Ishares Equity Factor Etf Market Value
| LRGF Etf | USD 69.64 0.36 0.51% |
| 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.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in IShares Equity on November 2, 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 IShares Edge, IShares Healthcare, IShares MSCI, IShares Infrastructure, IShares Russell, SPDR SP, and IShares Morningstar. 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 | 0.8866 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 3.41 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.08 |
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 | 0.0097 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.0003) |
IShares Equity January 31, 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 | 0.0097 | |||
| Market Risk Adjusted Performance | 0.0097 | |||
| Mean Deviation | 0.5425 | |||
| Semi Deviation | 0.8642 | |||
| Downside Deviation | 0.8866 | |||
| Coefficient Of Variation | 7415.86 | |||
| Standard Deviation | 0.722 | |||
| Variance | 0.5213 | |||
| Information Ratio | (0.07) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.0003) | |||
| Maximum Drawdown | 3.41 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.08 | |||
| Downside Variance | 0.7861 | |||
| Semi Variance | 0.7469 | |||
| Expected Short fall | (0.48) | |||
| Skewness | (0.75) | |||
| Kurtosis | 0.5637 |
iShares Equity Factor Backtested Returns
iShares Equity Factor holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. iShares Equity Factor exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares Equity's Market Risk Adjusted Performance of 0.0097, downside deviation of 0.8866, and Risk Adjusted Performance of 0.0097 to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.79, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Equity is expected to be smaller as well.
Auto-correlation | -0.29 |
Weak reverse predictability
iShares Equity Factor has weak reverse predictability. Overlapping area represents the amount of predictability between IShares Equity time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st 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 Equity Factor price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current IShares Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
Currently Active Assets on Macroaxis
When determining whether iShares Equity Factor is a strong investment it is important to analyze IShares Equity'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 Equity's future performance. For an informed investment choice regarding IShares Etf, refer to the following important reports: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 Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
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.