Ishares Edge Msci Etf Market Value
| IVLU Etf | USD 42.44 0.10 0.24% |
| Symbol | IShares |
The market value of iShares Edge MSCI 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 Edge's value that differs from its market value or its book value, called intrinsic value, which is IShares Edge's true underlying value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Because IShares Edge's market value can be influenced by many factors that don't directly affect IShares Edge'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 Edge's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Edge is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, IShares Edge's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
IShares Edge '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 Edge'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 Edge.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in IShares Edge on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Edge MSCI or generate 0.0% return on investment in IShares Edge over 90 days. IShares Edge is related to or competes with IShares Russell, IShares Edge, IShares Infrastructure, IShares MSCI, IShares Dow, IShares MSCI, and WisdomTree India. The fund generally will invest at least 80 percent of its assets in the component securities of the underlying index and... More
IShares Edge 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 Edge'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 Edge MSCI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8122 | |||
| Information Ratio | 0.2181 | |||
| Maximum Drawdown | 3.46 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 1.55 |
IShares Edge Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Edge's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Edge's standard deviation. In reality, there are many statistical measures that can use IShares Edge historical prices to predict the future IShares Edge's volatility.| Risk Adjusted Performance | 0.2437 | |||
| Jensen Alpha | 0.1965 | |||
| Total Risk Alpha | 0.1804 | |||
| Sortino Ratio | 0.225 | |||
| Treynor Ratio | 0.3151 |
IShares Edge February 14, 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 | 0.2437 | |||
| Market Risk Adjusted Performance | 0.3251 | |||
| Mean Deviation | 0.6683 | |||
| Semi Deviation | 0.4845 | |||
| Downside Deviation | 0.8122 | |||
| Coefficient Of Variation | 331.65 | |||
| Standard Deviation | 0.8381 | |||
| Variance | 0.7024 | |||
| Information Ratio | 0.2181 | |||
| Jensen Alpha | 0.1965 | |||
| Total Risk Alpha | 0.1804 | |||
| Sortino Ratio | 0.225 | |||
| Treynor Ratio | 0.3151 | |||
| Maximum Drawdown | 3.46 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 1.55 | |||
| Downside Variance | 0.6596 | |||
| Semi Variance | 0.2348 | |||
| Expected Short fall | (0.79) | |||
| Skewness | (0.21) | |||
| Kurtosis | (0.13) |
iShares Edge MSCI Backtested Returns
IShares Edge appears to be very steady, given 3 months investment horizon. iShares Edge MSCI holds Efficiency (Sharpe) Ratio of 0.35, which attests that the entity had a 0.35 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iShares Edge MSCI, which you can use to evaluate the volatility of the entity. Please utilize IShares Edge's Market Risk Adjusted Performance of 0.3251, risk adjusted performance of 0.2437, and Downside Deviation of 0.8122 to validate if our risk estimates are consistent with your expectations. 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 Edge's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Edge is expected to be smaller as well.
Auto-correlation | 0.89 |
Very good predictability
iShares Edge MSCI has very good predictability. Overlapping area represents the amount of predictability between IShares Edge time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th 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 Edge MSCI price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current IShares Edge price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.96 | |
| Residual Average | 0.0 | |
| Price Variance | 1.89 |
Thematic Opportunities
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Check out IShares Edge Correlation, IShares Edge Volatility and IShares Edge Performance module to complement your research on IShares Edge. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
IShares Edge 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.