IShares Trust (Brazil) Performance
| BGRT39 Etf | BRL 50.25 0.10 0.20% |
The etf retains a Market Volatility (i.e., Beta) of -0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Trust are expected to decrease at a much lower rate. During the bear market, IShares Trust is likely to outperform the market.
Risk-Adjusted Performance
5 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in iShares Trust are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, IShares Trust is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Fifty Two Week Low | 45.38 | |
| Fifty Two Week High | 62.18 |
IShares |
IShares Trust Relative Risk vs. Return Landscape
If you would invest 4,754 in iShares Trust on August 24, 2024 and sell it today you would earn a total of 271.00 from holding iShares Trust or generate 5.7% return on investment over 90 days. iShares Trust is generating 0.0959% of daily returns and assumes 1.2697% volatility on return distribution over the 90 days horizon. Simply put, 11% 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 |
| Risk |
IShares Trust Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Trust's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Trust , and traders can use it to determine the average amount a IShares Trust'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 = 0.0756
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| Cash | BGRT39 | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.27 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 5 95% of assets perform better |
Based on monthly moving average IShares Trust is performing at about 5% 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 Trust by adding it to a well-diversified portfolio.
About IShares Trust Performance
By analyzing IShares Trust's fundamental ratios, stakeholders can gain valuable insights into IShares Trust's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares Trust 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 Trust has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.