Ishares Russell Top Etf Performance
| IWL Etf | USD 139.03 0.17 0.12% |
The etf retains a Market Volatility (i.e., Beta) of -0.0923, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Russell are expected to decrease at a much lower rate. During the bear market, IShares Russell is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days iShares Russell Top has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Etf's basic indicators remain persistent and the latest mess on Wall Street may also be a sign of long-standing gains for the ETF venture institutional investors. ...more
| In Threey Sharp Ratio | 0.58 |
IShares |
IShares Russell Relative Risk vs. Return Landscape
If you would invest 14,848 in iShares Russell Top on December 25, 2024 and sell it today you would lose (945.00) from holding iShares Russell Top or give up 6.36% of portfolio value over 90 days. iShares Russell Top is generating negative expected returns assuming volatility of 1.0266% on return distribution over 90 days investment horizon. In other words, 9% of etfs are less volatile than IShares, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
IShares Russell Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Russell's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Russell Top, and traders can use it to determine the average amount a IShares Russell'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 = -0.1035
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | IWL |
Estimated Market Risk
| 1.03 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares Russell 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 Russell by adding IShares Russell to a well-diversified portfolio.
IShares Russell Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Russell, and IShares Russell 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.
| Price To Earning | 19.05 X | |||
| Price To Book | 2.78 X | |||
| Price To Sales | 1.99 X | |||
| Total Asset | 725.13 M | |||
About IShares Russell Performance
By examining IShares Russell's fundamental ratios, stakeholders can obtain critical insights into IShares Russell's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that IShares Russell is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The index measures the performance of the largest capitalization sector of the U.S. equity market, as defined by Russell. Russell Top is traded on NYSEARCA Exchange in the United States.| iShares Russell Top generated a negative expected return over the last 90 days | |
| The fund retains 99.88% of its assets under management (AUM) in equities |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in iShares Russell Top. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in housing. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
The market value of iShares Russell Top is measured differently than its book value, which is the value of IShares that is recorded on the company's balance sheet. Investors also form their own opinion of IShares Russell's value that differs from its market value or its book value, called intrinsic value, which is IShares Russell's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because IShares Russell's market value can be influenced by many factors that don't directly affect IShares Russell's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between IShares Russell's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Russell is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Russell's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.