Ishares Msci Global Etf Performance
| GLOF Etf | 53.90 0.19 0.35% |
The etf retains a Market Volatility (i.e., Beta) of 0.0821, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares MSCI is expected to be smaller as well.
Risk-Adjusted Performance
Mild
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in iShares MSCI Global are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, IShares MSCI is not utilizing all of its potentials. The recent stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
IShares MSCI Relative Risk vs. Return Landscape
If you would invest 5,240 in iShares MSCI Global on October 27, 2025 and sell it today you would earn a total of 150.00 from holding iShares MSCI Global or generate 2.86% return on investment over 90 days. iShares MSCI Global is currently generating 0.0479% in daily expected returns and assumes 0.689% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% 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 MSCI Target Price Odds to finish over Current Price
The tendency of IShares Etf price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 53.90 | 90 days | 53.90 | about 6.82 |
Based on a normal probability distribution, the odds of IShares MSCI to move above the current price in 90 days from now is about 6.82 (This iShares MSCI Global probability density function shows the probability of IShares Etf to fall within a particular range of prices over 90 days) .
Given the investment horizon of 90 days IShares MSCI has a beta of 0.0821. This usually indicates as returns on the market go up, IShares MSCI average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding iShares MSCI Global will be expected to be much smaller as well. Additionally IShares MSCI Global has an alpha of 0.0323, implying that it can generate a 0.0323 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). IShares MSCI Price Density |
| Price |
Predictive Modules for IShares MSCI
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as iShares MSCI Global. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.IShares MSCI Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. IShares MSCI is not an exception. The market had few large corrections towards the IShares MSCI's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold iShares MSCI Global, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of IShares MSCI within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.03 | |
β | Beta against Dow Jones | 0.08 | |
σ | Overall volatility | 0.92 | |
Ir | Information ratio | -0.04 |
IShares MSCI Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares MSCI, and IShares MSCI 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.
About IShares MSCI Performance
By analyzing IShares MSCI's fundamental ratios, stakeholders can gain valuable insights into IShares MSCI's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares MSCI 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 MSCI has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.