Ishares Trust Etf Technical Analysis
| LDRI Etf | USD 25.05 0.03 0.12% |
As of the 30th of November, IShares Trust retains the Standard Deviation of 0.1145, market risk adjusted performance of 1.63, and insignificant Risk Adjusted Performance. Concerning fundamental indicators, the technical analysis model lets you check existing technical drivers of iShares Trust, as well as the relationship between them.
IShares Trust Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as IShares, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ISharesIShares |
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.
iShares Trust Technical Analysis
The output start index for this execution was ten with a total number of output elements of six. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of iShares Trust volatility. High ATR values indicate high volatility, and low values indicate low volatility.
iShares Trust Trend Analysis
Use this graph to draw trend lines for iShares Trust. You can use it to identify possible trend reversals for IShares Trust as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual IShares Trust price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.IShares Trust Best Fit Change Line
The following chart estimates an ordinary least squares regression model for iShares Trust applied against its price change over selected period. The best fit line has a slop of 0.01 , which means iShares Trust will continue generating value for investors. It has 32 observation points and a regression sum of squares at 0.02, which is the sum of squared deviations for the predicted IShares Trust price change compared to its average price change.About IShares Trust Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of iShares Trust on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of iShares Trust based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on iShares Trust price pattern first instead of the macroeconomic environment surrounding iShares Trust. By analyzing IShares Trust's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of IShares Trust's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to IShares Trust specific price patterns or momentum indicators. Please read more on our technical analysis page.
IShares Trust November 30, 2024 Technical Indicators
Most technical analysis of IShares help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for IShares from various momentum indicators to cycle indicators. When you analyze IShares charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0) | |||
| Market Risk Adjusted Performance | 1.63 | |||
| Mean Deviation | 0.0844 | |||
| Coefficient Of Variation | 1421.71 | |||
| Standard Deviation | 0.1145 | |||
| Variance | 0.0131 | |||
| Information Ratio | (1.13) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 1.62 | |||
| Maximum Drawdown | 0.2805 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.2405 | |||
| Skewness | 0.004 | |||
| Kurtosis | 0.2264 |
iShares Trust One Year Return
Based on the recorded statements, iShares Trust has an One Year Return of 5.1%. This is 39.34% higher than that of the Invesco family and significantly higher than that of the Short-Term Bond category. The one year return for all United States etfs is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in iShares Trust. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area. For more detail on how to invest in IShares Etf please use our How to Invest in IShares Trust guide.You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
The market value of iShares Trust 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 Trust's value that differs from its market value or its book value, called intrinsic value, which is IShares Trust'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 Trust's market value can be influenced by many factors that don't directly affect IShares Trust'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 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. However, IShares Trust'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.