Ishares Core Msci Etf Market Value
| XDUH Etf | CAD 31.26 0.25 0.79% |
| Symbol | IShares |
IShares Core '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 Core'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 Core.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in IShares Core on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Core MSCI or generate 0.0% return on investment in IShares Core over 90 days. IShares Core is related to or competes with Brompton European, IShares MSCI, IShares MSCI, Global X, RBC Quant, Mackenzie International, and Brompton Global. The investment seeks to replicate, net of expenses, the performance of the MSCI USA High Dividend Yield 100 percent Hedg... More
IShares Core 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 Core'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 Core MSCI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7313 | |||
| Information Ratio | 0.0719 | |||
| Maximum Drawdown | 4.03 | |||
| Value At Risk | (1.01) | |||
| Potential Upside | 1.28 |
IShares Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Core's standard deviation. In reality, there are many statistical measures that can use IShares Core historical prices to predict the future IShares Core's volatility.| Risk Adjusted Performance | 0.1463 | |||
| Jensen Alpha | 0.1015 | |||
| Total Risk Alpha | 0.0595 | |||
| Sortino Ratio | 0.0726 | |||
| Treynor Ratio | 0.3923 |
IShares Core February 13, 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 | 0.1463 | |||
| Market Risk Adjusted Performance | 0.4023 | |||
| Mean Deviation | 0.5558 | |||
| Semi Deviation | 0.5597 | |||
| Downside Deviation | 0.7313 | |||
| Coefficient Of Variation | 551.3 | |||
| Standard Deviation | 0.7377 | |||
| Variance | 0.5442 | |||
| Information Ratio | 0.0719 | |||
| Jensen Alpha | 0.1015 | |||
| Total Risk Alpha | 0.0595 | |||
| Sortino Ratio | 0.0726 | |||
| Treynor Ratio | 0.3923 | |||
| Maximum Drawdown | 4.03 | |||
| Value At Risk | (1.01) | |||
| Potential Upside | 1.28 | |||
| Downside Variance | 0.5347 | |||
| Semi Variance | 0.3133 | |||
| Expected Short fall | (0.65) | |||
| Skewness | (0.36) | |||
| Kurtosis | 0.8969 |
iShares Core MSCI Backtested Returns
As of now, IShares Etf is very steady. iShares Core MSCI holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iShares Core MSCI, which you can use to evaluate the volatility of the entity. Please check out IShares Core's Risk Adjusted Performance of 0.1463, market risk adjusted performance of 0.4023, and Downside Deviation of 0.7313 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. The etf retains a Market Volatility (i.e., Beta) of 0.32, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Core is expected to be smaller as well.
Auto-correlation | 0.56 |
Modest predictability
iShares Core MSCI has modest predictability. Overlapping area represents the amount of predictability between IShares Core time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 Core MSCI price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current IShares Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.56 |
Pair Trading with IShares Core
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 Core 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 Core will appreciate offsetting losses from the drop in the long position's value.Moving together with IShares Etf
| 0.91 | CUD | iShares Dividend Growers | PairCorr |
| 0.84 | ZWH | BMO High Dividend | PairCorr |
| 0.82 | VGH | Vanguard Dividend | PairCorr |
The ability to find closely correlated positions to IShares Core 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 Core 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 Core - 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 Core MSCI to buy it.
The correlation of IShares Core 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 Core moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if iShares Core MSCI 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 Core 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 Core Correlation, IShares Core Volatility and IShares Core Performance module to complement your research on IShares Core. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
IShares Core 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.