Ishares Equity Factor Etf Price on November 11, 2024
| LRGF Etf | USD 62.70 0.15 0.24% |
Below is the normalized historical share price chart for iShares Equity Factor extending back to April 30, 2015. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of IShares Equity stands at 62.70, as last reported on the 2nd of December, with the highest price reaching 62.75 and the lowest price hitting 62.55 during the day.
If you're considering investing in IShares Etf, it is important to understand the factors that can impact its price. At this point, IShares Equity is very steady. iShares Equity Factor holds Efficiency (Sharpe) Ratio of 0.23, which attests that the entity had a 0.23% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iShares Equity Factor, which you can use to evaluate the volatility of the entity. Please check out IShares Equity's Risk Adjusted Performance of 0.1435, market risk adjusted performance of 0.1664, and Downside Deviation of 0.8407 to validate if the risk estimate we provide is consistent with the expected return of 0.17%.
IShares Etf price history is provided at the adjusted basis, taking into account all of the recent filings.
3 y Volatility 17.44 | 200 Day MA 55.8729 | 1 y Volatility 10.88 | 50 Day MA 59.9578 | Inception Date 2015-04-28 |
IShares |
Sharpe Ratio = 0.2325
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Estimated Market Risk
| 0.73 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.17 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average IShares Equity is performing at about 18% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of IShares Equity by adding it to a well-diversified portfolio.
Average Mkt Cap Mil 188.8 K |
IShares Equity Valuation on November 11, 2024
It is possible to determine the worth of IShares Equity on a given historical date. On November 11, 2024 IShares was worth 61.98 at the beginning of the trading date compared to the closed value of 61.87. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of IShares Equity etf. Still, in general, we apply an absolute valuation method to find IShares Equity's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of IShares Equity where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against IShares Equity's related companies.
| Open | High | Low | Close | Volume | |
| 61.55 | 61.92 | 61.55 | 61.83 | 262,395 | |
11/11/2024 | 61.98 | 61.98 | 61.73 | 61.87 | 78,196 |
| 61.82 | 61.99 | 61.61 | 61.68 | 47,903 |
| Backtest IShares Equity | | | IShares Equity History | | | IShares Equity Valuation | Previous | Next |
IShares Equity Trading Date Momentum on November 11, 2024
| On November 12 2024 iShares Equity Factor was traded for 61.68 at the closing time. The top price for the day was 61.99 and the lowest listed price was 61.61 . The trading volume for the day was 47.9 K. The trading history from November 12, 2024 was a factor to the next trading day price decrease. The trading delta at closing time against the next closing price was 0.31% . The trading date delta against the current closing price is 0.76% . |
iShares Equity Factor Fundamentals Correlations and Trends
By evaluating IShares Equity's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among IShares Equity's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. IShares financial account trend analysis is a perfect complement when working with valuation or volatility modules.About IShares Equity Etf history
IShares Equity investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for IShares is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in iShares Equity Factor will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing IShares Equity stock prices may prove useful in developing a viable investing in IShares Equity
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. USA Multifactor is traded on NYSEARCA Exchange in the United States.
IShares Equity Etf Technical Analysis
IShares Equity 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.
Price Boundaries
IShares Equity Period Price Range
Low | December 2, 2024
| High |
0.00 | 0.00 |
iShares Equity Factor cannot be verified against its exchange. Please verify the symbol is currently traded on NYSE ARCA Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
IShares Equity December 2, 2024 Market Strength
Market strength indicators help investors to evaluate how IShares Equity etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IShares Equity shares will generate the highest return on investment. By undertsting and applying IShares Equity etf market strength indicators, traders can identify iShares Equity Factor entry and exit signals to maximize returns
IShares Equity Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for IShares Equity's price direction in advance. Along with the technical and fundamental analysis of IShares Etf historical price patterns, it is also worthwhile for investors to track various predictive indicators of IShares to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.1435 | |||
| Jensen Alpha | 0.0249 | |||
| Total Risk Alpha | 0.006 | |||
| Sortino Ratio | 0.009 | |||
| Treynor Ratio | 0.1564 |
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Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in iShares Equity Factor. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in price. 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.
The market value of iShares Equity Factor 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 Equity's value that differs from its market value or its book value, called intrinsic value, which is IShares Equity's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because IShares Equity's market value can be influenced by many factors that don't directly affect IShares Equity's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between IShares Equity's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Equity is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Equity'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.