Ishares Equity Factor Etf Technical Analysis
| LRGF Etf | USD 70.00 0.09 0.13% |
As of the 30th of January, IShares Equity retains the Market Risk Adjusted Performance of 0.0097, risk adjusted performance of 0.0097, and Downside Deviation of 0.8866. Concerning fundamental indicators, the technical analysis model lets you check existing technical drivers of iShares Equity Factor, as well as the relationship between them. Please check out iShares Equity Factor information ratio, as well as the relationship between the value at risk and expected short fall to decide if IShares Equity is priced fairly, providing market reflects its last-minute price of 70.0 per share.
IShares Equity 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 Equity's Momentum analyses are specifically helpful, as they help investors time the market using mark points where the market can reverse. The reversal spots are usually identified through divergence between price movement and momentum.Investors evaluate iShares Equity Factor using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating IShares Equity's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause IShares Equity's market price to deviate significantly from intrinsic value.
Understanding that IShares Equity's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether IShares Equity represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, IShares Equity's market price signifies the transaction level at which participants voluntarily complete trades.
IShares Equity '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 Equity'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 Equity.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in IShares Equity on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Equity Factor or generate 0.0% return on investment in IShares Equity over 90 days. IShares Equity is related to or competes with IShares Edge, IShares Healthcare, IShares MSCI, IShares Infrastructure, IShares Russell, SPDR SP, and IShares Morningstar. The fund generally will invest at least 80 percent of its assets in the component securities of its underlying index and... More
IShares Equity 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 Equity'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 Equity Factor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8866 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 3.41 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.08 |
IShares Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Equity's standard deviation. In reality, there are many statistical measures that can use IShares Equity historical prices to predict the future IShares Equity's volatility.| Risk Adjusted Performance | 0.0097 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.0003) |
IShares Equity January 30, 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 | 0.0097 | |||
| Market Risk Adjusted Performance | 0.0097 | |||
| Mean Deviation | 0.5425 | |||
| Semi Deviation | 0.8642 | |||
| Downside Deviation | 0.8866 | |||
| Coefficient Of Variation | 7415.86 | |||
| Standard Deviation | 0.722 | |||
| Variance | 0.5213 | |||
| Information Ratio | (0.07) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.0003) | |||
| Maximum Drawdown | 3.41 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.08 | |||
| Downside Variance | 0.7861 | |||
| Semi Variance | 0.7469 | |||
| Expected Short fall | (0.48) | |||
| Skewness | (0.75) | |||
| Kurtosis | 0.5637 |
iShares Equity Factor Backtested Returns
At this point, IShares Equity is very steady. iShares Equity Factor holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares Equity Factor, which you can use to evaluate the volatility of the entity. Please check out IShares Equity's Market Risk Adjusted Performance of 0.0097, risk adjusted performance of 0.0097, and Downside Deviation of 0.8866 to validate if the risk estimate we provide is consistent with the expected return of 0.0023%. The etf retains a Market Volatility (i.e., Beta) of 0.79, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Equity is expected to be smaller as well.
Auto-correlation | -0.19 |
Insignificant reverse predictability
iShares Equity Factor has insignificant reverse predictability. Overlapping area represents the amount of predictability between IShares Equity time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th of January 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 Equity Factor price movement. The serial correlation of -0.19 indicates that over 19.0% of current IShares Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
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.
iShares Equity Factor Technical Analysis
Indicator |
The output start index for this execution was one with a total number of output elements of sixty. The True Range is a measure of iShares Equity Factor volatility developed by Welles Wilder.
About IShares Equity 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 Equity Factor 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 Equity Factor based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on iShares Equity Factor price pattern first instead of the macroeconomic environment surrounding iShares Equity Factor. By analyzing IShares Equity'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 Equity'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 Equity specific price patterns or momentum indicators. Please read more on our technical analysis page.
IShares Equity January 30, 2026 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 | 0.0097 | |||
| Market Risk Adjusted Performance | 0.0097 | |||
| Mean Deviation | 0.5425 | |||
| Semi Deviation | 0.8642 | |||
| Downside Deviation | 0.8866 | |||
| Coefficient Of Variation | 7415.86 | |||
| Standard Deviation | 0.722 | |||
| Variance | 0.5213 | |||
| Information Ratio | (0.07) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.0003) | |||
| Maximum Drawdown | 3.41 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.08 | |||
| Downside Variance | 0.7861 | |||
| Semi Variance | 0.7469 | |||
| Expected Short fall | (0.48) | |||
| Skewness | (0.75) | |||
| Kurtosis | 0.5637 |
iShares Equity Factor One Year Return
Based on the recorded statements, iShares Equity Factor has an One Year Return of 11.7%. This is 92.75% higher than that of the iShares family and significantly higher than that of the Large Blend 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.IShares Equity January 30, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as IShares stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 2,785 | ||
| Daily Balance Of Power | (0.09) | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 69.66 | ||
| Day Typical Price | 69.77 | ||
| Price Action Indicator | 0.30 |
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 census. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Investors evaluate iShares Equity Factor using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating IShares Equity's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause IShares Equity's market price to deviate significantly from intrinsic value.
Understanding that IShares Equity's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether IShares Equity represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, IShares Equity's market price signifies the transaction level at which participants voluntarily complete trades.