Ishares Sp Mid Cap Etf Technical Analysis
| XMH Etf | CAD 30.71 0.29 0.95% |
As of the 5th of February, IShares SP retains the Market Risk Adjusted Performance of 0.3326, downside deviation of 0.8915, and Risk Adjusted Performance of 0.0961. Concerning fundamental indicators, the technical analysis model lets you check existing technical drivers of iShares SP Mid Cap, as well as the relationship between them.
IShares SP 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 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.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in IShares SP on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding iShares SP Mid Cap or generate 0.0% return on investment in IShares SP over 90 days. IShares SP is related to or competes with BMO Conservative, BMO Global, IShares SP, Fidelity High, Brompton Flaherty, BMO Low, and TD Q. The investment seeks to replicate the performance, net of expenses, of the SP MidCap 400 CAD Hedged Index 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 Mid Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8915 | |||
| Information Ratio | 0.0563 | |||
| Maximum Drawdown | 4.13 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.66 |
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 | 0.0961 | |||
| Jensen Alpha | 0.0873 | |||
| Total Risk Alpha | 0.0385 | |||
| Sortino Ratio | 0.0567 | |||
| Treynor Ratio | 0.3226 |
IShares SP February 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 | 0.0961 | |||
| Market Risk Adjusted Performance | 0.3326 | |||
| Mean Deviation | 0.6976 | |||
| Semi Deviation | 0.7165 | |||
| Downside Deviation | 0.8915 | |||
| Coefficient Of Variation | 780.32 | |||
| Standard Deviation | 0.8978 | |||
| Variance | 0.8061 | |||
| Information Ratio | 0.0563 | |||
| Jensen Alpha | 0.0873 | |||
| Total Risk Alpha | 0.0385 | |||
| Sortino Ratio | 0.0567 | |||
| Treynor Ratio | 0.3226 | |||
| Maximum Drawdown | 4.13 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.66 | |||
| Downside Variance | 0.7947 | |||
| Semi Variance | 0.5134 | |||
| Expected Short fall | (0.79) | |||
| Skewness | (0.03) | |||
| Kurtosis | 0.0093 |
iShares SP Mid Backtested Returns
As of now, IShares Etf is very steady. iShares SP Mid holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iShares SP Mid, which you can use to evaluate the volatility of the entity. Please check out IShares SP's Market Risk Adjusted Performance of 0.3326, risk adjusted performance of 0.0961, and Downside Deviation of 0.8915 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 0.33, 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 | 0.58 |
Modest predictability
iShares SP Mid Cap has modest predictability. Overlapping area represents the amount of predictability between IShares SP time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 Mid price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current IShares SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
IShares SP 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 SP Mid Technical Analysis
The output start index for this execution was fifty with a total number of output elements of eleven. 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 SP Mid volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About IShares SP 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 SP Mid Cap 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 SP Mid Cap based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on iShares SP Mid price pattern first instead of the macroeconomic environment surrounding iShares SP Mid. By analyzing IShares SP'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 SP'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 SP specific price patterns or momentum indicators. Please read more on our technical analysis page.
IShares SP February 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 | 0.0961 | |||
| Market Risk Adjusted Performance | 0.3326 | |||
| Mean Deviation | 0.6976 | |||
| Semi Deviation | 0.7165 | |||
| Downside Deviation | 0.8915 | |||
| Coefficient Of Variation | 780.32 | |||
| Standard Deviation | 0.8978 | |||
| Variance | 0.8061 | |||
| Information Ratio | 0.0563 | |||
| Jensen Alpha | 0.0873 | |||
| Total Risk Alpha | 0.0385 | |||
| Sortino Ratio | 0.0567 | |||
| Treynor Ratio | 0.3226 | |||
| Maximum Drawdown | 4.13 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.66 | |||
| Downside Variance | 0.7947 | |||
| Semi Variance | 0.5134 | |||
| Expected Short fall | (0.79) | |||
| Skewness | (0.03) | |||
| Kurtosis | 0.0093 |
iShares SP Mid One Year Return
Based on the recorded statements, iShares SP Mid Cap has an One Year Return of 5.6%. This is 7.74% lower than that of the iShares family and significantly higher than that of the US Small/Mid Cap Equity category. The one year return for all Canada etfs is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.IShares SP February 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 | 601.38 | ||
| Daily Balance Of Power | 0.64 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 30.57 | ||
| Day Typical Price | 30.61 | ||
| Price Action Indicator | 0.29 |
Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in iShares SP Mid Cap. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in state. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.