Ishares Sp 500 Etf Market Value
| IVE Etf | USD 216.74 0.40 0.18% |
| Symbol | IShares |
The market value of iShares SP 500 is measured differently than its book value, which is the value of IShares that is recorded on the company's balance sheet. Investors also form their own opinion of IShares SP's value that differs from its market value or its book value, called intrinsic value, which is IShares SP's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because IShares SP's market value can be influenced by many factors that don't directly affect IShares SP's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between IShares SP's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares SP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares SP's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
IShares SP '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 SP'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 SP.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in IShares SP on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding iShares SP 500 or generate 0.0% return on investment in IShares SP over 90 days. IShares SP is related to or competes with IShares Russell, IShares Russell, IShares SP, IShares Core, SPDR Portfolio, Dimensional Core, and Vanguard Russell. The index measures the performance of the large-capitalization value sector of the U.S More
IShares SP 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 SP'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 SP 500 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6075 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.06 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 0.9947 |
IShares SP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares SP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares SP's standard deviation. In reality, there are many statistical measures that can use IShares SP historical prices to predict the future IShares SP's volatility.| Risk Adjusted Performance | 0.0772 | |||
| Jensen Alpha | 0.0024 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.074 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares SP'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 SP January 27, 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 | 0.0772 | |||
| Market Risk Adjusted Performance | 0.084 | |||
| Mean Deviation | 0.5012 | |||
| Semi Deviation | 0.5068 | |||
| Downside Deviation | 0.6075 | |||
| Coefficient Of Variation | 928.52 | |||
| Standard Deviation | 0.6215 | |||
| Variance | 0.3863 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | 0.0024 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.074 | |||
| Maximum Drawdown | 3.06 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 0.9947 | |||
| Downside Variance | 0.369 | |||
| Semi Variance | 0.2569 | |||
| Expected Short fall | (0.55) | |||
| Skewness | (0.21) | |||
| Kurtosis | 0.0427 |
iShares SP 500 Backtested Returns
At this point, IShares SP is very steady. iShares SP 500 holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1 % return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares SP 500, which you can use to evaluate the volatility of the entity. Please check out IShares SP's Downside Deviation of 0.6075, risk adjusted performance of 0.0772, and Market Risk Adjusted Performance of 0.084 to validate if the risk estimate we provide is consistent with the expected return of 0.0656%. The etf retains a Market Volatility (i.e., Beta) of 0.77, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares SP is expected to be smaller as well.
Auto-correlation | 0.18 |
Very weak predictability
iShares SP 500 has very weak predictability. Overlapping area represents the amount of predictability between IShares SP time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th of January 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 SP 500 price movement. The serial correlation of 0.18 indicates that over 18.0% of current IShares SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 4.82 |
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Check out IShares SP Correlation, IShares SP Volatility and IShares SP Alpha and Beta module to complement your research on IShares SP. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
IShares SP 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.