Ishares Esg Aware Etf Performance
| EAOA Etf | USD 36.98 0.24 0.65% |
The etf retains a Market Volatility (i.e., Beta) of 0.59, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares ESG's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares ESG is expected to be smaller as well.
Risk-Adjusted Performance
11 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in iShares ESG Aware are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, IShares ESG is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
| In Threey Sharp Ratio | 0.03 |
IShares |
IShares ESG Relative Risk vs. Return Landscape
If you would invest 3,518 in iShares ESG Aware on September 1, 2024 and sell it today you would earn a total of 180.00 from holding iShares ESG Aware or generate 5.12% return on investment over 90 days. iShares ESG Aware is currently generating 0.0807% in daily expected returns and assumes 0.5483% risk (volatility on return distribution) over the 90 days horizon. In different words, 4% of etfs are less volatile than IShares, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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IShares ESG Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares ESG's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares ESG Aware, and traders can use it to determine the average amount a IShares ESG'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 = 0.1472
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Estimated Market Risk
| 0.55 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average IShares ESG is performing at about 11% 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 ESG by adding it to a well-diversified portfolio.
IShares ESG Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares ESG, and IShares ESG 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 Etf performance.
| Total Asset | 18.12 M | |||
About IShares ESG Performance
By analyzing IShares ESG's fundamental ratios, stakeholders can gain valuable insights into IShares ESG's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares ESG 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 ESG has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The fund is a fund of funds and seeks to achieve its investment objective by investing primarily in underlying funds that themselves seek investment results corresponding to their own respective underlying indexes each of which takes into account ESG characteristics. Ishares ESG is traded on BATS Exchange in the United States.