iShares Expanded Tech Software Etf Volatility
| IGV Etf | USD 84.44 1.45 1.75% |
iShares Expanded Tech Software shows relatively low price volatility over the last 3 months. Its Sharpe ratio is -0.2, reflecting negative risk-adjusted performance over the last 3 months. The latest risk profile is supported by 23 technical indicators.
Sharpe Ratio = -0.1975
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| Negative Returns | IGV |
iShares Expanded Tech Software (IGV) recorded a Market Risk Adjusted Performance of -0.3%, a Risk of 1.99, and a Risk Adjusted Performance of -0.1%. IShares Expanded is currently underperforming relative to its full potential based on monthly moving average. Adding it to a well-diversified portfolio context can help capture more of its return potential.
Key indicators related to IShares Expanded's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for IShares Expanded measures the dispersion of its etf returns around their average. High-volatility etfs offer greater return potential but require more active risk management.
IShares | Build portfolio with IShares Etf |
Volatility Strategy
Volatility in iShares Expanded Tech Software reflects changing market conditions that influence diversification outcomes. Current statistical measures show total volatility near 1.99% with a beta coefficient of 0.98, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.2, evaluates return per unit of total risk. An alpha value of -0.27 reflects performance relative to systematic market exposure. Expected return estimates near -0.39% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Underlying asset liquidity impacts pricing efficiency.
Main indicators related to IShares Expanded's market risk premium analysis include:
Beta 0.98 | Alpha -0.27 | Risk 1.99 | Sharpe Ratio -0.20 | Expected Return -0.39 |
Moving together with IShares Etf
| 0.75 | VGT | Vanguard Information | PairCorr |
| 0.74 | XLK | Technology Select Sector | PairCorr |
| 0.81 | IYW | iShares Technology ETF | PairCorr |
| 0.94 | CIBR | First Trust NASDAQ | PairCorr |
| 0.74 | FTEC | Fidelity MSCI Information | PairCorr |
| 0.96 | FDN | First Trust Dow | PairCorr |
| 0.81 | IGM | iShares Expanded Tech | PairCorr |
| 0.97 | FNGU | MicroSectors FANG Index Symbol Change | PairCorr |
| 0.98 | MSFT | Microsoft | PairCorr |
| 0.63 | JPM | JPMorgan Chase | PairCorr |
| 0.88 | HPQ | HP Inc | PairCorr |
Moving against IShares Etf
| 0.97 | SCHD | Schwab Dividend Equity | PairCorr |
| 0.91 | MLPR | ETRACS Quarterly Pay | PairCorr |
| 0.9 | DIG | ProShares Ultra Oil | PairCorr |
| 0.75 | SOXX | iShares Semiconductor ETF | PairCorr |
| 0.71 | SMH | VanEck Semiconductor ETF | PairCorr |
| 0.71 | DGP | DB Gold Double Downward Rally | PairCorr |
| 0.65 | UGL | ProShares Ultra Gold | PairCorr |
| 0.51 | DFEN | Direxion Daily Aerospace | PairCorr |
| 0.31 | HD | Home Depot | PairCorr |
Sensitivity To Market
The beta coefficient of 0.98 for iShares Expanded Tech Software measures how its returns respond to broader market changes. In regression terms, beta captures the slope between asset returns and index returns. Historical volatility is currently near 1.99%.iShares Expanded Tech Software return patterns over the selected horizon reflect a minimal level of variability, based on dispersion and downside-focused statistics. Options markets imply a forward-looking volatility estimate near 41.0%. This indicates expectations for moderate future movement relative to historical averages. Premium/discount metrics are commonly used alongside volatility to describe ETF price behavior. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze iShares Expanded Tech Demand TrendCheck current 90 days IShares Expanded correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation of IShares quantifies daily price dispersion around the mean over your chosen time horizon. A high standard deviation signals high volatility; a low one signals stability.
Standard Deviation | 1.99 |
Understanding the asymmetry between upside and downside risk is critical for investors in IShares Expanded. Standard deviation measures total price dispersion including upside, while downside deviation captures only loss risk in IShares Expanded's returns. iShares Expanded Tech Software (IGV) recorded a Maximum Drawdown of 8.26.
