Ishares Msci Eafe Etf Performance
| XIN Etf | CAD 36.38 0.11 0.30% |
The etf retains a Market Volatility (i.e., Beta) of 0.34, 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 EAFE has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic indicators, IShares MSCI is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
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| In Threey Sharp Ratio | 0.38 |
IShares |
IShares MSCI Relative Risk vs. Return Landscape
If you would invest 3,626 in iShares MSCI EAFE on August 31, 2024 and sell it today you would earn a total of 1.00 from holding iShares MSCI EAFE or generate 0.03% return on investment over 90 days. iShares MSCI EAFE is generating 0.0028% of daily returns assuming 0.6922% volatility of returns over the 90 days investment horizon. Simply put, 6% of all etfs have less volatile historical return distribution than IShares MSCI, 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 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 EAFE, 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 = 0.004
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| Negative Returns | XIN |
Estimated Market Risk
| 0.69 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 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 | 21.14 X | |||
| Price To Book | 1.44 X | |||
| Price To Sales | 1.01 X | |||
| Earnings Per Share | 1.24 X | |||
| Total Asset | 1.22 B | |||
About IShares MSCI Performance
By examining IShares MSCI's fundamental ratios, stakeholders can obtain critical insights into IShares MSCI'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 MSCI 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 MSCI EAFE 100 percent Hedged to CAD Dollars Index. iSHARES MSCI is traded on Toronto Stock Exchange in Canada.| The fund keeps 96.77% 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 MSCI EAFE. 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 Stocks Directory module to find actively traded stocks across global markets.