Shedinja has the same IV's, EV's, and Nature as the Nincada it came from.
Bulbapedia says:
>Shedinja's HP IV and base stat cannot be determined experimentally; one must find out the HP IV of the Nincada that shed it, as Shedinja shares those IVs.
Which implies that what I have said above is true, but I couldn't find something that outright said it.
Source and Experience
