Ishares Cmbs Etf Performance
| CMBS Etf | USD 47.39 0.03 0.06% |
The etf retains a Market Volatility (i.e., Beta) of 0.0031, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares CMBS's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares CMBS is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days iShares CMBS ETF has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable fundamental drivers, IShares CMBS is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors. ...more
1 | KBRA Assigns Preliminary Ratings to HIH 2024-61P | 09/26/2024 |
2 | KBRA Releases Research CMBS Loan Performance Trends September 2024 | 09/27/2024 |
3 | KBRA Assigns Preliminary Ratings to FREMF 2024-K757 and Freddie Mac Structured Pass-Through Certificate Series K-757 | 09/30/2024 |
4 | Deer Park Road Announces Launch of Deer Park Commercial Mortgage Opportunity Fund I | 10/07/2024 |
5 | KBRA Assigns Preliminary Ratings to ROCK 2024-CNTR | 10/15/2024 |
6 | Rockefeller Centers Bond Marks Biggest CMBS Sale Since 2021 | 10/17/2024 |
7 | Trepp and Commercial Real Estate Direct Release the Q3 2024 Quarterly Data Review, Analyzing Data that Shows Persistent Turbulence in the Office Sector | 10/25/2024 |
8 | iShares CMBS ETF declares monthly distribution of 0.136347 | 11/04/2024 |
9 | KBRA Releases Research 2025 CMBS Sector Outlook Twin Peaks | 11/18/2024 |
10 | Freddie Mac To Bring Tax-Exempt Loan CMBS Product to Municipal Investors | 11/21/2024 |
| In Threey Sharp Ratio | -0.87 |
IShares |
IShares CMBS Relative Risk vs. Return Landscape
If you would invest 4,790 in iShares CMBS ETF on August 27, 2024 and sell it today you would lose (51.00) from holding iShares CMBS ETF or give up 1.06% of portfolio value over 90 days. iShares CMBS ETF is currently does not generate positive expected returns and assumes 0.3483% risk (volatility on return distribution) over the 90 days horizon. In different words, 3% 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 |
| Risk |
IShares CMBS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares CMBS's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares CMBS ETF, and traders can use it to determine the average amount a IShares CMBS'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 = -0.0463
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| Negative Returns | CMBS |
Estimated Market Risk
| 0.35 actual daily | 3 97% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares CMBS 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 CMBS by adding IShares CMBS to a well-diversified portfolio.
IShares CMBS Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares CMBS, and IShares CMBS 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 | 640.44 M | |||
About IShares CMBS Performance
Assessing IShares CMBS's fundamental ratios provides investors with valuable insights into IShares CMBS's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the IShares CMBS is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
The index measures the performance of investment-grade commercial mortgage-backed securities , which are classes of securities that represent interests in pools of commercial mortgages. CMBS Ishares is traded on NYSEARCA Exchange in the United States.| iShares CMBS ETF generated a negative expected return over the last 90 days | |
| Latest headline from globenewswire.com: Freddie Mac To Bring Tax-Exempt Loan CMBS Product to Municipal Investors | |
| The fund created three year return of -1.0% | |
| iShares CMBS ETF holds all of the assets under management (AUM) in different types of exotic instruments |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in iShares CMBS ETF. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
The market value of iShares CMBS ETF 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 CMBS's value that differs from its market value or its book value, called intrinsic value, which is IShares CMBS'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 CMBS's market value can be influenced by many factors that don't directly affect IShares CMBS'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 CMBS's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares CMBS is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares CMBS'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.