Ishares Micro Cap Etf Market Value
| IWC Etf | USD 161.07 0.32 0.20% |
| Symbol | IShares |
The market value of iShares Micro Cap 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 Micro's value that differs from its market value or its book value, called intrinsic value, which is IShares Micro'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 Micro's market value can be influenced by many factors that don't directly affect IShares Micro'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 Micro's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Micro is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Micro'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 Micro '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 Micro'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 Micro.
| 12/07/2025 |
| 01/06/2026 |
If you would invest 0.00 in IShares Micro on December 7, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Micro Cap ETF or generate 0.0% return on investment in IShares Micro over 30 days. IShares Micro is related to or competes with IShares Asia, IShares Energy, IShares Global, IShares Insurance, IShares ESG, IShares Cybersecurity, and Invesco High. The fund invests at least 80 percent of its assets in the component securities of its underlying index and in investment... More
IShares Micro 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 Micro'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 Micro Cap ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.68 | |||
| Information Ratio | 0.0338 | |||
| Maximum Drawdown | 6.12 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 2.88 |
IShares Micro Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Micro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Micro's standard deviation. In reality, there are many statistical measures that can use IShares Micro historical prices to predict the future IShares Micro's volatility.| Risk Adjusted Performance | 0.0685 | |||
| Jensen Alpha | 0.0111 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0313 | |||
| Treynor Ratio | 0.0803 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Micro'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 Micro Cap Backtested Returns
At this point, IShares Micro is very steady. iShares Micro Cap holds Efficiency (Sharpe) Ratio of 0.057, which attests that the entity had a 0.057 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iShares Micro Cap, which you can use to evaluate the volatility of the entity. Please check out IShares Micro's Market Risk Adjusted Performance of 0.0903, downside deviation of 1.68, and Risk Adjusted Performance of 0.0685 to validate if the risk estimate we provide is consistent with the expected return of 0.0899%. The etf retains a Market Volatility (i.e., Beta) of 1.57, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, IShares Micro will likely underperform.
Auto-correlation | 0.39 |
Below average predictability
iShares Micro Cap ETF has below average predictability. Overlapping area represents the amount of predictability between IShares Micro time series from 7th of December 2025 to 22nd of December 2025 and 22nd of December 2025 to 6th 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 Micro Cap price movement. The serial correlation of 0.39 indicates that just about 39.0% of current IShares Micro price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 2.72 |
iShares Micro Cap lagged returns against current returns
Autocorrelation, which is IShares Micro etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting IShares Micro's etf expected returns. We can calculate the autocorrelation of IShares Micro returns to help us make a trade decision. For example, suppose you find that IShares Micro has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
IShares Micro regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If IShares Micro etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Micro etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Micro etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Micro Lagged Returns
When evaluating IShares Micro's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Micro etf have on its future price. IShares Micro autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, IShares Micro autocorrelation shows the relationship between IShares Micro etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Micro Cap ETF.
Regressed Prices |
| Timeline |
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Check out IShares Micro Correlation, IShares Micro Volatility and IShares Micro Alpha and Beta module to complement your research on IShares Micro. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
IShares Micro 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.