Ishares Aggregate Bond Fund Manager Performance Evaluation
| BMOPX Fund | USD 9.08 0.03 0.33% |
The fund retains a Market Volatility (i.e., Beta) of 0.0772, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Ishares Aggregate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ishares Aggregate is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Ishares Aggregate Bond has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Ishares Aggregate is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 0.3500 |
Ishares |
Ishares Aggregate Relative Risk vs. Return Landscape
If you would invest 925.00 in Ishares Aggregate Bond on September 12, 2024 and sell it today you would lose (17.00) from holding Ishares Aggregate Bond or give up 1.84% of portfolio value over 90 days. Ishares Aggregate Bond is currently producing negative expected returns and takes up 0.3145% volatility of returns over 90 trading days. Put another way, 2% of traded mutual funds are less volatile than Ishares, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Ishares Aggregate Current Valuation
Fairly Valued
Today
Please note that Ishares Aggregate's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Ishares Aggregate Bond retains a regular Real Value of $9.09 per share. The prevalent price of the fund is $9.08. We determine the value of Ishares Aggregate Bond from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will come together.
Since Ishares Aggregate is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Ishares Mutual Fund. However, Ishares Aggregate's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 9.08 | Real 9.09 | Hype 9.08 | Naive 9.12 |
The intrinsic value of Ishares Aggregate's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Ishares Aggregate's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Ishares Aggregate Bond helps investors to forecast how Ishares mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Ishares Aggregate more accurately as focusing exclusively on Ishares Aggregate's fundamentals will not take into account other important factors: Ishares Aggregate Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ishares Aggregate's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Ishares Aggregate Bond, and traders can use it to determine the average amount a Ishares Aggregate'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 = -0.0921
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BMOPX |
Estimated Market Risk
| 0.31 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Ishares Aggregate 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 Aggregate by adding Ishares Aggregate to a well-diversified portfolio.
Ishares Aggregate Fundamentals Growth
Ishares Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Ishares Aggregate, and Ishares Aggregate fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Ishares Mutual Fund performance.
| Total Asset | 2.12 B | |||
About Ishares Aggregate Performance
Evaluating Ishares Aggregate's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Ishares Aggregate has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Ishares Aggregate has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund is a feeder fund that invests all of its assets in the Master Portfolio of MIP, which has the same investment objective and strategies as the fund. Under normal circumstances, at least 90 percent of the value of the funds assets, plus the amount of any borrowing for investment purposes, is invested in securities comprising the Bloomberg U.S. Aggregate Index.Things to note about Ishares Aggregate Bond performance evaluation
Checking the ongoing alerts about Ishares Aggregate for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Ishares Aggregate Bond help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Ishares Aggregate generated a negative expected return over the last 90 days | |
| Ishares Aggregate Bond generated five year return of 0.0% | |
| This fund holds about 5.74% of its assets under management (AUM) in cash |
- Analyzing Ishares Aggregate's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Ishares Aggregate's stock is overvalued or undervalued compared to its peers.
- Examining Ishares Aggregate's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Ishares Aggregate's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Ishares Aggregate's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Ishares Aggregate's mutual fund. These opinions can provide insight into Ishares Aggregate's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Ishares Mutual Fund
Ishares Aggregate financial ratios help investors to determine whether Ishares Mutual Fund 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 Aggregate security.
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance |