Ishares Jpx Nikkei 400 Etf Market Value
| JPXN Etf | USD 100.02 0.10 0.1% |
| Symbol | IShares |
The market value of iShares JPX Nikkei is measured differently than its book value, which is the value of IShares that is recorded on the company's balance sheet. Investors also form their own opinion of IShares JPX's value that differs from its market value or its book value, called intrinsic value, which is IShares JPX's true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because IShares JPX's market value can be influenced by many factors that don't directly affect IShares JPX's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Understanding that IShares JPX's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether IShares JPX represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Meanwhile, IShares JPX's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
IShares JPX '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 JPX'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 JPX.
| 11/28/2025 |
| 02/26/2026 |
If you would invest 0.00 in IShares JPX on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding iShares JPX Nikkei 400 or generate 0.0% return on investment in IShares JPX over 90 days. IShares JPX is related to or competes with IShares MSCI, 6 Meridian, IShares ESG, Franklin FTSE, Invesco SP, IShares International, and Innovator MSCI. The fund generally invests at least 80 percent of its assets in the component securities of its underlying index and in ... More
IShares JPX 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 JPX'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 JPX Nikkei 400 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8402 | |||
| Information Ratio | 0.1759 | |||
| Maximum Drawdown | 5.18 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 2.22 |
IShares JPX Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares JPX's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares JPX's standard deviation. In reality, there are many statistical measures that can use IShares JPX historical prices to predict the future IShares JPX's volatility.| Risk Adjusted Performance | 0.2212 | |||
| Jensen Alpha | 0.2014 | |||
| Total Risk Alpha | 0.1468 | |||
| Sortino Ratio | 0.2109 | |||
| Treynor Ratio | 0.3653 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IShares JPX'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 JPX February 26, 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 | 0.2212 | |||
| Market Risk Adjusted Performance | 0.3753 | |||
| Mean Deviation | 0.7538 | |||
| Semi Deviation | 0.4404 | |||
| Downside Deviation | 0.8402 | |||
| Coefficient Of Variation | 351.98 | |||
| Standard Deviation | 1.01 | |||
| Variance | 1.01 | |||
| Information Ratio | 0.1759 | |||
| Jensen Alpha | 0.2014 | |||
| Total Risk Alpha | 0.1468 | |||
| Sortino Ratio | 0.2109 | |||
| Treynor Ratio | 0.3653 | |||
| Maximum Drawdown | 5.18 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 2.22 | |||
| Downside Variance | 0.706 | |||
| Semi Variance | 0.194 | |||
| Expected Short fall | (0.88) | |||
| Skewness | 0.5219 | |||
| Kurtosis | 1.09 |
iShares JPX Nikkei Backtested Returns
IShares JPX appears to be very steady, given 3 months investment horizon. iShares JPX Nikkei holds Efficiency (Sharpe) Ratio of 0.27, which attests that the entity had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for iShares JPX Nikkei, which you can use to evaluate the volatility of the entity. Please utilize IShares JPX's Downside Deviation of 0.8402, risk adjusted performance of 0.2212, and Market Risk Adjusted Performance of 0.3753 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 0.76, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares JPX's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares JPX is expected to be smaller as well.
Auto-correlation | 0.61 |
Good predictability
iShares JPX Nikkei 400 has good predictability. Overlapping area represents the amount of predictability between IShares JPX time series from 28th of November 2025 to 12th of January 2026 and 12th of January 2026 to 26th 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 JPX Nikkei price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current IShares JPX price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 14.72 |
Pair Trading with IShares JPX
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if IShares JPX position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in IShares JPX will appreciate offsetting losses from the drop in the long position's value.Moving together with IShares Etf
| 1.0 | EWJ | iShares MSCI Japan | PairCorr |
| 1.0 | BBJP | JPMorgan BetaBuilders | PairCorr |
| 0.98 | DXJ | WisdomTree Japan Hedged | PairCorr |
| 1.0 | FLJP | Franklin FTSE Japan Sell-off Trend | PairCorr |
| 0.98 | HEWJ | iShares Currency Hedged | PairCorr |
Moving against IShares Etf
| 0.58 | ENTR | EntrepreneurShares | PairCorr |
| 0.57 | MAGS | Roundhill Magnificent | PairCorr |
| 0.41 | PLT | Defiance Leveraged Long | PairCorr |
The ability to find closely correlated positions to IShares JPX could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace IShares JPX when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back IShares JPX - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling iShares JPX Nikkei 400 to buy it.
The correlation of IShares JPX is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as IShares JPX moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if iShares JPX Nikkei moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for IShares JPX can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out IShares JPX Correlation, IShares JPX Volatility and IShares JPX Performance module to complement your research on IShares JPX. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
IShares JPX 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.