ISHARES III (UK) Performance
| BLKC Etf | 1,056 13.60 1.30% |
The etf retains a Market Volatility (i.e., Beta) of 76.83, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, ISHARES III will likely underperform.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in ISHARES III PLC are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, ISHARES III unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
ISHARES |
ISHARES III Relative Risk vs. Return Landscape
If you would invest 829.00 in ISHARES III PLC on November 4, 2024 and sell it today you would earn a total of 104,811 from holding ISHARES III PLC or generate 12643.06% return on investment over 90 days. ISHARES III PLC is generating 16.3478% of daily returns and assumes 126.0171% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than ISHARES on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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ISHARES III Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ISHARES III's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as ISHARES III PLC, and traders can use it to determine the average amount a ISHARES III'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 = 0.1297
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Estimated Market Risk
| 126.02 actual daily | 96 96% of assets are less volatile |
Expected Return
| 5.01 actual daily | 96 96% of assets have lower returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average ISHARES III is performing at about 10% 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 III by adding it to a well-diversified portfolio.