Ishares Mortgage Real Etf Market Value
| REM Etf | USD 23.57 0.01 0.04% |
| Symbol | IShares |
The market value of iShares Mortgage Real is measured differently than its book value, which is the value of IShares that is recorded on the company's balance sheet. Investors also form their own opinion of IShares Mortgage's value that differs from its market value or its book value, called intrinsic value, which is IShares Mortgage's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because IShares Mortgage's market value can be influenced by many factors that don't directly affect IShares Mortgage's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between IShares Mortgage's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Mortgage is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Mortgage'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 Mortgage '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 Mortgage'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 Mortgage.
| 10/24/2025 |
| 01/22/2026 |
If you would invest 0.00 in IShares Mortgage on October 24, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Mortgage Real or generate 0.0% return on investment in IShares Mortgage over 90 days. IShares Mortgage is related to or competes with IShares Telecommunicatio, IShares Basic, IShares MSCI, WisdomTree International, IShares Pharmaceuticals, IShares North, and VanEck Agribusiness. The fund generally will invest at least 80 percent of its assets in the component securities of its underlying index and... More
IShares Mortgage 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 Mortgage'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 Mortgage Real upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.843 | |||
| Information Ratio | 0.0517 | |||
| Maximum Drawdown | 4.86 | |||
| Value At Risk | (1.09) | |||
| Potential Upside | 1.76 |
IShares Mortgage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Mortgage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Mortgage's standard deviation. In reality, there are many statistical measures that can use IShares Mortgage historical prices to predict the future IShares Mortgage's volatility.| Risk Adjusted Performance | 0.1216 | |||
| Jensen Alpha | 0.0844 | |||
| Total Risk Alpha | 0.0225 | |||
| Sortino Ratio | 0.058 | |||
| Treynor Ratio | 0.2296 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Mortgage'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 Mortgage January 22, 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 | 0.1216 | |||
| Market Risk Adjusted Performance | 0.2396 | |||
| Mean Deviation | 0.7458 | |||
| Semi Deviation | 0.6354 | |||
| Downside Deviation | 0.843 | |||
| Coefficient Of Variation | 618.19 | |||
| Standard Deviation | 0.9452 | |||
| Variance | 0.8934 | |||
| Information Ratio | 0.0517 | |||
| Jensen Alpha | 0.0844 | |||
| Total Risk Alpha | 0.0225 | |||
| Sortino Ratio | 0.058 | |||
| Treynor Ratio | 0.2296 | |||
| Maximum Drawdown | 4.86 | |||
| Value At Risk | (1.09) | |||
| Potential Upside | 1.76 | |||
| Downside Variance | 0.7106 | |||
| Semi Variance | 0.4037 | |||
| Expected Short fall | (0.85) | |||
| Skewness | 0.2068 | |||
| Kurtosis | 0.0709 |
iShares Mortgage Real Backtested Returns
As of now, IShares Etf is very steady. iShares Mortgage Real holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares Mortgage Real, which you can use to evaluate the volatility of the entity. Please check out IShares Mortgage's Risk Adjusted Performance of 0.1216, downside deviation of 0.843, and Market Risk Adjusted Performance of 0.2396 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. The etf retains a Market Volatility (i.e., Beta) of 0.62, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Mortgage's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Mortgage is expected to be smaller as well.
Auto-correlation | 0.77 |
Good predictability
iShares Mortgage Real has good predictability. Overlapping area represents the amount of predictability between IShares Mortgage time series from 24th of October 2025 to 8th of December 2025 and 8th of December 2025 to 22nd 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 Mortgage Real price movement. The serial correlation of 0.77 indicates that around 77.0% of current IShares Mortgage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.37 |
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IShares Mortgage 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.