IShares EURO (Netherlands) Performance
| IDVA Etf | 5.00 0.04 0.79% |
The etf retains a Market Volatility (i.e., Beta) of -0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares EURO are expected to decrease at a much lower rate. During the bear market, IShares EURO is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days iShares EURO STOXX has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, IShares EURO 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 EURO Relative Risk vs. Return Landscape
If you would invest 520.00 in iShares EURO STOXX on September 1, 2024 and sell it today you would lose (20.00) from holding iShares EURO STOXX or give up 3.85% of portfolio value over 90 days. iShares EURO STOXX is generating negative expected returns and assumes 0.7591% volatility on return distribution over the 90 days horizon. Simply put, 6% 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 EURO Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares EURO's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares EURO STOXX, and traders can use it to determine the average amount a IShares EURO'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 = -0.077
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| Negative Returns | IDVA |
Estimated Market Risk
| 0.76 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.06 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 EURO 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 EURO by adding IShares EURO to a well-diversified portfolio.
| iShares EURO STOXX generated a negative expected return over the last 90 days |