Ishares Trust Etf Performance
| LDRT Etf | 25.02 0.02 0.08% |
The etf retains a Market Volatility (i.e., Beta) of 0.0102, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Trust is expected to be smaller as well.
Risk-Adjusted Performance
5 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in iShares Trust are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, IShares Trust is not utilizing all of its potentials. The latest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
IShares |
IShares Trust Relative Risk vs. Return Landscape
If you would invest 2,499 in iShares Trust on September 13, 2024 and sell it today you would earn a total of 5.00 from holding iShares Trust or generate 0.2% return on investment over 90 days. iShares Trust is currently generating 0.0081% in daily expected returns and assumes 0.1215% risk (volatility on return distribution) over the 90 days horizon. In different words, 1% 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 Trust Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Trust's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Trust, and traders can use it to determine the average amount a IShares Trust'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 = 0.0664
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Estimated Market Risk
| 0.12 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average IShares Trust is performing at about 5% 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 Trust by adding it to a well-diversified portfolio.
About IShares Trust Performance
Assessing IShares Trust's fundamental ratios provides investors with valuable insights into IShares Trust's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the IShares Trust 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 Trust is entity of United States. It is traded as Etf on US exchange.