Ishares Mortgage Real Etf Market Value
| REM Etf | USD 22.79 0.10 0.44% |
| Symbol | IShares |
Investors evaluate iShares Mortgage Real using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating IShares Mortgage's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause IShares Mortgage's market price to deviate significantly from intrinsic value.
It's important to distinguish between IShares Mortgage's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding IShares Mortgage should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, IShares Mortgage's market price signifies the transaction level at which participants voluntarily complete trades.
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.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in IShares Mortgage on November 17, 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 | 1.07 | |||
| Information Ratio | 0.042 | |||
| Maximum Drawdown | 6.66 | |||
| Value At Risk | (1.20) | |||
| 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 | 0.0896 | |||
| Jensen Alpha | 0.072 | |||
| Total Risk Alpha | 0.0258 | |||
| Sortino Ratio | 0.0415 | |||
| Treynor Ratio | 0.1926 |
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 February 15, 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 | 0.0896 | |||
| Market Risk Adjusted Performance | 0.2026 | |||
| Mean Deviation | 0.7725 | |||
| Semi Deviation | 0.9036 | |||
| Downside Deviation | 1.07 | |||
| Coefficient Of Variation | 925.5 | |||
| Standard Deviation | 1.06 | |||
| Variance | 1.12 | |||
| Information Ratio | 0.042 | |||
| Jensen Alpha | 0.072 | |||
| Total Risk Alpha | 0.0258 | |||
| Sortino Ratio | 0.0415 | |||
| Treynor Ratio | 0.1926 | |||
| Maximum Drawdown | 6.66 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.76 | |||
| Downside Variance | 1.15 | |||
| Semi Variance | 0.8165 | |||
| Expected Short fall | (0.91) | |||
| Skewness | (0.74) | |||
| Kurtosis | 3.14 |
iShares Mortgage Real Backtested Returns
As of now, IShares Etf is very steady. iShares Mortgage Real holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % 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 Market Risk Adjusted Performance of 0.2026, downside deviation of 1.07, and Risk Adjusted Performance of 0.0896 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. The etf retains a Market Volatility (i.e., Beta) of 0.54, 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 | 0.28 |
Poor predictability
iShares Mortgage Real has poor predictability. Overlapping area represents the amount of predictability between IShares Mortgage time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th 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 Mortgage Real price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current IShares Mortgage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
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 Mortgage Correlation, IShares Mortgage Volatility and IShares Mortgage Performance module to complement your research on IShares Mortgage. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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.