IShares Ibovespa (Brazil) Performance
| BOVA11 Etf | BRL 122.76 1.46 1.20% |
The etf retains a Market Volatility (i.e., Beta) of -0.0223, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Ibovespa are expected to decrease at a much lower rate. During the bear market, IShares Ibovespa is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days iShares Ibovespa Index has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, IShares Ibovespa is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Fifty Two Week Low | 72.85 | |
| Fifty Two Week High | 120.66 |
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IShares Ibovespa Relative Risk vs. Return Landscape
If you would invest 13,110 in iShares Ibovespa Index on September 2, 2024 and sell it today you would lose (834.00) from holding iShares Ibovespa Index or give up 6.36% of portfolio value over 90 days. iShares Ibovespa Index is generating negative expected returns and assumes 0.8445% volatility on return distribution over the 90 days horizon. Simply put, 7% 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 Ibovespa Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Ibovespa's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Ibovespa Index, and traders can use it to determine the average amount a IShares Ibovespa'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 = -0.1174
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| Negative Returns | BOVA11 |
Estimated Market Risk
| 0.84 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares Ibovespa 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 Ibovespa by adding IShares Ibovespa to a well-diversified portfolio.
About IShares Ibovespa Performance
By analyzing IShares Ibovespa's fundamental ratios, stakeholders can gain valuable insights into IShares Ibovespa's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares Ibovespa 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 Ibovespa has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
iShares Ibovespa Index Fund is an exchange traded fund launched and managed by BlackRock Brasil Gestora de Investimentos Ltd. It seeks to replicate the performance of the Bovespa Index. iShares Ibovespa Index Fund was formed on November 28, 2008 and is domiciled in Brazil. ISHARES BOVACI is traded on Sao Paolo Stock Exchange in Brazil.| IShares Ibovespa generated a negative expected return over the last 90 days |
Other Information on Investing in IShares Etf
IShares Ibovespa 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 Ibovespa security.