Ishares Msci Usa Etf Performance
| USMV Etf | USD 89.85 0.14 0.16% |
The etf retains a Market Volatility (i.e., Beta) of 0.33, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares MSCI is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days iShares MSCI USA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable primary indicators, IShares MSCI is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
1 | Should iShares MSCI USA Min Vol Factor ETF Be on Your Investing Radar | 10/31/2024 |
2 | Avidian Wealth Enterprises LLC Increases Position in iShares MSCI USA Min Vol Factor ETF | 11/06/2024 |
3 | Kovack Advisors Inc. Reduces Stake in iShares MSCI USA Min Vol Factor ETF | 11/14/2024 |
4 | CFS Investment Advisory Services LLC Trims Position in iShares MSCI USA Min Vol Factor ETF | 11/22/2024 |
5 | iShares MSCI USA Min Vol Factor ETF Reaches New 52-Week High Heres What Happened | 11/26/2024 |
6 | iShares MSCI USA Min Vol Factor ETF Shares Sold by Brass Tax Wealth Management Inc. | 12/13/2024 |
7 | Tallon Kerry Patrick Buys New Position in iShares MSCI USA Min Vol Factor ETF | 01/17/2025 |
| In Threey Sharp Ratio | 0.12 |
IShares |
IShares MSCI Relative Risk vs. Return Landscape
If you would invest 9,167 in iShares MSCI USA on October 22, 2024 and sell it today you would lose (182.00) from holding iShares MSCI USA or give up 1.99% of portfolio value over 90 days. iShares MSCI USA is currently does not generate positive expected returns and assumes 0.6474% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% 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 MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares MSCI USA, and traders can use it to determine the average amount a IShares MSCI'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 = -0.0468
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| Negative Returns | USMV |
Estimated Market Risk
| 0.65 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares MSCI 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 MSCI by adding IShares MSCI to a well-diversified portfolio.
IShares MSCI Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares MSCI, and IShares MSCI 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 | 20.95 X | |||
| Price To Book | 3.10 X | |||
| Price To Sales | 2.26 X | |||
| Total Asset | 29.35 B | |||
About IShares MSCI Performance
Evaluating IShares MSCI's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if IShares MSCI 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 MSCI 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.
The fund will invest at least 80 percent of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index. USA Min is traded on BATS Exchange in the United States.| iShares MSCI USA generated a negative expected return over the last 90 days | |
| Latest headline from thelincolnianonline.com: Tallon Kerry Patrick Buys New Position in iShares MSCI USA Min Vol Factor ETF | |
| The fund keeps 99.7% of its net assets in stocks |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in iShares MSCI USA. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in population. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
The market value of iShares MSCI USA 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 MSCI's value that differs from its market value or its book value, called intrinsic value, which is IShares MSCI'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 MSCI's market value can be influenced by many factors that don't directly affect IShares MSCI'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 MSCI's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares MSCI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares MSCI'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.