iShares SAMPP Global Etf Technical Analysis
| XGI Etf | CAD 65.21 -0.10 -0.15% |
As of the 25th of March, shares of IShares SAMPP change hands at 65.21 per share. Momentum and volatility readings indicate Risk Adjusted Performance of 0.0673, downside deviation of 1.22, and Market Risk Adjusted Performance of 0.0868. The system measures statistical relationships between price fluctuations and trading activity. Indicator values are assessed relative to historical performance bands.
IShares SAMPP 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 |
What if' Analysis
Running a what-if backtest on iShares SAMPP Global 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 |
Placing 0.00 into IShares SAMPP on December 25, 2025 with a hold through today would gain 0.00 in total return. This amounts to a 0.0% net return in IShares SAMPP in total across a 90 day span. Values are based on observed price behavior across time frames. IShares SAMPP is related to or competes with Hamilton Healthcare, Guardian Directed, Purpose Enhanced, Global X, IShares India, RBC Quant, and TD Equity. The investment seeks to replicate, net of expenses, the performance of the SP Global 1200 Industrials Canadian Dollar He... More
Upside and Downside Indicators for IShares SAMPP Dashboard
Directional momentum for IShares SAMPP is captured through indicators that track upside and downside price ranges. The data frames how the price has moved within recent directional ranges.
| Downside Deviation | 1.22 | |||
| Information Ratio | 0.1323 | |||
| Maximum Drawdown | 5.15 | |||
| Value At Risk | -1.57 | |||
| Potential Upside | 1.7 |
IShares SAMPP Market Risk Indicators Dashboard
This section presents risk metrics that describe IShares SAMPP's historical price variability. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | 0.0673 | |||
| Jensen Alpha | 0.1304 | |||
| Total Risk Alpha | 0.1505 | |||
| Sortino Ratio | 0.111 | |||
| Treynor Ratio | 0.0768 |
The mean reversion principle applied to IShares SAMPP's suggests that neither prolonged outperformance nor underperformance is permanent. Identifying the root cause of IShares SAMPP's price dislocation is essential before acting on a mean reversion signal. The mean reversion tendency in IShares SAMPP's price is a well-documented phenomenon in academic research. In many cases, IShares SAMPP's price extremes present statistical patterns that have recurred historically.
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 | 0.0673 | |||
| Market Risk Adjusted Performance | 0.0868 | |||
| Mean Deviation | 0.7532 | |||
| Semi Deviation | 1.06 | |||
| Downside Deviation | 1.22 | |||
| Coefficient Of Variation | 1252.64 | |||
| Standard Deviation | 1.02 | |||
| Variance | 1.04 | |||
| Information Ratio | 0.1323 | |||
| Jensen Alpha | 0.1304 | |||
| Total Risk Alpha | 0.1505 | |||
| Sortino Ratio | 0.111 | |||
| Treynor Ratio | 0.0768 | |||
| Maximum Drawdown | 5.15 | |||
| Value At Risk | -1.57 | |||
| Potential Upside | 1.7 | |||
| Downside Variance | 1.48 | |||
| Semi Variance | 1.13 | |||
| Expected Short fall | -0.70 | |||
| Skewness | -0.35 | |||
| Kurtosis | 0.694 |
iShares SAMPP Global Backtested Returns
IShares SAMPP presents a very low volatility profile within the defined horizon. It maintains a Sharpe Ratio (Efficiency) of 0.0612, representing adjusted performance consistency. We identified twenty-nine technical indicators influencing the company's volatility profile. Please review metrics such as risk-adjusted performance of 0.0673, downside deviation of 1.22, and market risk-adjusted performance of 0.0868 to review dispersion measures. The ETF maintains a Market Sensitivity (Beta) of 0.93, which means generally lower market sensitivity than the broad market. IShares SAMPP tracks the broader market closely, rising and falling roughly in step with the benchmark.
Auto-correlation | -0.52 |
Good reverse predictability
iShares SAMPP Global exhibits good reverse predictability. Autocorrelation measures the degree of predictability between IShares SAMPP time series from 25th of December 2025 to 8th of February 2026 and from 8th of February 2026 to 25th of March 2026. Persistent correlation between intervals suggests underlying momentum patterns in IShares SAMPP that may carry forward. The measured coefficient of -0.52 means about 52.0% of IShares SAMPP's recent price variance traces back to prior period behavior. Given that iShares SAMPP Global has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 4.04 |
Price behavior for IShares SAMPP is studied within a technical framework. The model references indicators tied to price trends and momentum.
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 SAMPP Global volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of IShares SAMPP evaluates traded price structure, volume, and spread stability relative to NAV behavior. Volatility compression can precede expansion in dispersion regimes.
Unless otherwise specified, data for iShares SAMPP Global is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardIShares SAMPP Technical Indicators
Technical analysis of iShares SAMPP Global is useful because it frames whether the current trend still looks durable or is beginning to weaken. This is most useful when investors want to compare trend quality, momentum, and mean-reversion risk before acting.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0673 | |||
| Market Risk Adjusted Performance | 0.0868 | |||
| Mean Deviation | 0.7532 | |||
| Semi Deviation | 1.06 | |||
| Downside Deviation | 1.22 | |||
| Coefficient Of Variation | 1252.64 | |||
| Standard Deviation | 1.02 | |||
| Variance | 1.04 | |||
| Information Ratio | 0.1323 | |||
| Jensen Alpha | 0.1304 | |||
| Total Risk Alpha | 0.1505 | |||
| Sortino Ratio | 0.111 | |||
| Treynor Ratio | 0.0768 | |||
| Maximum Drawdown | 5.15 | |||
| Value At Risk | -1.57 | |||
| Potential Upside | 1.7 | |||
| Downside Variance | 1.48 | |||
| Semi Variance | 1.13 | |||
| Expected Short fall | -0.70 | |||
| Skewness | -0.35 | |||
| Kurtosis | 0.694 |
iShares SAMPP Global One Year Return
Based on the recorded statements, iShares SAMPP Global has an One Year Return of 17.9%. Within the iShares family, this is 194.89% above average. The Sector Equity category benchmark is notably above this level, and the broader all Canada etfs average is notably above.
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 SAMPP Global is useful because it frames whether the current trend still looks durable or is beginning to weaken. This is most useful when investors want to compare trend quality, momentum, and mean-reversion risk before acting.
| Accumulation Distribution | 20.65 | ||
| Daily Balance Of Power | -0.10 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 64.72 | ||
| Day Typical Price | 64.88 | ||
| Price Action Indicator | 0.44 | ||
| Market Facilitation Index | 0.0007 |
More Resources for IShares Etf Analysis
Other Information on Investing in IShares Etf
Financial ratios for IShares SAMPP show relationships between important financial metrics. They provide context across profit, cash flow, and overall value.