Ishares Trust Etf Market Value
| ITDF Etf | 38.62 0.07 0.18% |
| Symbol | IShares |
Understanding iShares Trust requires distinguishing between market price and book value, where the latter reflects IShares's accounting equity. The concept of intrinsic value - what IShares Trust'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 Trust's price substantially above or below its fundamental value.
Please note, there is a significant difference between IShares Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Trust 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 Trust's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
IShares Trust '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 Trust'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 Trust.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in IShares Trust on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Trust or generate 0.0% return on investment in IShares Trust over 90 days. IShares Trust is related to or competes with IShares Trust, IShares Trust, Invesco Nasdaq, Touchstone ETF, Pacer Export, Day HaganNed, and Federated Hermes. More
IShares Trust 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 Trust'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 Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.68 | |||
| Information Ratio | 0.0687 | |||
| Maximum Drawdown | 3.17 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 0.9833 |
IShares Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Trust's standard deviation. In reality, there are many statistical measures that can use IShares Trust historical prices to predict the future IShares Trust's volatility.| Risk Adjusted Performance | 0.1398 | |||
| Jensen Alpha | 0.0675 | |||
| Total Risk Alpha | 0.0563 | |||
| Sortino Ratio | 0.0656 | |||
| Treynor Ratio | 0.1693 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Trust'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 Trust February 13, 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 | 0.1398 | |||
| Market Risk Adjusted Performance | 0.1793 | |||
| Mean Deviation | 0.4957 | |||
| Semi Deviation | 0.4825 | |||
| Downside Deviation | 0.68 | |||
| Coefficient Of Variation | 567.36 | |||
| Standard Deviation | 0.65 | |||
| Variance | 0.4226 | |||
| Information Ratio | 0.0687 | |||
| Jensen Alpha | 0.0675 | |||
| Total Risk Alpha | 0.0563 | |||
| Sortino Ratio | 0.0656 | |||
| Treynor Ratio | 0.1693 | |||
| Maximum Drawdown | 3.17 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 0.9833 | |||
| Downside Variance | 0.4624 | |||
| Semi Variance | 0.2328 | |||
| Expected Short fall | (0.54) | |||
| Skewness | (0.06) | |||
| Kurtosis | 0.862 |
iShares Trust Backtested Returns
At this point, IShares Trust is very steady. iShares Trust holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iShares Trust, which you can use to evaluate the volatility of the entity. Please check out IShares Trust's Market Risk Adjusted Performance of 0.1793, risk adjusted performance of 0.1398, and Downside Deviation of 0.68 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. The etf retains a Market Volatility (i.e., Beta) of 0.62, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Trust is expected to be smaller as well.
Auto-correlation | 0.71 |
Good predictability
iShares Trust has good predictability. Overlapping area represents the amount of predictability between IShares Trust time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 Trust price movement. The serial correlation of 0.71 indicates that around 71.0% of current IShares Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
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Check out IShares Trust Correlation, IShares Trust Volatility and IShares Trust Performance module to complement your research on IShares Trust. For more detail on how to invest in IShares Etf please use our How to Invest in IShares Trust guide.You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
IShares Trust 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.