Ishares Trust Etf Market Value
| ITDJ Etf | 30.15 0.28 0.92% |
| Symbol | IShares |
Understanding iShares Trust requires distinguishing between market price and book value, where the latter reflects IShares's accounting equity. The concept of intrinsic value—what IShares Trust's is actually worth based on fundamentals—guides informed investors toward better entry and exit points. Investment professionals apply varied valuation frameworks to compute inherent worth and acquire positions when market prices trade at discounts to calculated value. Market sentiment, economic cycles, and investor behavior can push IShares Trust's price substantially above or below its fundamental value.
Please note, there is a significant difference between IShares Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. In contrast, IShares Trust's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
IShares Trust '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 Trust'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 Trust.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in IShares Trust on November 3, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Trust or generate 0.0% return on investment in IShares Trust over 90 days. IShares Trust is related to or competes with IShares Trust, Amplify Samsung, IShares Breakthrough, Acruence Active, Harbor ETF, Guinness Atkinson, and Global X. More
IShares Trust 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 Trust'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 Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.885 | |||
| Information Ratio | 0.0367 | |||
| Maximum Drawdown | 3.1 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.01 |
IShares Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Trust's standard deviation. In reality, there are many statistical measures that can use IShares Trust historical prices to predict the future IShares Trust's volatility.| Risk Adjusted Performance | 0.0725 | |||
| Jensen Alpha | 0.0579 | |||
| Total Risk Alpha | 0.0268 | |||
| Sortino Ratio | 0.0292 | |||
| Treynor Ratio | 0.7392 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares Trust's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
IShares Trust February 1, 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 | 0.0725 | |||
| Market Risk Adjusted Performance | 0.7492 | |||
| Mean Deviation | 0.534 | |||
| Semi Deviation | 0.6839 | |||
| Downside Deviation | 0.885 | |||
| Coefficient Of Variation | 994.39 | |||
| Standard Deviation | 0.7036 | |||
| Variance | 0.4951 | |||
| Information Ratio | 0.0367 | |||
| Jensen Alpha | 0.0579 | |||
| Total Risk Alpha | 0.0268 | |||
| Sortino Ratio | 0.0292 | |||
| Treynor Ratio | 0.7392 | |||
| Maximum Drawdown | 3.1 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.01 | |||
| Downside Variance | 0.7832 | |||
| Semi Variance | 0.4677 | |||
| Expected Short fall | (0.49) | |||
| Skewness | (0.59) | |||
| Kurtosis | 0.0506 |
iShares Trust Backtested Returns
IShares Trust is very steady at the moment. iShares Trust holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1 % return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares Trust, which you can use to evaluate the volatility of the entity. Please check out IShares Trust's Downside Deviation of 0.885, market risk adjusted performance of 0.7492, and Risk Adjusted Performance of 0.0725 to validate if the risk estimate we provide is consistent with the expected return of 0.0708%. The etf retains a Market Volatility (i.e., Beta) of 0.0822, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Trust is expected to be smaller as well.
Auto-correlation | 0.27 |
Poor predictability
iShares Trust has poor predictability. Overlapping area represents the amount of predictability between IShares Trust time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st 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 Trust price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current IShares Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
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IShares Trust 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.