Ishares Mbs Etf Market Value
| MBB Etf | USD 95.53 0.04 0.04% |
| Symbol | IShares |
iShares MBS ETF's market price often diverges from its book value, the accounting figure shown on IShares's balance sheet. Smart investors calculate IShares MBS's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since IShares MBS's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Understanding that IShares MBS's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether IShares MBS represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. However, IShares MBS'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 MBS '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 MBS'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 MBS.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in IShares MBS on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding iShares MBS ETF or generate 0.0% return on investment in IShares MBS over 90 days. IShares MBS is related to or competes with IShares National, IShares SP, SPDR Bloomberg, Vanguard Intermediate, Vanguard Intermediate-ter, IShares Russell, and IShares Russell. The fund will invest at least 80 percent of its assets in the component securities of the underlying index and TBAs that... More
IShares MBS 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 MBS'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 MBS ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1999 | |||
| Information Ratio | (0.32) | |||
| Maximum Drawdown | 1.02 | |||
| Value At Risk | (0.35) | |||
| Potential Upside | 0.3818 |
IShares MBS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares MBS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares MBS's standard deviation. In reality, there are many statistical measures that can use IShares MBS historical prices to predict the future IShares MBS's volatility.| Risk Adjusted Performance | 0.0604 | |||
| Jensen Alpha | 0.0067 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.33) | |||
| Treynor Ratio | 0.1642 |
IShares MBS February 7, 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 | 0.0604 | |||
| Market Risk Adjusted Performance | 0.1742 | |||
| Mean Deviation | 0.1628 | |||
| Semi Deviation | 0.1009 | |||
| Downside Deviation | 0.1999 | |||
| Coefficient Of Variation | 905.82 | |||
| Standard Deviation | 0.209 | |||
| Variance | 0.0437 | |||
| Information Ratio | (0.32) | |||
| Jensen Alpha | 0.0067 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.33) | |||
| Treynor Ratio | 0.1642 | |||
| Maximum Drawdown | 1.02 | |||
| Value At Risk | (0.35) | |||
| Potential Upside | 0.3818 | |||
| Downside Variance | 0.04 | |||
| Semi Variance | 0.0102 | |||
| Expected Short fall | (0.18) | |||
| Skewness | 0.1658 | |||
| Kurtosis | 0.0173 |
iShares MBS ETF Backtested Returns
At this point, IShares MBS is very steady. iShares MBS ETF holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iShares MBS ETF, which you can use to evaluate the volatility of the entity. Please check out IShares MBS's Market Risk Adjusted Performance of 0.1742, downside deviation of 0.1999, and Risk Adjusted Performance of 0.0604 to validate if the risk estimate we provide is consistent with the expected return of 0.0218%. The etf retains a Market Volatility (i.e., Beta) of 0.0796, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares MBS's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares MBS is expected to be smaller as well.
Auto-correlation | 0.47 |
Average predictability
iShares MBS ETF has average predictability. Overlapping area represents the amount of predictability between IShares MBS time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th 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 MBS ETF price movement. The serial correlation of 0.47 indicates that about 47.0% of current IShares MBS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether iShares MBS ETF offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of IShares MBS's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Ishares Mbs Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Ishares Mbs Etf:Check out IShares MBS Correlation, IShares MBS Volatility and IShares MBS Performance module to complement your research on IShares MBS. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
IShares MBS 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.