iShares GSCI Commodity Etf Technical Analysis
| COMT Etf | USD 32.41 -0.21 -0.64% |
As of the 25th of March, IShares GSCI is trading near 32.41 per share. Technical analytics identify Risk Adjusted Performance of 0.2307, downside deviation of 1.71, and Market Risk Adjusted Performance of -0.76. The analytical framework assesses directional consistency across time frames. Peer-relative positioning is derived from normalized indicator data.
IShares GSCI 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 | Build portfolio with IShares Etf |
The gap between IShares GSCI's market value and book value reflects how the market perceives future potential versus historical cost.
The concept of value for IShares GSCI differs from its quoted price, since each reflects a different lens. For IShares GSCI, key inputs include a P/E ratio of 22.91, and a P/B ratio of 1.72.
What if' Analysis
Running a what-if backtest on iShares GSCI Commodity gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Valuation should still be reviewed through market value, enterprise value, revenue scale, and balance-sheet quality. The point is not to predict the future from one chart, but to understand how sensitive the trade has been to timing and holding assumptions.
| 12/25/2025 |
| 03/25/2026 |
A 0.00 entry into IShares GSCI on December 25, 2025 held to the present would gain 0.00 in total return. The outcome is a 0.0% return on investment in IShares GSCI for the period over the 90 day interval. The information reflects available price and trading data. IShares GSCI is grouped with peers such as Innovator SAMPP, First Trust, IShares India, FT Cboe, Gotham Enhanced, Vident Core, and FlexShares Quality based on business similarity. In seeking to achieve its investment objective, the fund may invest in a combination of exchange-traded commodity future... More
Momentum Range Indicators for IShares GSCI Summary
Upside and downside indicators for IShares GSCI summarize momentum balance and potential range context for the ETF. All values are based on available data and provided as reference information.
| Downside Deviation | 1.71 | |||
| Information Ratio | 0.3091 | |||
| Maximum Drawdown | 9.53 | |||
| Value At Risk | -2.13 | |||
| Potential Upside | 2.72 |
IShares GSCI Market Risk Indicators Overview
This section presents risk metrics that describe IShares GSCI's historical price variability. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | 0.2307 | |||
| Jensen Alpha | 0.3992 | |||
| Total Risk Alpha | 0.5602 | |||
| Sortino Ratio | 0.2913 | |||
| Treynor Ratio | -0.77 |
Mean reversion in IShares GSCI's price occurs when temporary dislocations correct back toward historical fair value. This tendency of IShares GSCI's price to converge to an average value over time is called mean reversion.
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 | 0.2307 | |||
| Market Risk Adjusted Performance | -0.76 | |||
| Mean Deviation | 1.21 | |||
| Semi Deviation | 1.31 | |||
| Downside Deviation | 1.71 | |||
| Coefficient Of Variation | 362.44 | |||
| Standard Deviation | 1.61 | |||
| Variance | 2.6 | |||
| Information Ratio | 0.3091 | |||
| Jensen Alpha | 0.3992 | |||
| Total Risk Alpha | 0.5602 | |||
| Sortino Ratio | 0.2913 | |||
| Treynor Ratio | -0.77 | |||
| Maximum Drawdown | 9.53 | |||
| Value At Risk | -2.13 | |||
| Potential Upside | 2.72 | |||
| Downside Variance | 2.93 | |||
| Semi Variance | 1.72 | |||
| Expected Short fall | -1.43 | |||
| Skewness | -0.66 | |||
| Kurtosis | 2.1 |
iShares GSCI Commodity Backtested Returns
IShares GSCI continues to exhibit a very low volatility profile over the designated horizon. It shows an Efficiency (Sharpe) Ratio of 0.26, quantifying return efficiency across 3 months. Signal processing identified twenty-eight dispersion-based indicators. Please examine metrics such as risk-adjusted performance of 0.2307, downside deviation of 1.71, and market risk-adjusted performance of -0.76 to validate volatility assumptions. The ETF maintains a Beta (Systematic Risk) of -0.56, which attests to generally lower market sensitivity than the broad market. IShares GSCI shows a mild inverse relationship with the market, drifting lower in rallies and holding up during downturns.