Using IShares Put Option to Manage Risk Based on 2026-06-18 Contracts
iShares Expanded Tech Software (IGV) recorded an Option Implied Volatility of 0.41 and an Option Max Pain Price of 84. A put option on IShares Expanded gives the holder the right, but not the obligation, to sell IShares Expanded shares at a predetermined strike. The put holder retains the right to sell a fixed amount of IShares Etf at the agreed strike within the option's life.
IShares Expanded's PUT expiring on 2026-06-18
Profit |
| IShares Expanded Price At Expiration |
Current IShares Expanded Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | IGV260618P00043000 | -0.013545 | 0.001229 | 15 | 2026-06-18 | 0.0 - 0.15 | 0.0 | View |
| Put | IGV260618P00044000 | -0.030249 | 0.002068 | 1 | 2026-06-18 | 0.0 - 0.45 | 0.0 | View |
| Put | IGV260618P00045000 | -0.026307 | 0.001992 | 109 | 2026-06-18 | 0.0 - 0.35 | 0.0 | View |
| Put | IGV260618P00048000 | -0.034152 | 0.002584 | 1 | 2026-06-18 | 0.0 - 0.45 | 0.0 | View |
| Put | IGV260618P00050000 | -0.022582 | 0.002223 | 16 | 2026-06-18 | 0.05 - 0.4 | 0.0 | View |
| Put | IGV260618P00052000 | -0.038699 | 0.003255 | 4 | 2026-06-18 | 0.0 - 0.45 | 0.0 | View |
| Put | IGV260618P00053000 | -0.048122 | 0.00377 | 11 | 2026-06-18 | 0.0 - 0.6 | 0.0 | View |
| Put | IGV260618P00055000 | -0.032513 | 0.003391 | 41 | 2026-06-18 | 0.05 - 0.55 | 0.0 | View |
| Put | IGV260618P00056000 | -0.039111 | 0.003912 | 3 | 2026-06-18 | 0.1 - 0.65 | 0.0 | View |
| Put | IGV260618P00057000 | -0.042245 | 0.004261 | 75 | 2026-06-18 | 0.15 - 0.65 | 0.0 | View |
| Put | IGV260618P00058000 | -0.047245 | 0.004718 | 75 | 2026-06-18 | 0.2 - 0.7 | 0.0 | View |
Etf Volatility Analysis
Volatility is a statistical measure of the dispersion of IShares Expanded etf returns over a given period of time. Volatility measures how much IShares Expanded's etf price deviates from its average over a period.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. iShares Expanded Tech Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Considering the 90-day investment horizon IShares Expanded has a beta of 0.9788 . This usually indicates iShares Expanded Tech Software market returns are correlated to returns on the market. As the market goes up or down, IShares Expanded is expected to follow.IShares Expanded carries exposure to broad market movements as well as company or sector-specific developments. While portfolio diversification can reduce asset-level risk, systematic volatility cannot be avoided. Standard deviation and beta quantify this exposure. iShares Expanded Tech Software (IGV) recorded a Mean Deviation of 1.56, an Option Implied Volatility of 0.41, and a Standard Deviation of 1.94.
Predicted Return Distribution |
| Density |
What Drives IShares Expanded's Price Volatility?
