Ishares Trust Etf Market Value
| TOPT Etf | 30.67 0.19 0.62% |
| Symbol | IShares |
The market value of iShares Trust 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 Trust's value that differs from its market value or its book value, called intrinsic value, which is IShares Trust'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 Trust's market value can be influenced by many factors that don't directly affect IShares Trust'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 Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Trust'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 Trust '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 Trust'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 Trust.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in IShares Trust on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Trust or generate 0.0% return on investment in IShares Trust over 90 days. IShares Trust is related to or competes with ProShares Nasdaq, First Trust, IShares Currency, United States, Columbia India, Segall Bryant, and FT Cboe. IShares Trust is entity of United States More
IShares Trust 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 Trust'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 Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8761 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 4.48 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.15 |
IShares Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Trust's standard deviation. In reality, there are many statistical measures that can use IShares Trust historical prices to predict the future IShares Trust's volatility.| Risk Adjusted Performance | 0.0043 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | (0.01) |
IShares Trust January 24, 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 | 0.0043 | |||
| Market Risk Adjusted Performance | 5.0E-4 | |||
| Mean Deviation | 0.5892 | |||
| Semi Deviation | 0.8591 | |||
| Downside Deviation | 0.8761 | |||
| Coefficient Of Variation | 21788.51 | |||
| Standard Deviation | 0.8069 | |||
| Variance | 0.6511 | |||
| Information Ratio | (0.09) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | (0.01) | |||
| Maximum Drawdown | 4.48 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.15 | |||
| Downside Variance | 0.7675 | |||
| Semi Variance | 0.7381 | |||
| Expected Short fall | (0.56) | |||
| Skewness | (0.17) | |||
| Kurtosis | 0.9894 |
iShares Trust Backtested Returns
iShares Trust holds Efficiency (Sharpe) Ratio of -0.0357, which attests that the entity had a -0.0357 % return per unit of risk over the last 3 months. iShares Trust exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IShares Trust's Market Risk Adjusted Performance of 5.0E-4, risk adjusted performance of 0.0043, and Downside Deviation of 0.8761 to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.66, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Trust is expected to be smaller as well.
Auto-correlation | -0.26 |
Weak reverse predictability
iShares Trust has weak reverse predictability. Overlapping area represents the amount of predictability between IShares Trust time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th 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 Trust price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current IShares Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Thematic Opportunities
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Check out IShares Trust Correlation, IShares Trust Volatility and IShares Trust Alpha and Beta module to complement your research on IShares Trust. For more information on how to buy IShares Etf please use our How to Invest in IShares Trust guide.You can also try the AI Portfolio Prophet module to use AI to generate optimal portfolios and find profitable investment opportunities.
IShares Trust 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.