Ishares Large Cap Etf Performance
| MAXJ Etf | 26.42 0.04 0.15% |
The etf retains a Market Volatility (i.e., Beta) of 0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Large is expected to be smaller as well.
Risk-Adjusted Performance
13 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in iShares Large Cap are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. Even with relatively steady basic indicators, IShares Large is not utilizing all of its potentials. The latest stock price chaos, may contribute to medium-term losses for the stakeholders. ...more
1 | When Moves Investors should Listen - Stock Traders Daily | 09/25/2024 |
IShares |
IShares Large Relative Risk vs. Return Landscape
If you would invest 2,560 in iShares Large Cap on September 3, 2024 and sell it today you would earn a total of 78.00 from holding iShares Large Cap or generate 3.05% return on investment over 90 days. iShares Large Cap is currently generating 0.0473% in daily expected returns and assumes 0.2743% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% 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 |
| Risk |
IShares Large Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Large's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Large Cap, and traders can use it to determine the average amount a IShares Large'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 = 0.1724
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MAXJ |
Estimated Market Risk
| 0.27 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average IShares Large is performing at about 13% 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 Large by adding it to a well-diversified portfolio.
About IShares Large Performance
By evaluating IShares Large's fundamental ratios, stakeholders can gain valuable insights into IShares Large's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares Large 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 Large has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
IShares Large is entity of United States. It is traded as Etf on BATS exchange.