Ishares Sp Global Etf Market Value
| XCD Etf | CAD 59.48 0.49 0.83% |
| Symbol | IShares |
IShares SP '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 SP'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 SP.
| 11/25/2025 |
| 02/23/2026 |
If you would invest 0.00 in IShares SP on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding iShares SP Global or generate 0.0% return on investment in IShares SP over 90 days. IShares SP is related to or competes with IShares SPTSX, IShares MSCI, Hamilton Energy, Hamilton Gold, AGFiQ Market, and First Asset. The investment seeks to replicate, net of expenses, the performance of the SP Global 1200 Consumer Discretionary Canadia... More
IShares SP 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 SP'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 SP Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8044 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.1 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.48 |
IShares SP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares SP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares SP's standard deviation. In reality, there are many statistical measures that can use IShares SP historical prices to predict the future IShares SP's volatility.| Risk Adjusted Performance | 0.0402 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0584 |
IShares SP February 23, 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 | 0.0402 | |||
| Market Risk Adjusted Performance | 0.0684 | |||
| Mean Deviation | 0.6575 | |||
| Semi Deviation | 0.7392 | |||
| Downside Deviation | 0.8044 | |||
| Coefficient Of Variation | 1947.48 | |||
| Standard Deviation | 0.8543 | |||
| Variance | 0.7299 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0584 | |||
| Maximum Drawdown | 4.1 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.48 | |||
| Downside Variance | 0.647 | |||
| Semi Variance | 0.5464 | |||
| Expected Short fall | (0.74) | |||
| Skewness | 0.0884 | |||
| Kurtosis | 0.267 |
iShares SP Global Backtested Returns
As of now, IShares Etf is very steady. iShares SP Global holds Efficiency (Sharpe) Ratio of 0.0248, which attests that the entity had a 0.0248 % return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares SP Global, which you can use to evaluate the volatility of the entity. Please check out IShares SP's Risk Adjusted Performance of 0.0402, market risk adjusted performance of 0.0684, and Downside Deviation of 0.8044 to validate if the risk estimate we provide is consistent with the expected return of 0.0202%. The etf retains a Market Volatility (i.e., Beta) of 0.58, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares SP is expected to be smaller as well.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
iShares SP Global has almost perfect reverse predictability. Overlapping area represents the amount of predictability between IShares SP time series from 25th of November 2025 to 9th of January 2026 and 9th of January 2026 to 23rd 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 SP Global price movement. The serial correlation of -0.76 indicates that around 76.0% of current IShares SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.95 |
Pair Trading with IShares SP
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if IShares SP position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in IShares SP will appreciate offsetting losses from the drop in the long position's value.Moving together with IShares Etf
Moving against IShares Etf
The ability to find closely correlated positions to IShares SP could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace IShares SP when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back IShares SP - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling iShares SP Global to buy it.
The correlation of IShares SP is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as IShares SP moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if iShares SP Global moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for IShares SP can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in IShares Etf
IShares SP financial ratios help investors to determine whether IShares Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in IShares with respect to the benefits of owning IShares SP security.