Auto-correlation | 0.91 |
Excellent predictability
Serial correlation analysis for iShares GSCI Commodity reveals excellent predictability across the intervals from 25th of December 2025 to 8th of February 2026 and from 8th of February 2026 to 25th of March 2026. The degree of alignment between past and current intervals shapes expectations about iShares GSCI Commodity's price persistence. At 0.91, approximately 91.0% of current IShares GSCI price movement aligns with historical price trajectory.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.91 | |
| Residual Average | 0.0 | |
| Price Variance | 6.2 |
Technical analysis for IShares GSCI examines price and volume patterns over time. All values are based on available data and provided as reference information.
Technical Analysis
This analysis covers sixty data points across the selected time horizon. 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 GSCI Commodity volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of IShares GSCI evaluates traded price structure, volume, and spread stability relative to NAV behavior. Price movements may be comparatively less responsive to macroeconomic volatility.
Reported values for iShares GSCI Commodity are derived from fund disclosures and market reference feeds and then standardized for analysis. Refresh timing depends on source availability.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardIShares GSCI Technical Indicators
Technical analysis of iShares GSCI Commodity is useful because it frames whether the current trend still looks durable or is beginning to weaken. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2307 | |||
| Market Risk Adjusted Performance | -0.76 | |||
| Mean Deviation | 1.21 | |||
| Semi Deviation | 1.31 | |||
| Downside Deviation | 1.71 | |||
| Coefficient Of Variation | 362.44 | |||
| Standard Deviation | 1.61 | |||
| Variance | 2.6 | |||
| Information Ratio | 0.3091 | |||
| Jensen Alpha | 0.3992 | |||
| Total Risk Alpha | 0.5602 | |||
| Sortino Ratio | 0.2913 | |||
| Treynor Ratio | -0.77 | |||
| Maximum Drawdown | 9.53 | |||
| Value At Risk | -2.13 | |||
| Potential Upside | 2.72 | |||
| Downside Variance | 2.93 | |||
| Semi Variance | 1.72 | |||
| Expected Short fall | -1.43 | |||
| Skewness | -0.66 | |||
| Kurtosis | 2.1 |
iShares GSCI Commodity One Year Return
Based on the recorded statements, iShares GSCI Commodity has an One Year Return of 39.5%. The iShares family average is way below this level, and the Commodities Broad Basket category average is notably below. IShares GSCI is also notably higher than the broader all United States etfs average.
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.March 25, 2026 Daily Trend Indicators
Technical analysis of iShares GSCI Commodity is useful because it frames whether the current trend still looks durable or is beginning to weaken. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 8,092 | ||
| Daily Balance Of Power | -0.30 | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 32.17 | ||
| Day Typical Price | 32.25 | ||
| Price Action Indicator | 0.14 |
More Resources for IShares Etf Analysis
Understanding iShares GSCI Commodity starts with its core financial statements, trend data, and ratio analysis. The reports below outline key financial context for iShares GSCI Commodity Etf:Review Trending Equities for context on portfolio diversification. Portfolio construction reflects how positions are combined across holdings. Monitoring iShares GSCI Commodity within a portfolio highlights how it interacts with other holdings. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence iShares GSCI Commodity's etf valuation — related indicators include signals in state. IShares GSCI currently shows P/E of 22.91. IShares GSCI analysis should be paired with portfolio risk and diversification tools before adjusting allocations. The supplemental views below help investors decide how IShares GSCI complements or overlaps with existing portfolio holdings. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
The gap between IShares GSCI's market value and book value reflects how the market perceives future potential versus historical cost.
The concept of value for IShares GSCI differs from its quoted price, since each reflects a different lens. For IShares GSCI, key inputs include a P/E ratio of 22.91, and a P/B ratio of 1.72.