Ishares Managed Futures Etf Technical Analysis
| ISMF Etf | 27.23 0.01 0.04% |
As of the 4th of February, IShares Managed retains the Market Risk Adjusted Performance of 0.3642, risk adjusted performance of 0.1448, and Downside Deviation of 0.7736. Our technical analysis interface lets you check existing technical drivers of iShares Managed Futures, as well as the relationship between them. Please check out iShares Managed Futures variance, as well as the relationship between the maximum drawdown and semi variance to decide if IShares Managed is priced fairly, providing market reflects its last-minute price of 27.23 per share.
IShares Managed Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as IShares, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ISharesIShares Managed's Momentum analyses are specifically helpful, as they help investors time the market using mark points where the market can reverse. The reversal spots are usually identified through divergence between price movement and momentum.iShares Managed Futures's market price often diverges from its book value, the accounting figure shown on IShares's balance sheet. Smart investors calculate IShares Managed's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since IShares Managed's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between IShares Managed's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Managed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Managed'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 Managed '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 Managed'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 Managed.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in IShares Managed on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Managed Futures or generate 0.0% return on investment in IShares Managed over 90 days. IShares Managed is related to or competes with DGA Core, Draco Evolution, First Trust, Advisors Inner, WisdomTree Managed, Fidelity Managed, and AltShares Trust. More
IShares Managed 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 Managed'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 Managed Futures upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7736 | |||
| Information Ratio | 0.1 | |||
| Maximum Drawdown | 4.54 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.9513 |
IShares Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Managed's standard deviation. In reality, there are many statistical measures that can use IShares Managed historical prices to predict the future IShares Managed's volatility.| Risk Adjusted Performance | 0.1448 | |||
| Jensen Alpha | 0.1014 | |||
| Total Risk Alpha | 0.0714 | |||
| Sortino Ratio | 0.0845 | |||
| Treynor Ratio | 0.3542 |
IShares Managed February 4, 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 | 0.1448 | |||
| Market Risk Adjusted Performance | 0.3642 | |||
| Mean Deviation | 0.4398 | |||
| Semi Deviation | 0.4807 | |||
| Downside Deviation | 0.7736 | |||
| Coefficient Of Variation | 503.6 | |||
| Standard Deviation | 0.6541 | |||
| Variance | 0.4279 | |||
| Information Ratio | 0.1 | |||
| Jensen Alpha | 0.1014 | |||
| Total Risk Alpha | 0.0714 | |||
| Sortino Ratio | 0.0845 | |||
| Treynor Ratio | 0.3542 | |||
| Maximum Drawdown | 4.54 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.9513 | |||
| Downside Variance | 0.5984 | |||
| Semi Variance | 0.231 | |||
| Expected Short fall | (0.48) | |||
| Skewness | (1.24) | |||
| Kurtosis | 6.76 |
iShares Managed Futures Backtested Returns
At this point, IShares Managed is very steady. iShares Managed Futures holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2 % return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares Managed Futures, which you can use to evaluate the volatility of the entity. Please check out IShares Managed's Risk Adjusted Performance of 0.1448, downside deviation of 0.7736, and Market Risk Adjusted Performance of 0.3642 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. The etf retains a Market Volatility (i.e., Beta) of 0.34, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Managed is expected to be smaller as well.
Auto-correlation | 0.34 |
Below average predictability
iShares Managed Futures has below average predictability. Overlapping area represents the amount of predictability between IShares Managed time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th 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 Managed Futures price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current IShares Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
IShares Managed 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.
iShares Managed Futures Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of iShares Managed Futures volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About IShares Managed Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of iShares Managed Futures on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of iShares Managed Futures based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on iShares Managed Futures price pattern first instead of the macroeconomic environment surrounding iShares Managed Futures. By analyzing IShares Managed's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of IShares Managed's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to IShares Managed specific price patterns or momentum indicators. Please read more on our technical analysis page.
IShares Managed February 4, 2026 Technical Indicators
Most technical analysis of IShares help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for IShares from various momentum indicators to cycle indicators. When you analyze IShares charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1448 | |||
| Market Risk Adjusted Performance | 0.3642 | |||
| Mean Deviation | 0.4398 | |||
| Semi Deviation | 0.4807 | |||
| Downside Deviation | 0.7736 | |||
| Coefficient Of Variation | 503.6 | |||
| Standard Deviation | 0.6541 | |||
| Variance | 0.4279 | |||
| Information Ratio | 0.1 | |||
| Jensen Alpha | 0.1014 | |||
| Total Risk Alpha | 0.0714 | |||
| Sortino Ratio | 0.0845 | |||
| Treynor Ratio | 0.3542 | |||
| Maximum Drawdown | 4.54 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.9513 | |||
| Downside Variance | 0.5984 | |||
| Semi Variance | 0.231 | |||
| Expected Short fall | (0.48) | |||
| Skewness | (1.24) | |||
| Kurtosis | 6.76 |
IShares Managed February 4, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as IShares stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 19.79 | ||
| Daily Balance Of Power | 0.03 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 27.38 | ||
| Day Typical Price | 27.33 | ||
| Price Action Indicator | (0.14) | ||
| Market Facilitation Index | 0.0002 |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in iShares Managed Futures. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in industry. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
iShares Managed Futures's market price often diverges from its book value, the accounting figure shown on IShares's balance sheet. Smart investors calculate IShares Managed's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since IShares Managed's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between IShares Managed's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Managed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Managed'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.