Ishares Russell 2000 Etf Market Value
| IWM Etf | USD 259.54 5.41 2.04% |
| Symbol | IShares |
Investors evaluate iShares Russell 2000 using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating IShares Russell's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause IShares Russell's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between IShares Russell's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Russell is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, IShares Russell's market price signifies the transaction level at which participants voluntarily complete trades.
IShares Russell '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 Russell'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 Russell.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in IShares Russell on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Russell 2000 or generate 0.0% return on investment in IShares Russell over 90 days. IShares Russell is related to or competes with IShares Russell, IShares SP, IShares MSCI, IShares Russell, IShares Core, IShares Russell, and Vanguard Large. The fund generally invests at least 80 percent of its assets in the component securities of its underlying index and in ... More
IShares Russell 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 Russell'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 Russell 2000 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.18 | |||
| Information Ratio | 0.0332 | |||
| Maximum Drawdown | 4.68 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 1.98 |
IShares Russell Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Russell's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Russell's standard deviation. In reality, there are many statistical measures that can use IShares Russell historical prices to predict the future IShares Russell's volatility.| Risk Adjusted Performance | 0.0847 | |||
| Jensen Alpha | 0.0263 | |||
| Total Risk Alpha | 0.0059 | |||
| Sortino Ratio | 0.0338 | |||
| Treynor Ratio | 0.0928 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Russell'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 Russell 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 | 0.0847 | |||
| Market Risk Adjusted Performance | 0.1028 | |||
| Mean Deviation | 0.9302 | |||
| Semi Deviation | 1.03 | |||
| Downside Deviation | 1.18 | |||
| Coefficient Of Variation | 996.61 | |||
| Standard Deviation | 1.2 | |||
| Variance | 1.45 | |||
| Information Ratio | 0.0332 | |||
| Jensen Alpha | 0.0263 | |||
| Total Risk Alpha | 0.0059 | |||
| Sortino Ratio | 0.0338 | |||
| Treynor Ratio | 0.0928 | |||
| Maximum Drawdown | 4.68 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 1.98 | |||
| Downside Variance | 1.4 | |||
| Semi Variance | 1.07 | |||
| Expected Short fall | (0.97) | |||
| Skewness | 0.1354 | |||
| Kurtosis | 0.4578 |
iShares Russell 2000 Backtested Returns
As of now, IShares Etf is very steady. iShares Russell 2000 holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iShares Russell 2000, which you can use to evaluate the volatility of the entity. Please check out IShares Russell's Risk Adjusted Performance of 0.0847, market risk adjusted performance of 0.1028, and Downside Deviation of 1.18 to validate if the risk estimate we provide is consistent with the expected return of 0.19%. The etf retains a Market Volatility (i.e., Beta) of 1.19, 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 Russell will likely underperform.
Auto-correlation | 0.83 |
Very good predictability
iShares Russell 2000 has very good predictability. Overlapping area represents the amount of predictability between IShares Russell 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 Russell 2000 price movement. The serial correlation of 0.83 indicates that around 83.0% of current IShares Russell price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 33.91 |
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IShares Russell 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.