Ishares Esg Aggregate Etf Performance
| EAGG Etf | USD 46.88 0.02 0.04% |
The etf retains a Market Volatility (i.e., Beta) of -0.0652, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares ESG are expected to decrease at a much lower rate. During the bear market, IShares ESG is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days iShares ESG Aggregate has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable technical and fundamental indicators, IShares ESG is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
1 | Trading Advice - Stock Traders Daily | 09/03/2024 |
2 | Notable Two Hundred Day Moving Average Cross - EAGG - Nasdaq | 10/29/2024 |
| In Threey Sharp Ratio | -0.79 |
IShares |
IShares ESG Relative Risk vs. Return Landscape
If you would invest 4,790 in iShares ESG Aggregate on August 23, 2024 and sell it today you would lose (102.00) from holding iShares ESG Aggregate or give up 2.13% of portfolio value over 90 days. iShares ESG Aggregate is currently does not generate positive expected returns and assumes 0.2894% 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 |
| Risk |
IShares ESG Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares ESG's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares ESG Aggregate, and traders can use it to determine the average amount a IShares ESG'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 = -0.1148
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| Negative Returns | EAGG |
Estimated Market Risk
| 0.29 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares ESG 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 ESG by adding IShares ESG to a well-diversified portfolio.
IShares ESG Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares ESG, and IShares ESG 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 | 2.04 B | |||
About IShares ESG Performance
By analyzing IShares ESG's fundamental ratios, stakeholders can gain valuable insights into IShares ESG's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares ESG 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 ESG has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The index includes government-related bonds, corporate bonds, MBS, CMBS and ABS that are publicly offered for sale in the U.S. Ishares ESG is traded on NYSEARCA Exchange in the United States.| IShares ESG generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: Notable Two Hundred Day Moving Average Cross - EAGG - Nasdaq | |
| iShares ESG Aggregate created five year return of 0.0% | |
| This fund retains about 7.4% of its assets under management (AUM) in fixed income securities |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in iShares ESG Aggregate. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in price. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
The market value of iShares ESG Aggregate 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 ESG's value that differs from its market value or its book value, called intrinsic value, which is IShares ESG'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 ESG's market value can be influenced by many factors that don't directly affect IShares ESG'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 ESG's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares ESG is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares ESG'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.