IShares Moderate (Netherlands) Technical Analysis
| MODU Etf | 6.26 0.05 0.79% |
As of the 5th of March, IShares Moderate retains the Risk Adjusted Performance of 0.1198, coefficient of variation of 569.61, and Market Risk Adjusted Performance of (0.74). Concerning fundamental indicators, the technical analysis model lets you check existing technical drivers of iShares Moderate Portfolio, as well as the relationship between them. Please check out iShares Moderate Por standard deviation, information ratio, treynor ratio, as well as the relationship between the variance and jensen alpha to decide if IShares Moderate is priced fairly, providing market reflects its last-minute price of 6.26 per share.
IShares Moderate 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 |
IShares Moderate '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 Moderate'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 Moderate.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in IShares Moderate on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Moderate Portfolio or generate 0.0% return on investment in IShares Moderate over 90 days. IShares Moderate is related to or competes with BlackRock ESG, IShares France, BlackRock ESG, IShares Digital, and IShares Ultrashort. IShares Moderate is entity of Netherlands More
IShares Moderate 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 Moderate'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 Moderate Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5441 | |||
| Information Ratio | 0.0454 | |||
| Maximum Drawdown | 2.47 | |||
| Value At Risk | (0.48) | |||
| Potential Upside | 0.6536 |
IShares Moderate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Moderate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Moderate's standard deviation. In reality, there are many statistical measures that can use IShares Moderate historical prices to predict the future IShares Moderate's volatility.| Risk Adjusted Performance | 0.1198 | |||
| Jensen Alpha | 0.0518 | |||
| Total Risk Alpha | 0.0341 | |||
| Sortino Ratio | 0.0283 | |||
| Treynor Ratio | (0.75) |
IShares Moderate March 5, 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 | 0.1198 | |||
| Market Risk Adjusted Performance | (0.74) | |||
| Mean Deviation | 0.1863 | |||
| Downside Deviation | 0.5441 | |||
| Coefficient Of Variation | 569.61 | |||
| Standard Deviation | 0.3391 | |||
| Variance | 0.115 | |||
| Information Ratio | 0.0454 | |||
| Jensen Alpha | 0.0518 | |||
| Total Risk Alpha | 0.0341 | |||
| Sortino Ratio | 0.0283 | |||
| Treynor Ratio | (0.75) | |||
| Maximum Drawdown | 2.47 | |||
| Value At Risk | (0.48) | |||
| Potential Upside | 0.6536 | |||
| Downside Variance | 0.296 | |||
| Semi Variance | (0.03) | |||
| Expected Short fall | (0.62) | |||
| Skewness | 2.34 | |||
| Kurtosis | 11.13 |
iShares Moderate Por Backtested Returns
Currently, iShares Moderate Portfolio is very steady. iShares Moderate Por holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iShares Moderate Por, which you can use to evaluate the volatility of the entity. Please check out IShares Moderate's Market Risk Adjusted Performance of (0.74), risk adjusted performance of 0.1198, and Coefficient Of Variation of 569.61 to validate if the risk estimate we provide is consistent with the expected return of 0.034%. The etf retains a Market Volatility (i.e., Beta) of -0.0659, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Moderate are expected to decrease at a much lower rate. During the bear market, IShares Moderate is likely to outperform the market.
Auto-correlation | 0.76 |
Good predictability
iShares Moderate Portfolio has good predictability. Overlapping area represents the amount of predictability between IShares Moderate time series from 5th of December 2025 to 19th of January 2026 and 19th of January 2026 to 5th of March 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 Moderate Por price movement. The serial correlation of 0.76 indicates that around 76.0% of current IShares Moderate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.96 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
IShares Moderate 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 Moderate Por Technical Analysis
The output start index for this execution was two with a total number of output elements of fifty-nine. The Normalized Average True Range is used to analyze tradable apportunities for iShares Moderate Por across different markets.
About IShares Moderate 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 Moderate Portfolio 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 Moderate Portfolio based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on iShares Moderate Por price pattern first instead of the macroeconomic environment surrounding iShares Moderate Por. By analyzing IShares Moderate'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 Moderate'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 Moderate specific price patterns or momentum indicators. Please read more on our technical analysis page.
IShares Moderate March 5, 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 | 0.1198 | |||
| Market Risk Adjusted Performance | (0.74) | |||
| Mean Deviation | 0.1863 | |||
| Downside Deviation | 0.5441 | |||
| Coefficient Of Variation | 569.61 | |||
| Standard Deviation | 0.3391 | |||
| Variance | 0.115 | |||
| Information Ratio | 0.0454 | |||
| Jensen Alpha | 0.0518 | |||
| Total Risk Alpha | 0.0341 | |||
| Sortino Ratio | 0.0283 | |||
| Treynor Ratio | (0.75) | |||
| Maximum Drawdown | 2.47 | |||
| Value At Risk | (0.48) | |||
| Potential Upside | 0.6536 | |||
| Downside Variance | 0.296 | |||
| Semi Variance | (0.03) | |||
| Expected Short fall | (0.62) | |||
| Skewness | 2.34 | |||
| Kurtosis | 11.13 |
IShares Moderate March 5, 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 | 2.59 | ||
| Daily Balance Of Power | (2.50) | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 6.27 | ||
| Day Typical Price | 6.27 | ||
| Price Action Indicator | (0.04) |
Other Information on Investing in IShares Etf
IShares Moderate 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 Moderate security.