Ishares Etf Trust Etf Performance
| AGIH Etf | USD 24.78 0.08 0.32% |
The etf retains a Market Volatility (i.e., Beta) of 0.0506, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares ETF's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares ETF is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in iShares ETF Trust are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite fairly strong forward indicators, IShares ETF is not utilizing all of its potentials. The latest stock price confusion, may contribute to short-horizon losses for the traders. ...more
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IShares ETF Relative Risk vs. Return Landscape
If you would invest 2,472 in iShares ETF Trust on September 1, 2024 and sell it today you would earn a total of 6.00 from holding iShares ETF Trust or generate 0.24% return on investment over 90 days. iShares ETF Trust is currently generating 0.0041% in daily expected returns and assumes 0.2607% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% 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 |
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IShares ETF Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares ETF's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares ETF Trust, and traders can use it to determine the average amount a IShares ETF'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 = 0.0158
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| Negative Returns | AGIH |
Estimated Market Risk
| 0.26 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average IShares ETF is performing at about 1% 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 ETF by adding it to a well-diversified portfolio.
IShares ETF Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares ETF, and IShares ETF 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 | 2.38 M | |||
About IShares ETF Performance
By evaluating IShares ETF's fundamental ratios, stakeholders can gain valuable insights into IShares ETF's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares ETF 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 ETF 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 underlying index is designed to minimize the inflation risk of a portfolio composed of U.S. dollar-denominated, investment-grade bonds. Ishares Inflation is traded on NYSEARCA Exchange in the United States.| The fund holds about 5.59% of its assets under management (AUM) in fixed income securities |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in iShares ETF Trust. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product. For more detail on how to invest in IShares Etf please use our How to Invest in IShares ETF guide.You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
The market value of iShares ETF Trust 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 ETF's value that differs from its market value or its book value, called intrinsic value, which is IShares ETF'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 ETF's market value can be influenced by many factors that don't directly affect IShares ETF'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 ETF's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares ETF is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares ETF'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.