Ishares Msci Japan Etf Key Fundamental Indicators
| IJPC Etf | CHF 129.50 0.42 0.33% |
As of the 21st of February, IShares MSCI retains the Downside Deviation of 1.09, risk adjusted performance of 0.1343, and Market Risk Adjusted Performance of (7.36). IShares MSCI technical analysis makes it possible for you to employ historical prices and volume momentum with the intention to determine a pattern that calculates the direction of the entity's future prices. Please check out iShares MSCI Japan downside deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance to decide if IShares MSCI is priced fairly, providing market reflects its last-minute price of 129.5 per share.
IShares MSCI's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing IShares MSCI's valuation are provided below:iShares MSCI Japan does not presently have any fundamental trends for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. IShares |
IShares MSCI '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 MSCI'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 MSCI.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in IShares MSCI on November 23, 2025 and sell it all today you would earn a total of 0.00 from holding iShares MSCI Japan or generate 0.0% return on investment in IShares MSCI over 90 days. IShares MSCI is related to or competes with 21Shares Ethereum, IShares Global, IShares Swiss, IShares Swiss, IShares JP, and SPDR MSCI. The fund is an exchange traded fund that aims to track the performance of the MSCI Japan 100 percent Hedged to CHF Net T... More
IShares MSCI 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 MSCI'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 MSCI Japan upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.09 | |||
| Information Ratio | 0.1016 | |||
| Maximum Drawdown | 5.22 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 2.15 |
IShares MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares MSCI's standard deviation. In reality, there are many statistical measures that can use IShares MSCI historical prices to predict the future IShares MSCI's volatility.| Risk Adjusted Performance | 0.1343 | |||
| Jensen Alpha | 0.1889 | |||
| Total Risk Alpha | 0.081 | |||
| Sortino Ratio | 0.1066 | |||
| Treynor Ratio | (7.37) |
IShares MSCI February 21, 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 | 0.1343 | |||
| Market Risk Adjusted Performance | (7.36) | |||
| Mean Deviation | 0.8665 | |||
| Semi Deviation | 0.8153 | |||
| Downside Deviation | 1.09 | |||
| Coefficient Of Variation | 582.41 | |||
| Standard Deviation | 1.15 | |||
| Variance | 1.32 | |||
| Information Ratio | 0.1016 | |||
| Jensen Alpha | 0.1889 | |||
| Total Risk Alpha | 0.081 | |||
| Sortino Ratio | 0.1066 | |||
| Treynor Ratio | (7.37) | |||
| Maximum Drawdown | 5.22 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 2.15 | |||
| Downside Variance | 1.2 | |||
| Semi Variance | 0.6648 | |||
| Expected Short fall | (0.95) | |||
| Skewness | 0.1213 | |||
| Kurtosis | 0.2753 |
iShares MSCI Japan Backtested Returns
IShares MSCI appears to be very steady, given 3 months investment horizon. iShares MSCI Japan holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21 % return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares MSCI Japan, which you can use to evaluate the volatility of the entity. Please utilize IShares MSCI's Market Risk Adjusted Performance of (7.36), downside deviation of 1.09, and Risk Adjusted Performance of 0.1343 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of -0.0254, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares MSCI are expected to decrease at a much lower rate. During the bear market, IShares MSCI is likely to outperform the market.
Auto-correlation | 0.73 |
Good predictability
iShares MSCI Japan has good predictability. Overlapping area represents the amount of predictability between IShares MSCI time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st 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 MSCI Japan price movement. The serial correlation of 0.73 indicates that around 73.0% of current IShares MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 13.62 |
The most critical factor to remember is that the price of equity takes a firm's debt into account, whereas the sales indicators do not consider financial leverage. Generally speaking, Price to Sales ratio shows how much market values every dollar of the company's sales.
| Competition |
Based on the latest financial disclosure, iShares MSCI Japan has a Price To Sales of 0.74 times. This is 8.64% lower than that of the BlackRock Asset Management Ireland - ETF family and significantly higher than that of the Other Equity category. The price to sales for all Switzerland etfs is 124.24% lower than that of the firm.
iShares MSCI Japan Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining IShares MSCI's current stock value. Our valuation model uses many indicators to compare IShares MSCI value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across IShares MSCI competition to find correlations between indicators driving IShares MSCI's intrinsic value. More Info.iShares MSCI Japan is rated second overall ETF in price to earning as compared to similar ETFs. It also is rated second overall ETF in price to book as compared to similar ETFs fabricating about 0.07 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for iShares MSCI Japan is roughly 13.37 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the IShares MSCI's earnings, one of the primary drivers of an investment's value.IShares Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining IShares MSCI's current stock value. Our valuation model uses many indicators to compare IShares MSCI value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across IShares MSCI competition to find correlations between indicators driving IShares MSCI's intrinsic value. More Info.iShares MSCI Japan is rated second overall ETF in price to earning as compared to similar ETFs. It also is rated second overall ETF in price to book as compared to similar ETFs fabricating about 0.07 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for iShares MSCI Japan is roughly 13.37 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the IShares MSCI's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for IShares MSCI
The fund invests 99.95% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides IShares MSCI's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
IShares Fundamentals
| Price To Earning | 15.38 X | |||
| Price To Book | 1.15 X | |||
| Price To Sales | 0.74 X | |||
| Total Asset | 273.07 M | |||
| One Year Return | 38.50 % | |||
| Three Year Return | 26.40 % | |||
| Five Year Return | 15.90 % | |||
| Ten Year Return | 12.50 % | |||
| Net Asset | 273.07 M | |||
| Equity Positions Weight | 99.95 % |
About IShares MSCI Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze iShares MSCI Japan's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of IShares MSCI using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of iShares MSCI Japan based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund is an exchange traded fund that aims to track the performance of the MSCI Japan 100 percent Hedged to CHF Net TR Index as closely as possible. iSh MSCI is traded on Switzerland Exchange in Switzerland.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether iShares MSCI Japan is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if IShares Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Ishares Msci Japan Etf. Highlighted below are key reports to facilitate an investment decision about Ishares Msci Japan Etf:Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in iShares MSCI Japan. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in inflation. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.