Industry Dynamics
Supply chain stress, pricing pressure, or consolidation in the iShares sector can alter IShares Expanded's day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for IShares Expanded.IShares Expanded's Company-Specific Factors
Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in IShares Expanded's stock.Etf Risk Measures
Considering the 90-day investment horizon the coefficient of variation of IShares Expanded is -506.27. The daily returns are distributed with a variance of 3.96 and standard deviation of 1.99. The mean deviation of iShares Expanded Tech Software is currently at 1.6. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.2732 | |
β | Beta against Dow Jones | 0.98 | |
σ | Overall volatility | 1.99 | |
Ir | Information ratio | -0.1402 |
Etf Return Volatility
Volatility for IShares Expanded quantifies the day-to-day dispersion of etf returns around their historical average. The fund carries 1.9906% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.8483% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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IShares Expanded Constituents Risk-Adjusted Indicators
Headline performance for IShares Etf may not fully reflect how the business compares across its competitive set. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ESGD | 0.79 | 0.07 | 0.05 | 0.00 | 1.26 | 1.60 | 5.57 | |||
| EFG | 0.90 | 0.05 | 0.00 | -0.02 | 0.00 | 1.81 | 5.76 | |||
| VONE | 0.60 | 0.01 | 0.00 | -0.06 | 0.00 | 1.06 | 3.70 | |||
| AVUS | 0.63 | 0.06 | 0.08 | 0.00 | 0.86 | 1.01 | 3.66 | |||
| QLD | 1.63 | -0.01 | 0.00 | -0.07 | 0.00 | 2.86 | 8.23 | |||
| MGV | 0.51 | 0.09 | 0.15 | 0.06 | 0.66 | 0.94 | 3.27 | |||
| DUHP | 0.59 | 0.02 | 0.00 | -0.05 | 0.00 | 0.93 | 4.22 | |||
| SCZ | 0.72 | -0.04 | 0.00 | 0.08 | 0.00 | 1.38 | 5.10 | |||
| INDA | 0.75 | -0.12 | 0.00 | -0.25 | 0.00 | 1.63 | 5.50 | |||
| EZU | 0.85 | 0.02 | 0.00 | -0.05 | 0.00 | 1.57 | 5.36 |
Risk Metrics, Assumptions & Methodology
Volatility for IShares Expanded reflects price dispersion, spread stability, and underlying basket liquidity conditions. Standard deviation provides a baseline measure of variability magnitude.
This section for iShares Expanded Tech Software is built from fund disclosures and market reference feeds, with reporting definitions aligned before display. Values may update on different source schedules. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsIShares Expanded Investment Opportunity
iShares Expanded Tech Software is about 2.34 times more volatile than Dow Jones Industrial based on recent return behavior. Across the current 90-day horizon, that places the security below 17% of the broader equity and portfolio universe on a pure volatility basis.You can use iShares Expanded Tech Software to enhance the returns of the portfolio. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It is intended to separate routine noise from more speculative bursts in price action. a large bullish trend. Check odds of IShares Expanded to be traded at $92.88 in 90 days.Very good diversification
Across the chosen horizon, IShares Expanded and Dow Jones show a correlation of 0.06 and fall into the Very good diversification bucket. A 0.06 reading means IShares Expanded and Dow Jones have very little price overlap, which supports diversification.
IShares Expanded Additional Risk Indicators
A broader risk-indicator set for iShares Expanded Tech Software can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. A disciplined risk review provides context for deciding whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | -0.13 | |||
| Market Risk Adjusted Performance | -0.34 | |||
| Mean Deviation | 1.56 | |||
| Coefficient Of Variation | -588.02 | |||
| Standard Deviation | 1.94 | |||
| Variance | 3.76 | |||
| Information Ratio | -0.14 |
IShares Expanded Suggested Diversification Pairs
Pair analysis around iShares Expanded Tech Software matters because it can turn one security idea into a more market-neutral structure. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. IShares Expanded's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing IShares Expanded's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
More Resources for IShares Etf Analysis
Understanding iShares Expanded Tech starts with reviewing its financial statements and long-term patterns. The dataset reflects IShares Expanded's financial reporting across available periods.IShares Expanded has a market cap of 3.02 B. For allocation context, review Risk vs Return Analysis. Monitoring iShares Expanded Tech Software within a portfolio highlights how it interacts with other holdings. Rebalancing tools flag when weights drift from target allocations. Broader economic conditions can influence iShares Expanded Tech Software's etf valuation — related indicators include signals in census. IShares Expanded currently shows P/E of 2.61, market cap of 3.02 Billion. IShares Expanded data on this page supports broader research - the resources below add portfolio-level context. IShares Expanded analysis across multiple dimensions - risk, valuation, diversification - produces a more informed position-sizing decision. 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.
Understanding iShares Expanded Tech includes distinguishing between market value and book value, where book value reflects IShares's accounting equity. This information is provided for contextual purposes.
Value and price for IShares Expanded are related but not identical, and they can diverge across cycles. This information is provided for contextual purposes.