Ishares Equity Factor Etf Market Value
| LRGF Etf | USD 69.61 0.42 0.61% |
| Symbol | IShares |
Investors evaluate iShares Equity Factor using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating IShares Equity'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 Equity's market price to deviate significantly from intrinsic value.
Understanding that IShares Equity's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether IShares Equity represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, IShares Equity's market price signifies the transaction level at which participants voluntarily complete trades.
IShares Equity '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 Equity'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 Equity.
| 11/28/2025 |
| 02/26/2026 |
If you would invest 0.00 in IShares Equity on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Equity Factor or generate 0.0% return on investment in IShares Equity over 90 days. IShares Equity is related to or competes with Matthews International, Gammaroad Market, ProShares Metaverse, DBX ETF, IndexIQ Active, Hypatia Women, and CYBER HORNET. The fund generally will invest at least 80 percent of its assets in the component securities of its underlying index and... More
IShares Equity 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 Equity'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 Equity Factor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8437 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 4.06 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 1.05 |
IShares Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Equity's standard deviation. In reality, there are many statistical measures that can use IShares Equity historical prices to predict the future IShares Equity's volatility.| Risk Adjusted Performance | 0.0456 | |||
| Jensen Alpha | 0.0482 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (0.26) |
IShares Equity February 26, 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 | 0.0456 | |||
| Market Risk Adjusted Performance | (0.25) | |||
| Mean Deviation | 0.564 | |||
| Semi Deviation | 0.785 | |||
| Downside Deviation | 0.8437 | |||
| Coefficient Of Variation | 1682.67 | |||
| Standard Deviation | 0.7577 | |||
| Variance | 0.5741 | |||
| Information Ratio | (0.08) | |||
| Jensen Alpha | 0.0482 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (0.26) | |||
| Maximum Drawdown | 4.06 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 1.05 | |||
| Downside Variance | 0.7119 | |||
| Semi Variance | 0.6162 | |||
| Expected Short fall | (0.55) | |||
| Skewness | (0.30) | |||
| Kurtosis | 1.34 |
iShares Equity Factor Backtested Returns
At this point, IShares Equity is very steady. iShares Equity Factor holds Efficiency (Sharpe) Ratio of 0.0114, which attests that the entity had a 0.0114 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares Equity Factor, which you can use to evaluate the volatility of the entity. Please check out IShares Equity's Downside Deviation of 0.8437, risk adjusted performance of 0.0456, and Market Risk Adjusted Performance of (0.25) to validate if the risk estimate we provide is consistent with the expected return of 0.0082%. The etf retains a Market Volatility (i.e., Beta) of -0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Equity are expected to decrease at a much lower rate. During the bear market, IShares Equity is likely to outperform the market.
Auto-correlation | -0.34 |
Poor reverse predictability
iShares Equity Factor has poor reverse predictability. Overlapping area represents the amount of predictability between IShares Equity time series from 28th of November 2025 to 12th of January 2026 and 12th of January 2026 to 26th 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 Equity Factor price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current IShares Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
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Check out IShares Equity Correlation, IShares Equity Volatility and IShares Equity Performance module to complement your research on IShares Equity. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
IShares Equity 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.