Ishares Diversified Monthly Etf Price on January 15, 2024
| XTR Etf | CAD 11.45 0.01 0.09% |
Below is the normalized historical share price chart for iShares Diversified Monthly extending back to December 23, 2005. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of IShares Diversified stands at 11.45, as last reported on the 29th of November, with the highest price reaching 11.46 and the lowest price hitting 11.45 during the day.
If you're considering investing in IShares Etf, it is important to understand the factors that can impact its price. As of now, IShares Etf is very steady. iShares Diversified holds Efficiency (Sharpe) Ratio of 0.28, which attests that the entity had a 0.28% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for iShares Diversified, which you can use to evaluate the volatility of the entity. Please check out IShares Diversified's Risk Adjusted Performance of 0.2052, market risk adjusted performance of 0.5474, and Coefficient Of Variation of 338.18 to validate if the risk estimate we provide is consistent with the expected return of 0.0698%.
IShares Etf price history is provided at the adjusted basis, taking into account all of the recent filings.
3 y Volatility 8.02 | 200 Day MA 10.8584 | 1 y Volatility 6.09 | 50 Day MA 11.2954 | Inception Date 2005-12-19 |
IShares |
Sharpe Ratio = 0.281
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Estimated Market Risk
| 0.25 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.28 actual daily | 22 78% of assets perform better |
Based on monthly moving average IShares Diversified is performing at about 22% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of IShares Diversified by adding it to a well-diversified portfolio.
Average Mkt Cap Mil 92.2 K |
IShares Diversified Valuation on January 15, 2024
It is possible to determine the worth of IShares Diversified on a given historical date. On January 15, 2024 IShares was worth 10.03 at the beginning of the trading date compared to the closed value of 10.05. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of IShares Diversified etf. Still, in general, we apply an absolute valuation method to find IShares Diversified's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of IShares Diversified where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against IShares Diversified's related companies.
| Open | High | Low | Close | Volume | |
| 10.02 | 10.06 | 10.01 | 10.02 | 24,100 | |
01/15/2024 | 10.03 | 10.05 | 10.02 | 10.05 | 23,800 |
| 10.02 | 10.02 | 9.99 | 9.99 | 34,800 |
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IShares Diversified Trading Date Momentum on January 15, 2024
| On January 16 2024 iShares Diversified Monthly was traded for 9.99 at the closing time. The maximum traded price for the trading interval was 10.02 and the lowest daily price was 9.99 . The daily volume was recorded at 34.8 K. The volume of trading on 16th of January 2024 played a part in the next trading day price drop. The trading price change to the next closing price was 0.60% . The trading date delta to the closing price today is 0.40% . |
iShares Diversified Fundamentals Correlations and Trends
By evaluating IShares Diversified's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among IShares Diversified's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. IShares financial account trend analysis is a perfect complement when working with valuation or volatility modules.About IShares Diversified Etf history
IShares Diversified investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for IShares is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in iShares Diversified will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing IShares Diversified stock prices may prove useful in developing a viable investing in IShares Diversified
IShares Diversified Etf Technical Analysis
IShares Diversified 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.
Price Boundaries
IShares Diversified Period Price Range
Low | November 29, 2024
| High |
0.00 | 0.00 |
iShares Diversified Monthly cannot be verified against its exchange. Please verify the symbol is currently traded on Toronto Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
IShares Diversified November 29, 2024 Market Strength
Market strength indicators help investors to evaluate how IShares Diversified etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IShares Diversified shares will generate the highest return on investment. By undertsting and applying IShares Diversified etf market strength indicators, traders can identify iShares Diversified Monthly entry and exit signals to maximize returns
IShares Diversified Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for IShares Diversified's price direction in advance. Along with the technical and fundamental analysis of IShares Etf historical price patterns, it is also worthwhile for investors to track various predictive indicators of IShares to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.2052 | |||
| Jensen Alpha | 0.0488 | |||
| Total Risk Alpha | 0.0254 | |||
| Sortino Ratio | (0.23) | |||
| Treynor Ratio | 0.5374 |
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Other Information on Investing in IShares Etf
IShares Diversified financial ratios help investors to determine whether IShares Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in IShares with respect to the benefits of owning IShares Diversified security.