IShares Global (Australia) Performance
| AESG Etf | 96.43 0.07 0.07% |
The etf retains a Market Volatility (i.e., Beta) of -0.0582, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Global are expected to decrease at a much lower rate. During the bear market, IShares Global is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days iShares Global Aggregate has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, IShares Global is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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IShares Global Relative Risk vs. Return Landscape
If you would invest 9,730 in iShares Global Aggregate on August 26, 2024 and sell it today you would lose (87.00) from holding iShares Global Aggregate or give up 0.89% of portfolio value over 90 days. iShares Global Aggregate is generating negative expected returns and assumes 0.2156% volatility on return distribution over the 90 days horizon. Simply put, 1% of etfs are less volatile than IShares, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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IShares Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Global's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Global Aggregate, and traders can use it to determine the average amount a IShares Global's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0621
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| Negative Returns | AESG |
Estimated Market Risk
| 0.22 actual daily | 1 99% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares Global is not performing at its full potential. However, 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 Global by adding IShares Global to a well-diversified portfolio.
About IShares Global Performance
Assessing IShares Global's fundamental ratios provides investors with valuable insights into IShares Global's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the IShares Global is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
IShares Global is entity of Australia. It is traded as Etf on AU exchange.| IShares Global generated a negative expected return over the last 90 days |
Other Information on Investing in IShares Etf
IShares Global 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 Global security.