Ishares Msci Global Etf Market Value
| PICK Etf | USD 58.32 0.01 0.02% |
| Symbol | IShares |
Understanding iShares MSCI Global requires distinguishing between market price and book value, where the latter reflects IShares's accounting equity. The concept of intrinsic value—what IShares MSCI's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Market sentiment, economic cycles, and investor behavior can push IShares MSCI's price substantially above or below its fundamental value.
It's important to distinguish between IShares MSCI's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding IShares MSCI should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. In contrast, IShares MSCI's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
IShares MSCI '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 MSCI'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 MSCI.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in IShares MSCI on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding iShares MSCI Global or generate 0.0% return on investment in IShares MSCI over 90 days. IShares MSCI is related to or competes with IShares Morningstar, WisdomTree MidCap, WisdomTree Dynamic, Goldman Sachs, Dimensional International, Invesco SP, and T Rowe. The fund will invest at least 80 percent of its assets in the component securities of the index and in investments that ... More
IShares MSCI 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 MSCI'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 MSCI Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.94 | |||
| Information Ratio | 0.2817 | |||
| Maximum Drawdown | 8.67 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 2.59 |
IShares MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares MSCI's standard deviation. In reality, there are many statistical measures that can use IShares MSCI historical prices to predict the future IShares MSCI's volatility.| Risk Adjusted Performance | 0.2389 | |||
| Jensen Alpha | 0.4247 | |||
| Total Risk Alpha | 0.374 | |||
| Sortino Ratio | 0.2174 | |||
| Treynor Ratio | 0.5007 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares MSCI's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
IShares MSCI February 2, 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 | 0.2389 | |||
| Market Risk Adjusted Performance | 0.5107 | |||
| Mean Deviation | 1.11 | |||
| Semi Deviation | 1.21 | |||
| Downside Deviation | 1.94 | |||
| Coefficient Of Variation | 313.51 | |||
| Standard Deviation | 1.5 | |||
| Variance | 2.24 | |||
| Information Ratio | 0.2817 | |||
| Jensen Alpha | 0.4247 | |||
| Total Risk Alpha | 0.374 | |||
| Sortino Ratio | 0.2174 | |||
| Treynor Ratio | 0.5007 | |||
| Maximum Drawdown | 8.67 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 2.59 | |||
| Downside Variance | 3.76 | |||
| Semi Variance | 1.47 | |||
| Expected Short fall | (1.17) | |||
| Skewness | (1.26) | |||
| Kurtosis | 4.12 |
iShares MSCI Global Backtested Returns
IShares MSCI appears to be very steady, given 3 months investment horizon. iShares MSCI Global holds Efficiency (Sharpe) Ratio of 0.32, which attests that the entity had a 0.32 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares MSCI Global, which you can use to evaluate the volatility of the entity. Please utilize IShares MSCI's Downside Deviation of 1.94, market risk adjusted performance of 0.5107, and Risk Adjusted Performance of 0.2389 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 0.93, which attests to possible diversification benefits within a given portfolio. IShares MSCI returns are very sensitive to returns on the market. As the market goes up or down, IShares MSCI is expected to follow.
Auto-correlation | 0.84 |
Very good predictability
iShares MSCI Global has very good predictability. Overlapping area represents the amount of predictability between IShares MSCI time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd 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 MSCI Global price movement. The serial correlation of 0.84 indicates that around 84.0% of current IShares MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 11.51 |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Prophet is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ProphetCheck out IShares MSCI Correlation, IShares MSCI Volatility and IShares MSCI Performance module to complement your research on IShares MSCI. You can also try the AI Portfolio Prophet module to use AI to generate optimal portfolios and find profitable investment opportunities.
IShares MSCI 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.