Ishares Msci Usa Etf Market Value
| SMLF Etf | USD 77.76 1.51 1.90% |
| Symbol | IShares |
The market value of iShares MSCI USA 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 MSCI's value that differs from its market value or its book value, called intrinsic value, which is IShares MSCI's true underlying value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Because IShares MSCI's market value can be influenced by many factors that don't directly affect IShares MSCI'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 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. Meanwhile, IShares MSCI's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
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.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in IShares MSCI on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding iShares MSCI USA or generate 0.0% return on investment in IShares MSCI over 90 days. IShares MSCI is related to or competes with IShares Edge, Fidelity MSCI, SPDR SP, IShares Edge, Fidelity Covington, Invesco FTSE, and IShares Russell. The fund will invest at least 80 percent of its assets in the component securities of its 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 USA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9712 | |||
| Information Ratio | 0.0318 | |||
| Maximum Drawdown | 4.06 | |||
| Value At Risk | (1.48) | |||
| Potential Upside | 2.0 |
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 | 0.1048 | |||
| Jensen Alpha | 0.0243 | |||
| Total Risk Alpha | 0.0019 | |||
| Sortino Ratio | 0.0347 | |||
| Treynor Ratio | 0.1155 |
IShares MSCI February 12, 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 | 0.1048 | |||
| Market Risk Adjusted Performance | 0.1255 | |||
| Mean Deviation | 0.8054 | |||
| Semi Deviation | 0.8318 | |||
| Downside Deviation | 0.9712 | |||
| Coefficient Of Variation | 775.05 | |||
| Standard Deviation | 1.06 | |||
| Variance | 1.13 | |||
| Information Ratio | 0.0318 | |||
| Jensen Alpha | 0.0243 | |||
| Total Risk Alpha | 0.0019 | |||
| Sortino Ratio | 0.0347 | |||
| Treynor Ratio | 0.1155 | |||
| Maximum Drawdown | 4.06 | |||
| Value At Risk | (1.48) | |||
| Potential Upside | 2.0 | |||
| Downside Variance | 0.9432 | |||
| Semi Variance | 0.6919 | |||
| Expected Short fall | (0.92) | |||
| Skewness | 0.1487 | |||
| Kurtosis | 0.484 |
iShares MSCI USA Backtested Returns
At this point, IShares MSCI is very steady. iShares MSCI USA holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iShares MSCI USA, which you can use to evaluate the volatility of the entity. Please check out IShares MSCI's Risk Adjusted Performance of 0.1048, downside deviation of 0.9712, and Market Risk Adjusted Performance of 0.1255 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. The etf retains a Market Volatility (i.e., Beta) of 1.1, which attests to a somewhat significant risk relative to the market. 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 | 0.77 |
Good predictability
iShares MSCI USA has good predictability. Overlapping area represents the amount of predictability between IShares MSCI time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th 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 USA price movement. The serial correlation of 0.77 indicates that around 77.0% of current IShares MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 1.78 |
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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 ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
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.