Ishares Trust Etf Performance
| IBDY Etf | 25.61 0.06 0.23% |
The etf retains a Market Volatility (i.e., Beta) of -0.0156, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Trust are expected to decrease at a much lower rate. During the bear market, IShares Trust is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days iShares Trust has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly strong fundamental indicators, IShares Trust is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
1 | How To Trade - Stock Traders Daily | 10/16/2024 |
IShares |
IShares Trust Relative Risk vs. Return Landscape
If you would invest 2,579 in iShares Trust on August 29, 2024 and sell it today you would lose (18.00) from holding iShares Trust or give up 0.7% of portfolio value over 90 days. iShares Trust is currently does not generate positive expected returns and assumes 0.346% 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 |
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IShares Trust Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Trust's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Trust, and traders can use it to determine the average amount a IShares Trust'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 = -0.0299
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| Negative Returns | IBDY |
Estimated Market Risk
| 0.35 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
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares Trust 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 Trust by adding IShares Trust to a well-diversified portfolio.
IShares Trust Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Trust, and IShares Trust 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 Trust Performance
Evaluating IShares Trust's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if IShares Trust 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 Trust has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
IShares Trust is entity of United States. It is traded as Etf on NYSE ARCA exchange.| iShares Trust generated a negative expected return over the last 90 days |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in iShares Trust. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in unemployment. For more information on how to buy IShares Etf please use our How to Invest in IShares Trust guide.You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
The market value of iShares Trust 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 Trust's value that differs from its market value or its book value, called intrinsic value, which is IShares Trust'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 Trust's market value can be influenced by many factors that don't directly affect IShares Trust'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 Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Trust'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.