Ishares Msci Eafe Etf Market Value
| SCZ Etf | USD 81.77 1.40 1.68% |
| Symbol | IShares |
Understanding iShares MSCI EAFE 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.
Please note, there is a significant difference between IShares MSCI's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares MSCI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. 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.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in IShares MSCI on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding iShares MSCI EAFE or generate 0.0% return on investment in IShares MSCI over 90 days. IShares MSCI is related to or competes with IShares ESG, IShares Core, Alerian MLP, IShares MSCI, Dimensional International, Schwab Emerging, and Dimensional Small. The fund generally will invest at least 80 percent of its assets in the component securities of the underlying index and... 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 EAFE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7109 | |||
| Information Ratio | 0.1121 | |||
| Maximum Drawdown | 2.91 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.21 |
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 | 0.1448 | |||
| Jensen Alpha | 0.0952 | |||
| Total Risk Alpha | 0.0802 | |||
| Sortino Ratio | 0.11 | |||
| Treynor Ratio | 0.1939 |
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 January 31, 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 | 0.1448 | |||
| Market Risk Adjusted Performance | 0.2039 | |||
| Mean Deviation | 0.5604 | |||
| Semi Deviation | 0.4995 | |||
| Downside Deviation | 0.7109 | |||
| Coefficient Of Variation | 499.93 | |||
| Standard Deviation | 0.6973 | |||
| Variance | 0.4862 | |||
| Information Ratio | 0.1121 | |||
| Jensen Alpha | 0.0952 | |||
| Total Risk Alpha | 0.0802 | |||
| Sortino Ratio | 0.11 | |||
| Treynor Ratio | 0.1939 | |||
| Maximum Drawdown | 2.91 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.21 | |||
| Downside Variance | 0.5054 | |||
| Semi Variance | 0.2495 | |||
| Expected Short fall | (0.60) | |||
| Skewness | (0.12) | |||
| Kurtosis | (0.49) |
iShares MSCI EAFE Backtested Returns
At this stage we consider IShares Etf to be very steady. iShares MSCI EAFE holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares MSCI EAFE, which you can use to evaluate the volatility of the entity. Please check out IShares MSCI's Downside Deviation of 0.7109, market risk adjusted performance of 0.2039, and Risk Adjusted Performance of 0.1448 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 0.67, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares MSCI is expected to be smaller as well.
Auto-correlation | 0.57 |
Modest predictability
iShares MSCI EAFE has modest predictability. Overlapping area represents the amount of predictability between IShares MSCI time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st 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 MSCI EAFE price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current IShares MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 4.13 |
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 MSCI EAFE offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of IShares MSCI'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 Msci Eafe Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Ishares Msci Eafe Etf:Check out IShares MSCI Correlation, IShares MSCI Volatility and IShares MSCI Performance module to complement your research on IShares MSCI. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
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.