Ishares Russell 2500 Etf Key Fundamental Indicators
| SMMD Etf | USD 79.64 0.16 0.20% |
As of the 29th of January, IShares Russell retains the Market Risk Adjusted Performance of 0.1184, downside deviation of 0.9831, and Risk Adjusted Performance of 0.0938. Concerning fundamental indicators, the technical analysis model lets you check existing technical drivers of iShares Russell 2500, as well as the relationship between them. Please check out iShares Russell 2500 information ratio, as well as the relationship between the value at risk and expected short fall to decide if IShares Russell is priced fairly, providing market reflects its last-minute price of 79.64 per share.
IShares Russell'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 Russell's valuation are provided below:iShares Russell 2500 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 Russell 2500's market price often diverges from its book value, the accounting figure shown on IShares's balance sheet. Smart investors calculate IShares Russell's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Since IShares Russell'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 Russell's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Russell is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Russell'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 Russell '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 Russell'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 Russell.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in IShares Russell on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Russell 2500 or generate 0.0% return on investment in IShares Russell over 90 days. IShares Russell is related to or competes with IShares Broker, IShares Consumer, IShares MSCI, IShares Russell, IShares Industrials, IShares Global, and IShares Financial. The fund generally will invest at least 80 percent of its assets in the component securities of its underlying index and... More
IShares Russell 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 Russell'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 Russell 2500 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9831 | |||
| Information Ratio | 0.0651 | |||
| Maximum Drawdown | 3.71 | |||
| Value At Risk | (1.56) | |||
| Potential Upside | 1.64 |
IShares Russell Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Russell's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Russell's standard deviation. In reality, there are many statistical measures that can use IShares Russell historical prices to predict the future IShares Russell's volatility.| Risk Adjusted Performance | 0.0938 | |||
| Jensen Alpha | 0.0619 | |||
| Total Risk Alpha | 0.0456 | |||
| Sortino Ratio | 0.0674 | |||
| Treynor Ratio | 0.1084 |
IShares Russell January 29, 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 | 0.0938 | |||
| Market Risk Adjusted Performance | 0.1184 | |||
| Mean Deviation | 0.8089 | |||
| Semi Deviation | 0.8273 | |||
| Downside Deviation | 0.9831 | |||
| Coefficient Of Variation | 798.36 | |||
| Standard Deviation | 1.02 | |||
| Variance | 1.04 | |||
| Information Ratio | 0.0651 | |||
| Jensen Alpha | 0.0619 | |||
| Total Risk Alpha | 0.0456 | |||
| Sortino Ratio | 0.0674 | |||
| Treynor Ratio | 0.1084 | |||
| Maximum Drawdown | 3.71 | |||
| Value At Risk | (1.56) | |||
| Potential Upside | 1.64 | |||
| Downside Variance | 0.9664 | |||
| Semi Variance | 0.6843 | |||
| Expected Short fall | (0.89) | |||
| Skewness | (0.13) | |||
| Kurtosis | (0.24) |
iShares Russell 2500 Backtested Returns
At this point, IShares Russell is very steady. iShares Russell 2500 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-nine technical indicators for iShares Russell 2500, which you can use to evaluate the volatility of the entity. Please check out IShares Russell's Risk Adjusted Performance of 0.0938, market risk adjusted performance of 0.1184, and Downside Deviation of 0.9831 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 1.09, which attests to a somewhat significant risk relative to the market. IShares Russell returns are very sensitive to returns on the market. As the market goes up or down, IShares Russell is expected to follow.
Auto-correlation | 0.68 |
Good predictability
iShares Russell 2500 has good predictability. Overlapping area represents the amount of predictability between IShares Russell time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 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 Russell 2500 price movement. The serial correlation of 0.68 indicates that around 68.0% of current IShares Russell price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 3.81 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, iShares Russell 2500 has a Beta of 1.27. This is much higher than that of the iShares family and significantly higher than that of the Small Blend category. The beta for all United States etfs is notably lower than that of the firm.
IShares Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses IShares Russell's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of IShares Russell could also be used in its relative valuation, which is a method of valuing IShares Russell by comparing valuation metrics of similar companies.IShares Russell is currently under evaluation in beta as compared to similar ETFs.
IShares Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining IShares Russell's current stock value. Our valuation model uses many indicators to compare IShares Russell value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across IShares Russell competition to find correlations between indicators driving IShares Russell's intrinsic value. More Info.iShares Russell 2500 is presently regarded as number one ETF in beta as compared to similar ETFs. It also is presently regarded as number one ETF in one year return as compared to similar ETFs reporting about 11.10 of One Year Return per Beta. Comparative valuation analysis is a catch-all technique that is used if you cannot value IShares Russell by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.Fund Asset Allocation for IShares Russell
The fund invests 99.72% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides IShares Russell'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 to buy 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 buy and sell securities in the fund's portfolio as market conditions and the fund's objectives change.
As the market goes up, the company is expected to outperform it. However, if the market returns are negative, IShares Russell will likely underperform.
IShares Fundamentals
| Number Of Employees | 546 | |||
| Beta | 1.27 | |||
| Total Asset | 439.74 M | |||
| One Year Return | 14.10 % | |||
| Three Year Return | 13.40 % | |||
| Five Year Return | 7.10 % | |||
| Net Asset | 439.74 M | |||
| Last Dividend Paid | 0.17 | |||
| Equity Positions Weight | 99.72 % |
About IShares Russell Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze iShares Russell 2500's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of IShares Russell using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of iShares Russell 2500 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 generally will invest at least 80 percent of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index and may invest up to 20 percent of its assets in certain futures, options and swap contracts, cash and cash equivalents. Russell 2500 is traded on BATS Exchange in the United States.
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Check out You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
iShares Russell 2500's market price often diverges from its book value, the accounting figure shown on IShares's balance sheet. Smart investors calculate IShares Russell's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Since IShares Russell'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 Russell's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Russell is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Russell'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.