IShares V (Germany) Performance
| 2B7A Etf | EUR 9.34 0.08 0.86% |
The etf retains a Market Volatility (i.e., Beta) of 0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares V's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares V is expected to be smaller as well.
Risk-Adjusted Performance
19 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in iShares V Public are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, IShares V reported solid returns over the last few months and may actually be approaching a breakup point. ...more
IShares |
IShares V Relative Risk vs. Return Landscape
If you would invest 797.00 in iShares V Public on August 27, 2024 and sell it today you would earn a total of 137.00 from holding iShares V Public or generate 17.19% return on investment over 90 days. iShares V Public is generating 0.2494% of daily returns assuming 1.0135% volatility of returns over the 90 days investment horizon. Simply put, 9% of all etfs have less volatile historical return distribution than IShares V, and 96% 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 V Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares V's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares V Public, and traders can use it to determine the average amount a IShares V'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 = 0.2461
| Best Portfolio | Best Equity | |||
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| Small Returns | 2B7A | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.01 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.25 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.25 actual daily | 19 81% of assets perform better |
Based on monthly moving average IShares V is performing at about 19% 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 V by adding it to a well-diversified portfolio.
About IShares V Performance
By analyzing IShares V's fundamental ratios, stakeholders can gain valuable insights into IShares V's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares V 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 V has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.