IShares Treasury (UK) Performance
| IDTL Etf | 3.45 0.06 1.77% |
The etf retains a Market Volatility (i.e., Beta) of -0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Treasury are expected to decrease at a much lower rate. During the bear market, IShares Treasury is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days iShares Treasury Bond has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, IShares Treasury is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| In Threey Sharp Ratio | -0.99 |
IShares |
IShares Treasury Relative Risk vs. Return Landscape
If you would invest 363.00 in iShares Treasury Bond on August 28, 2024 and sell it today you would lose (18.00) from holding iShares Treasury Bond or give up 4.96% of portfolio value over 90 days. iShares Treasury Bond is generating negative expected returns and assumes 0.9124% volatility on return distribution over the 90 days horizon. Simply put, 8% 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 |
| Risk |
IShares Treasury Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Treasury's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Treasury Bond, and traders can use it to determine the average amount a IShares Treasury'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 = -0.0812
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| Negative Returns | IDTL |
Estimated Market Risk
| 0.91 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares Treasury 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 Treasury by adding IShares Treasury to a well-diversified portfolio.
IShares Treasury Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Treasury, and IShares Treasury 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.
About IShares Treasury Performance
Assessing IShares Treasury's fundamental ratios provides investors with valuable insights into IShares Treasury's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the IShares Treasury 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 Treasury is entity of United Kingdom. It is traded as Etf on LSE exchange.| IShares Treasury generated a negative expected return over the last 90 days | |
| iShares Treasury Bond generated five year return of -5.0% |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in iShares Treasury Bond. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.