Ishares Global Comm Etf Market Value
| IXP Etf | USD 125.84 0.67 0.53% |
| Symbol | IShares |
The market value of iShares Global Comm 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 Global's value that differs from its market value or its book value, called intrinsic value, which is IShares Global's true underlying value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Because IShares Global's market value can be influenced by many factors that don't directly affect IShares Global'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 Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, IShares Global's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
IShares Global '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 Global'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 Global.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in IShares Global on November 3, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Global Comm or generate 0.0% return on investment in IShares Global over 90 days. IShares Global is related to or competes with WisdomTree Global, IShares MSCI, IShares Morningstar, ALPS Equal, IShares Basic, WisdomTree China, and IShares MSCI. The fund invests at least 80 percent of its assets in the component securities of its underlying index and in investment... More
IShares Global 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 Global'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 Global Comm upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8642 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 4.02 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.69 |
IShares Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Global's standard deviation. In reality, there are many statistical measures that can use IShares Global historical prices to predict the future IShares Global's volatility.| Risk Adjusted Performance | 0.0323 | |||
| Jensen Alpha | 0.0056 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0432 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Global'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 Global February 1, 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 | 0.0323 | |||
| Market Risk Adjusted Performance | 0.0532 | |||
| Mean Deviation | 0.701 | |||
| Semi Deviation | 0.8276 | |||
| Downside Deviation | 0.8642 | |||
| Coefficient Of Variation | 2422.53 | |||
| Standard Deviation | 0.9557 | |||
| Variance | 0.9133 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0056 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0432 | |||
| Maximum Drawdown | 4.02 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.69 | |||
| Downside Variance | 0.7469 | |||
| Semi Variance | 0.6849 | |||
| Expected Short fall | (0.81) | |||
| Skewness | 0.3424 | |||
| Kurtosis | 1.48 |
iShares Global Comm Backtested Returns
Currently, iShares Global Comm is very steady. iShares Global Comm 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 Global Comm, which you can use to evaluate the volatility of the entity. Please check out IShares Global's Downside Deviation of 0.8642, market risk adjusted performance of 0.0532, and Risk Adjusted Performance of 0.0323 to validate if the risk estimate we provide is consistent with the expected return of 0.0953%. The etf retains a Market Volatility (i.e., Beta) of 0.68, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Global is expected to be smaller as well.
Auto-correlation | 0.05 |
Virtually no predictability
iShares Global Comm has virtually no predictability. Overlapping area represents the amount of predictability between IShares Global time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st 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 Global Comm price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current IShares Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 3.56 |
Pair Trading with IShares Global
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if IShares Global position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in IShares Global will appreciate offsetting losses from the drop in the long position's value.Moving together with IShares Etf
| 0.86 | XLC | Communication Services | PairCorr |
| 0.86 | VOX | Vanguard Communication | PairCorr |
| 0.76 | FCOM | Fidelity MSCI Commun | PairCorr |
| 0.73 | IYZ | IShares Telecommunicatio Low Volatility | PairCorr |
The ability to find closely correlated positions to IShares Global could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace IShares Global when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back IShares Global - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling iShares Global Comm to buy it.
The correlation of IShares Global is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as IShares Global moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if iShares Global Comm moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for IShares Global can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out IShares Global Correlation, IShares Global Volatility and IShares Global Performance module to complement your research on IShares Global. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
IShares Global 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.