Ishares Residential And Etf Market Value
| REZ Etf | USD 84.42 0.86 1.03% |
| Symbol | IShares |
Investors evaluate iShares Residential and using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating IShares Residential's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause IShares Residential's market price to deviate significantly from intrinsic value.
It's important to distinguish between IShares Residential's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding IShares Residential should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, IShares Residential's market price signifies the transaction level at which participants voluntarily complete trades.
IShares Residential '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 Residential'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 Residential.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in IShares Residential on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Residential and or generate 0.0% return on investment in IShares Residential over 90 days. IShares Residential is related to or competes with IShares Healthcare, SEI Exchange, IShares Currency, Innovator, Innovator, American Century, and IShares Morningstar. The fund generally will invest at least 80 percent of its assets in the component securities of the underlying index and... More
IShares Residential 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 Residential'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 Residential and upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8469 | |||
| Information Ratio | 8.0E-4 | |||
| Maximum Drawdown | 3.23 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.42 |
IShares Residential Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Residential's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Residential's standard deviation. In reality, there are many statistical measures that can use IShares Residential historical prices to predict the future IShares Residential's volatility.| Risk Adjusted Performance | 0.0603 | |||
| Jensen Alpha | 0.0423 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 7.0E-4 | |||
| Treynor Ratio | 0.2338 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Residential'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 Residential February 5, 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 | 0.0603 | |||
| Market Risk Adjusted Performance | 0.2438 | |||
| Mean Deviation | 0.6621 | |||
| Semi Deviation | 0.7182 | |||
| Downside Deviation | 0.8469 | |||
| Coefficient Of Variation | 1238.4 | |||
| Standard Deviation | 0.8066 | |||
| Variance | 0.6506 | |||
| Information Ratio | 8.0E-4 | |||
| Jensen Alpha | 0.0423 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 7.0E-4 | |||
| Treynor Ratio | 0.2338 | |||
| Maximum Drawdown | 3.23 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.42 | |||
| Downside Variance | 0.7172 | |||
| Semi Variance | 0.5157 | |||
| Expected Short fall | (0.67) | |||
| Skewness | (0.02) | |||
| Kurtosis | (0.71) |
iShares Residential and Backtested Returns
At this stage we consider IShares Etf to be very steady. iShares Residential and holds Efficiency (Sharpe) Ratio of 0.0362, which attests that the entity had a 0.0362 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iShares Residential and, which you can use to evaluate the volatility of the entity. Please check out IShares Residential's Downside Deviation of 0.8469, risk adjusted performance of 0.0603, and Market Risk Adjusted Performance of 0.2438 to validate if the risk estimate we provide is consistent with the expected return of 0.0293%. The etf retains a Market Volatility (i.e., Beta) of 0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Residential's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Residential is expected to be smaller as well.
Auto-correlation | 0.37 |
Below average predictability
iShares Residential and has below average predictability. Overlapping area represents the amount of predictability between IShares Residential time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 Residential and price movement. The serial correlation of 0.37 indicates that just about 37.0% of current IShares Residential price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.94 |
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 Residential and offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of IShares Residential'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 Residential And Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Ishares Residential And Etf:Check out IShares Residential Correlation, IShares Residential Volatility and IShares Residential Performance module to complement your research on IShares Residential. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
IShares Residential 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.