Ishares Sptsx Capped Etf Performance
| XEG Etf | CAD 17.86 0.41 2.24% |
The etf retains a Market Volatility (i.e., Beta) of 0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares SPTSX's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares SPTSX is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days iShares SPTSX Capped has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy technical and fundamental indicators, IShares SPTSX is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
1 | XEG, XRE 2 Canadian ETFs with Over 10 percent Upside, According to Analysts - TipRanks | 10/29/2024 |
| In Threey Sharp Ratio | 0.78 |
IShares |
IShares SPTSX Relative Risk vs. Return Landscape
If you would invest 1,829 in iShares SPTSX Capped on August 29, 2024 and sell it today you would lose (43.00) from holding iShares SPTSX Capped or give up 2.35% of portfolio value over 90 days. iShares SPTSX Capped is producing return of less than zero assuming 1.5415% volatility of returns over the 90 days investment horizon. Simply put, 13% of all etfs have less volatile historical return distribution than IShares SPTSX, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
IShares SPTSX Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares SPTSX's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares SPTSX Capped, and traders can use it to determine the average amount a IShares SPTSX'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 = -0.0169
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | XEG |
Estimated Market Risk
| 1.54 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares SPTSX 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 SPTSX by adding IShares SPTSX to a well-diversified portfolio.
IShares SPTSX Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares SPTSX, and IShares SPTSX 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 | 2.18 X | |||
| Earnings Per Share | 4.08 X | |||
| Total Asset | 642.76 M | |||
About IShares SPTSX Performance
By examining IShares SPTSX's fundamental ratios, stakeholders can obtain critical insights into IShares SPTSX'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 SPTSX 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 investment seeks to replicate the performance, net of expenses, of the SPTSX Capped Energy Index. iSHARES SP is traded on Toronto Stock Exchange in Canada.| iShares SPTSX Capped generated a negative expected return over the last 90 days | |
| The fund has annual holdings turnover of about 154.1% suggesting active trading | |
| iShares SPTSX Capped keeps 99.84% of its net assets in stocks |
Other Information on Investing in IShares Etf
IShares SPTSX financial ratios help investors to determine whether IShares Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in IShares with respect to the benefits of owning IShares SPTSX security.