IShares Core Related Correlations
| IJR Etf | USD 102.34 0.21 0.21% |
The market value of iShares Core SP 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 Core's value that differs from its market value or its book value, called intrinsic value, which is IShares Core'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 Core's market value can be influenced by many factors that don't directly affect IShares Core'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 Core's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Core is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Core'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.
Correlations
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IShares Core Constituents Risk-Adjusted Indicators
There is a big difference between IShares Etf performing well and IShares Core ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze IShares Core's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VO | 0.60 | (0.02) | (0.01) | 0.04 | 0.76 | 1.19 | 3.11 | |||
| VBR | 0.71 | 0.03 | (0.01) | 0.14 | 1.04 | 1.45 | 4.41 | |||
| VWO | 0.58 | 0.00 | (0.01) | 0.06 | 0.79 | 1.29 | 4.40 | |||
| VV | 0.58 | 0.07 | 0.03 | 0.34 | 0.57 | 1.12 | 3.55 | |||
| VBK | 0.93 | (0.05) | (0.02) | 0.02 | 1.18 | 1.71 | 4.71 |