Ishares Esg Advanced Etf Performance
| XDSR Etf | CAD 59.20 0.59 1.01% |
The etf retains a Market Volatility (i.e., Beta) of 0.46, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares ESG's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares ESG is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days iShares ESG Advanced has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic indicators, IShares ESG is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
| In Threey Sharp Ratio | 0.20 |
IShares |
IShares ESG Relative Risk vs. Return Landscape
If you would invest 5,962 in iShares ESG Advanced on September 1, 2024 and sell it today you would lose (42.00) from holding iShares ESG Advanced or give up 0.7% of portfolio value over 90 days. iShares ESG Advanced is generating negative expected returns and assumes 0.7459% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than IShares, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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IShares ESG Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares ESG's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares ESG Advanced, and traders can use it to determine the average amount a IShares ESG'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 = -0.0111
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| Negative Returns | XDSR |
Estimated Market Risk
| 0.75 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares ESG 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 ESG by adding IShares ESG to a well-diversified portfolio.
IShares ESG Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares ESG, and IShares ESG 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 | 76.03 M | |||
About IShares ESG Performance
By examining IShares ESG's fundamental ratios, stakeholders can obtain critical insights into IShares ESG'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 ESG 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.
ISHARES ESG is traded on Toronto Stock Exchange in Canada.| iShares ESG Advanced generated a negative expected return over the last 90 days | |
| The fund keeps 99.25% of its net assets in stocks |
Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in iShares ESG Advanced. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.