Ishares Preferred And Etf Market Value
| PFF Etf | USD 31.47 0.31 0.99% |
| Symbol | IShares |
Investors evaluate iShares Preferred using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating IShares Preferred'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 Preferred's market price to deviate significantly from intrinsic value.
It's important to distinguish between IShares Preferred's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding IShares Preferred should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, IShares Preferred's market price signifies the transaction level at which participants voluntarily complete trades.
IShares Preferred '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 Preferred'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 Preferred.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in IShares Preferred on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Preferred and or generate 0.0% return on investment in IShares Preferred over 90 days. IShares Preferred is related to or competes with Global X, Global X, Global X, Invesco Global, Global X, SPDR Dow, and IShares MSCI. The fund may invest at least 80 percent of its assets in the component securities of its underlying index and in investm... More
IShares Preferred 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 Preferred'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 Preferred and upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4053 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 1.9 | |||
| Value At Risk | (0.57) | |||
| Potential Upside | 0.653 |
IShares Preferred Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Preferred's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Preferred's standard deviation. In reality, there are many statistical measures that can use IShares Preferred historical prices to predict the future IShares Preferred's volatility.| Risk Adjusted Performance | 0.0757 | |||
| Jensen Alpha | 0.0035 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | 0.0893 |
IShares Preferred 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 | 0.0757 | |||
| Market Risk Adjusted Performance | 0.0993 | |||
| Mean Deviation | 0.3116 | |||
| Semi Deviation | 0.3006 | |||
| Downside Deviation | 0.4053 | |||
| Coefficient Of Variation | 939.08 | |||
| Standard Deviation | 0.4018 | |||
| Variance | 0.1614 | |||
| Information Ratio | (0.12) | |||
| Jensen Alpha | 0.0035 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | 0.0893 | |||
| Maximum Drawdown | 1.9 | |||
| Value At Risk | (0.57) | |||
| Potential Upside | 0.653 | |||
| Downside Variance | 0.1643 | |||
| Semi Variance | 0.0904 | |||
| Expected Short fall | (0.35) | |||
| Skewness | (0.02) | |||
| Kurtosis | 0.3122 |
iShares Preferred Backtested Returns
At this point, IShares Preferred is very steady. iShares Preferred holds Efficiency (Sharpe) Ratio of 0.0942, which attests that the entity had a 0.0942 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iShares Preferred, which you can use to evaluate the volatility of the entity. Please check out IShares Preferred's Risk Adjusted Performance of 0.0757, market risk adjusted performance of 0.0993, and Downside Deviation of 0.4053 to validate if the risk estimate we provide is consistent with the expected return of 0.0382%. The etf retains a Market Volatility (i.e., Beta) of 0.37, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Preferred's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Preferred is expected to be smaller as well.
Auto-correlation | 0.20 |
Weak predictability
iShares Preferred and has weak predictability. Overlapping area represents the amount of predictability between IShares Preferred 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 Preferred price movement. The serial correlation of 0.2 indicates that over 20.0% of current IShares Preferred price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
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Check out IShares Preferred Correlation, IShares Preferred Volatility and IShares Preferred Performance module to complement your research on IShares Preferred. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
IShares Preferred 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.