Ishares Small Cap Etf Market Value
| SVAL Etf | USD 36.67 0.01 0.03% |
| Symbol | IShares |
The market value of iShares Small Cap 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 Small's value that differs from its market value or its book value, called intrinsic value, which is IShares Small'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 Small's market value can be influenced by many factors that don't directly affect IShares Small'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 Small's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Small is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Small'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 Small '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 Small'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 Small.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in IShares Small on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Small Cap or generate 0.0% return on investment in IShares Small over 90 days. IShares Small is related to or competes with IShares Oil, IShares MSCI, IShares MSCI, IShares ESG, Avantis International, WisdomTree International, and Harbor ETF. The index measures the performance of small-capitalization U.S More
IShares Small 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 Small'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8888 | |||
| Information Ratio | 0.0828 | |||
| Maximum Drawdown | 5.39 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.18 |
IShares Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Small's standard deviation. In reality, there are many statistical measures that can use IShares Small historical prices to predict the future IShares Small's volatility.| Risk Adjusted Performance | 0.1185 | |||
| Jensen Alpha | 0.0857 | |||
| Total Risk Alpha | 0.0572 | |||
| Sortino Ratio | 0.0997 | |||
| Treynor Ratio | 0.1514 |
IShares Small January 28, 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 | 0.1185 | |||
| Market Risk Adjusted Performance | 0.1614 | |||
| Mean Deviation | 0.7791 | |||
| Semi Deviation | 0.6654 | |||
| Downside Deviation | 0.8888 | |||
| Coefficient Of Variation | 637.71 | |||
| Standard Deviation | 1.07 | |||
| Variance | 1.15 | |||
| Information Ratio | 0.0828 | |||
| Jensen Alpha | 0.0857 | |||
| Total Risk Alpha | 0.0572 | |||
| Sortino Ratio | 0.0997 | |||
| Treynor Ratio | 0.1514 | |||
| Maximum Drawdown | 5.39 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.18 | |||
| Downside Variance | 0.79 | |||
| Semi Variance | 0.4427 | |||
| Expected Short fall | (0.94) | |||
| Skewness | 0.74 | |||
| Kurtosis | 1.33 |
iShares Small Cap Backtested Returns
IShares Small appears to be very steady, given 3 months investment horizon. iShares Small Cap holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares Small Cap, which you can use to evaluate the volatility of the entity. Please utilize IShares Small's Downside Deviation of 0.8888, risk adjusted performance of 0.1185, and Market Risk Adjusted Performance of 0.1614 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 1.04, which attests to a somewhat significant risk relative to the market. IShares Small returns are very sensitive to returns on the market. As the market goes up or down, IShares Small is expected to follow.
Auto-correlation | 0.80 |
Very good predictability
iShares Small Cap has very good predictability. Overlapping area represents the amount of predictability between IShares Small time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 Small Cap price movement. The serial correlation of 0.8 indicates that around 80.0% of current IShares Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.69 |
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IShares Small 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.