generally will invest at least 80 percent of its assets in the component securities of the underlying index and... More
IShares MSCI 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 MSCI'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 MSCI Intl upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | 0.1389 | |||
| Maximum Drawdown | 3.46 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 1.29 |
IShares MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares MSCI's standard deviation. In reality, there are many statistical measures that can use IShares MSCI historical prices to predict the future IShares MSCI's volatility.| Risk Adjusted Performance | 0.146 | |||
| Jensen Alpha | 0.1553 | |||
| Total Risk Alpha | 0.1101 | |||
| Sortino Ratio | 0.1097 | |||
| Treynor Ratio | (0.61) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares MSCI'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 MSCI March 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 | 0.146 | |||
| Market Risk Adjusted Performance | (0.60) | |||
| Mean Deviation | 0.5814 | |||
| Semi Deviation | 0.772 | |||
| Downside Deviation | 1.03 | |||
| Coefficient Of Variation | 517.53 | |||
| Standard Deviation | 0.8125 | |||
| Variance | 0.6601 | |||
| Information Ratio | 0.1389 | |||
| Jensen Alpha | 0.1553 | |||
| Total Risk Alpha | 0.1101 | |||
| Sortino Ratio | 0.1097 | |||
| Treynor Ratio | (0.61) | |||
| Maximum Drawdown | 3.46 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 1.29 | |||
| Downside Variance | 1.06 | |||
| Semi Variance | 0.5961 | |||
| Expected Short fall | (0.60) | |||
| Skewness | (0.96) | |||
| Kurtosis | 2.26 |
iShares MSCI Intl Backtested Returns
At this point, IShares MSCI is very steady. iShares MSCI Intl holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares MSCI Intl, which you can use to evaluate the volatility of the entity. Please check out IShares MSCI's Downside Deviation of 1.03, risk adjusted performance of 0.146, and Market Risk Adjusted Performance of (0.60) to validate if the risk estimate we provide is consistent with the expected return of 0.13%. The etf retains a Market Volatility (i.e., Beta) of -0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares MSCI are expected to decrease at a much lower rate. During the bear market, IShares MSCI is likely to outperform the market.
Auto-correlation | 0.67 |
Good predictability
iShares MSCI Intl has good predictability. Overlapping area represents the amount of predictability between IShares MSCI time series from 5th of December 2025 to 19th of January 2026 and 19th of January 2026 to 5th 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 MSCI Intl price movement. The serial correlation of 0.67 indicates that around 67.0% of current IShares MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
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Check out IShares MSCI Correlation, IShares MSCI Volatility and IShares MSCI Performance module to complement your research on IShares MSCI. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
IShares MSCI 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.