Ishares Governmentcredit Bond Etf Performance
| GBF Etf | USD 103.91 0.16 0.15% |
The etf retains a Market Volatility (i.e., Beta) of -0.0623, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares GovernmentCredit are expected to decrease at a much lower rate. During the bear market, IShares GovernmentCredit is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days iShares GovernmentCredit Bond has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable fundamental drivers, IShares GovernmentCredit is not utilizing all of its potentials. The recent stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
1 | NZ Economic News Commentary by Leading Kiwi Journalists - BusinessDesk | 09/04/2024 |
| In Threey Sharp Ratio | -0.83 |
IShares |
IShares GovernmentCredit Relative Risk vs. Return Landscape
If you would invest 10,502 in iShares GovernmentCredit Bond on August 29, 2024 and sell it today you would lose (111.00) from holding iShares GovernmentCredit Bond or give up 1.06% of portfolio value over 90 days. iShares GovernmentCredit Bond is generating negative expected returns assuming volatility of 0.3154% on return distribution over 90 days investment horizon. In other words, 2% of etfs are less volatile than IShares, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
IShares GovernmentCredit Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares GovernmentCredit's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares GovernmentCredit Bond, and traders can use it to determine the average amount a IShares GovernmentCredit'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 = -0.0519
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| Negative Returns | GBF |
Estimated Market Risk
| 0.32 actual daily | 2 98% 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 GovernmentCredit 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 GovernmentCredit by adding IShares GovernmentCredit to a well-diversified portfolio.
IShares GovernmentCredit Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares GovernmentCredit, and IShares GovernmentCredit 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 | 152.89 M | |||
About IShares GovernmentCredit Performance
By analyzing IShares GovernmentCredit's fundamental ratios, stakeholders can gain valuable insights into IShares GovernmentCredit's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares GovernmentCredit 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 GovernmentCredit has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The underlying index measures the performance of U.S. dollar-denominated U.S. IShares GovernmentCredit is traded on NYSEARCA Exchange in the United States.| IShares GovernmentCredit generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: NZ Economic News Commentary by Leading Kiwi Journalists - BusinessDesk | |
| IShares GovernmentCredit generated five year return of 0.0% | |
| This fund retains about 8.68% of its assets under management (AUM) in fixed income securities |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in iShares GovernmentCredit Bond. 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 Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
The market value of IShares GovernmentCredit 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 GovernmentCredit's value that differs from its market value or its book value, called intrinsic value, which is IShares GovernmentCredit'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 GovernmentCredit's market value can be influenced by many factors that don't directly affect IShares GovernmentCredit'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 GovernmentCredit's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares GovernmentCredit is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares GovernmentCredit'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.