Ishares Small Cap Etf Performance
| SVAL Etf | USD 35.73 0.07 0.20% |
The etf retains a Market Volatility (i.e., Beta) of 1.76, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, IShares Small will likely underperform.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in iShares Small Cap are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite quite conflicting basic indicators, IShares Small may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
1 | Ishares US Small Cap Value Factor ETF Quote - Press Release - The Globe and Mail | 10/24/2024 |
2 | MONEY CONCEPTS CAPITAL CORP Acquires New Stake in iShares US Small Cap Value Factor ETF | 11/15/2024 |
| In Threey Sharp Ratio | 0.08 |
IShares |
IShares Small Relative Risk vs. Return Landscape
If you would invest 3,257 in iShares Small Cap on August 30, 2024 and sell it today you would earn a total of 316.00 from holding iShares Small Cap or generate 9.7% return on investment over 90 days. iShares Small Cap is currently generating 0.1582% in daily expected returns and assumes 1.6719% risk (volatility on return distribution) over the 90 days horizon. In different words, 14% of etfs are less volatile than IShares, and 97% 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 Small Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Small's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Small Cap, and traders can use it to determine the average amount a IShares Small'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 = 0.0946
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.67 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average IShares Small is performing at about 7% 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 Small by adding it to a well-diversified portfolio.
IShares Small Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Small, and IShares Small 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.
| Total Asset | 125.48 M | |||
About IShares Small Performance
By examining IShares Small's fundamental ratios, stakeholders can obtain critical insights into IShares Small'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 Small 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 small-capitalization U.S. companies with prominent value factor characteristics, as determined by the index provider. Ishares US is traded on BATS Exchange in the United States.| Latest headline from gurufocus.com: MONEY CONCEPTS CAPITAL CORP Acquires New Stake in iShares US Small Cap Value Factor ETF | |
| The fund maintains 99.75% of its assets in stocks |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in iShares Small Cap. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
The market value of iShares Small Cap 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 Small's value that differs from its market value or its book value, called intrinsic value, which is IShares Small'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 Small's market value can be influenced by many factors that don't directly affect IShares Small'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 Small's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Small is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Small'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.