Ishares Morningstar Value Etf Market Value
| JKF Etf | USD 96.51 0.15 0.16% |
| Symbol | IShares |
Investors evaluate iShares Morningstar Value using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating IShares Morningstar's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause IShares Morningstar's market price to deviate significantly from intrinsic value.
Understanding that IShares Morningstar's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether IShares Morningstar represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, IShares Morningstar's market price signifies the transaction level at which participants voluntarily complete trades.
IShares Morningstar '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 Morningstar'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 Morningstar.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in IShares Morningstar on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Morningstar Value or generate 0.0% return on investment in IShares Morningstar over 90 days. IShares Morningstar is related to or competes with IShares Morningstar, IShares Morningstar, Defiance, IShares Morningstar, Invesco Equal, IShares Morningstar, and WisdomTree Trust. The investment seeks to track the investment results of the Morningstar US Large-Mid Cap Broad Value IndexSM composed of... More
IShares Morningstar 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 Morningstar'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 Morningstar Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5892 | |||
| Information Ratio | 0.0395 | |||
| Maximum Drawdown | 3.26 | |||
| Value At Risk | (0.82) | |||
| Potential Upside | 1.1 |
IShares Morningstar Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Morningstar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Morningstar's standard deviation. In reality, there are many statistical measures that can use IShares Morningstar historical prices to predict the future IShares Morningstar's volatility.| Risk Adjusted Performance | 0.1155 | |||
| Jensen Alpha | 0.0803 | |||
| Total Risk Alpha | 0.0345 | |||
| Sortino Ratio | 0.0418 | |||
| Treynor Ratio | 0.6306 |
IShares Morningstar January 29, 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 | 0.1155 | |||
| Market Risk Adjusted Performance | 0.6406 | |||
| Mean Deviation | 0.4828 | |||
| Semi Deviation | 0.4265 | |||
| Downside Deviation | 0.5892 | |||
| Coefficient Of Variation | 626.74 | |||
| Standard Deviation | 0.6239 | |||
| Variance | 0.3893 | |||
| Information Ratio | 0.0395 | |||
| Jensen Alpha | 0.0803 | |||
| Total Risk Alpha | 0.0345 | |||
| Sortino Ratio | 0.0418 | |||
| Treynor Ratio | 0.6306 | |||
| Maximum Drawdown | 3.26 | |||
| Value At Risk | (0.82) | |||
| Potential Upside | 1.1 | |||
| Downside Variance | 0.3471 | |||
| Semi Variance | 0.1819 | |||
| Expected Short fall | (0.54) | |||
| Skewness | 0.1041 | |||
| Kurtosis | 0.486 |
iShares Morningstar Value Backtested Returns
At this point, IShares Morningstar is very steady. iShares Morningstar Value holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares Morningstar Value, which you can use to evaluate the volatility of the entity. Please check out IShares Morningstar's Downside Deviation of 0.5892, market risk adjusted performance of 0.6406, and Risk Adjusted Performance of 0.1155 to validate if the risk estimate we provide is consistent with the expected return of 0.0842%. The etf retains a Market Volatility (i.e., Beta) of 0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Morningstar's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Morningstar is expected to be smaller as well.
Auto-correlation | 0.71 |
Good predictability
iShares Morningstar Value has good predictability. Overlapping area represents the amount of predictability between IShares Morningstar time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 Morningstar Value price movement. The serial correlation of 0.71 indicates that around 71.0% of current IShares Morningstar price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.73 |
Currently Active Assets on Macroaxis
When determining whether iShares Morningstar Value is a strong investment it is important to analyze IShares Morningstar's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact IShares Morningstar's future performance. For an informed investment choice regarding IShares Etf, refer to the following important reports:Check out IShares Morningstar Correlation, IShares Morningstar Volatility and IShares Morningstar Alpha and Beta module to complement your research on IShares Morningstar. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
IShares Morningstar 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.