Ishares Systematic Bond Etf Market Value
| SYSB Etf | 90.70 0.03 0.03% |
| Symbol | IShares |
Investors evaluate iShares Systematic Bond using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating IShares Systematic'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 Systematic's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between IShares Systematic's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Systematic is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, IShares Systematic's market price signifies the transaction level at which participants voluntarily complete trades.
IShares Systematic '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 Systematic'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 Systematic.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in IShares Systematic on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Systematic Bond or generate 0.0% return on investment in IShares Systematic over 90 days. IShares Systematic is related to or competes with Pacer Cash, AdvisorShares Dorsey, AIM ETF, Franklin Ethereum, Global X, IShares MSCI, and VanEck Africa. IShares Systematic is entity of United States More
IShares Systematic 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 Systematic'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 Systematic Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2277 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 1.17 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.3573 |
IShares Systematic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Systematic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Systematic's standard deviation. In reality, there are many statistical measures that can use IShares Systematic historical prices to predict the future IShares Systematic's volatility.| Risk Adjusted Performance | 0.0596 | |||
| Jensen Alpha | 0.0109 | |||
| Total Risk Alpha | 0.0037 | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | 0.1522 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Systematic'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 Systematic February 19, 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 | 0.0596 | |||
| Market Risk Adjusted Performance | 0.1622 | |||
| Mean Deviation | 0.1796 | |||
| Semi Deviation | 0.1424 | |||
| Downside Deviation | 0.2277 | |||
| Coefficient Of Variation | 940.33 | |||
| Standard Deviation | 0.2289 | |||
| Variance | 0.0524 | |||
| Information Ratio | (0.1) | |||
| Jensen Alpha | 0.0109 | |||
| Total Risk Alpha | 0.0037 | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | 0.1522 | |||
| Maximum Drawdown | 1.17 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.3573 | |||
| Downside Variance | 0.0518 | |||
| Semi Variance | 0.0203 | |||
| Expected Short fall | (0.19) | |||
| Skewness | (0.01) | |||
| Kurtosis | 0.3386 |
iShares Systematic Bond Backtested Returns
At this point, IShares Systematic is very steady. iShares Systematic Bond holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares Systematic Bond, which you can use to evaluate the volatility of the entity. Please check out IShares Systematic's Downside Deviation of 0.2277, market risk adjusted performance of 0.1622, and Risk Adjusted Performance of 0.0596 to validate if the risk estimate we provide is consistent with the expected return of 0.0289%. The etf retains a Market Volatility (i.e., Beta) of 0.0942, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Systematic's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Systematic is expected to be smaller as well.
Auto-correlation | 0.57 |
Modest predictability
iShares Systematic Bond has modest predictability. Overlapping area represents the amount of predictability between IShares Systematic time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th 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 Systematic Bond price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current IShares Systematic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
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 Systematic Bond offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of IShares Systematic'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 Systematic Bond Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Ishares Systematic Bond Etf:Check out IShares Systematic Correlation, IShares Systematic Volatility and IShares Systematic Performance module to complement your research on IShares Systematic. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
IShares Systematic 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.