Ishares Gnma Bond Etf Performance
| GNMA Etf | USD 43.92 0.23 0.53% |
The etf retains a Market Volatility (i.e., Beta) of 0.0389, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares GNMA's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares GNMA is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days iShares GNMA Bond has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong primary indicators, IShares GNMA is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| In Threey Sharp Ratio | -0.67 |
IShares |
IShares GNMA Relative Risk vs. Return Landscape
If you would invest 4,432 in iShares GNMA Bond on September 1, 2024 and sell it today you would lose (40.00) from holding iShares GNMA Bond or give up 0.9% of portfolio value over 90 days. iShares GNMA Bond is currently does not generate positive expected returns and assumes 0.3621% 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 GNMA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares GNMA's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares GNMA Bond, and traders can use it to determine the average amount a IShares GNMA'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 = -0.0373
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| Negative Returns | GNMA |
Estimated Market Risk
| 0.36 actual daily | 3 97% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares GNMA 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 GNMA by adding IShares GNMA to a well-diversified portfolio.
IShares GNMA Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares GNMA, and IShares GNMA 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 | 323.03 M | |||
About IShares GNMA Performance
By analyzing IShares GNMA's fundamental ratios, stakeholders can gain valuable insights into IShares GNMA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares GNMA 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 GNMA has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The fund will invest at least 80 percent of its assets in the component securities of the underlying index and to-be-announced transactions that have economic characteristics that are substantially identical to the economic characteristics of the component securities of the underlying index. GNMA Bond is traded on NASDAQ Exchange in the United States.| iShares GNMA Bond generated a negative expected return over the last 90 days | |
| iShares GNMA Bond created five year return of 0.0% | |
| This fund retains all of the assets under management (AUM) in different types of exotic instruments |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in iShares GNMA 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 population. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
The market value of iShares GNMA Bond 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 GNMA's value that differs from its market value or its book value, called intrinsic value, which is IShares GNMA'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 GNMA's market value can be influenced by many factors that don't directly affect IShares GNMA'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 GNMA's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares GNMA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares GNMA'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.