Ishares Core Msci Etf Market Value
| IXUS Etf | USD 88.65 0.52 0.59% |
| Symbol | IShares |
The market value of iShares Core 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 Core's value that differs from its market value or its book value, called intrinsic value, which is IShares Core'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 Core's market value can be influenced by many factors that don't directly affect IShares Core'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 Core's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Core is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Core'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 Core '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 Core'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 Core.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in IShares Core on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Core MSCI or generate 0.0% return on investment in IShares Core over 90 days. IShares Core is related to or competes with Schwab International, IShares Russell, IShares Russell, IShares MSCI, IShares MSCI, IShares SP, and Financial Select. The fund generally will invest at least 80 percent of its assets in the component securities of its underlying index and... More
IShares Core 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 Core'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 Core MSCI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7377 | |||
| Information Ratio | 0.0649 | |||
| Maximum Drawdown | 2.69 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.1 |
IShares Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Core's standard deviation. In reality, there are many statistical measures that can use IShares Core historical prices to predict the future IShares Core's volatility.| Risk Adjusted Performance | 0.1317 | |||
| Jensen Alpha | 0.0982 | |||
| Total Risk Alpha | 0.0491 | |||
| Sortino Ratio | 0.0593 | |||
| Treynor Ratio | 0.5499 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Core'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 Core January 24, 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 | 0.1317 | |||
| Market Risk Adjusted Performance | 0.5599 | |||
| Mean Deviation | 0.5364 | |||
| Semi Deviation | 0.5531 | |||
| Downside Deviation | 0.7377 | |||
| Coefficient Of Variation | 552.36 | |||
| Standard Deviation | 0.6746 | |||
| Variance | 0.455 | |||
| Information Ratio | 0.0649 | |||
| Jensen Alpha | 0.0982 | |||
| Total Risk Alpha | 0.0491 | |||
| Sortino Ratio | 0.0593 | |||
| Treynor Ratio | 0.5499 | |||
| Maximum Drawdown | 2.69 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.1 | |||
| Downside Variance | 0.5442 | |||
| Semi Variance | 0.306 | |||
| Expected Short fall | (0.57) | |||
| Skewness | (0.35) | |||
| Kurtosis | (0.36) |
iShares Core MSCI Backtested Returns
Currently, iShares Core MSCI is very steady. iShares Core MSCI holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares Core MSCI, which you can use to evaluate the volatility of the entity. Please check out IShares Core's Risk Adjusted Performance of 0.1317, market risk adjusted performance of 0.5599, and Downside Deviation of 0.7377 to validate if the risk estimate we provide is consistent with the expected return of 0.1%. The etf retains a Market Volatility (i.e., Beta) of 0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Core is expected to be smaller as well.
Auto-correlation | -0.21 |
Weak reverse predictability
iShares Core MSCI has weak reverse predictability. Overlapping area represents the amount of predictability between IShares Core time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th 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 Core MSCI price movement. The serial correlation of -0.21 indicates that over 21.0% of current IShares Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 3.62 |
Thematic Opportunities
Explore Investment Opportunities
Check out IShares Core Correlation, IShares Core Volatility and IShares Core Alpha and Beta module to complement your research on IShares Core. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
IShares Core 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.