ISharesGlobal 100 (Australia) Performance
| IOO Etf | 159.35 0.72 0.45% |
The etf retains a Market Volatility (i.e., Beta) of 0.0984, which attests to not very significant fluctuations relative to the market. As returns on the market increase, ISharesGlobal 100's returns are expected to increase less than the market. However, during the bear market, the loss of holding ISharesGlobal 100 is expected to be smaller as well.
Risk-Adjusted Performance
18 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in iSharesGlobal 100 are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, ISharesGlobal 100 may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
1 | IOO Price Target Hit, Expecting Consolidation Soon Among Global Mega-Caps - Seeking Alpha | 11/07/2024 |
ISharesGlobal |
ISharesGlobal 100 Relative Risk vs. Return Landscape
If you would invest 14,236 in iSharesGlobal 100 on September 22, 2024 and sell it today you would earn a total of 1,699 from holding iSharesGlobal 100 or generate 11.93% return on investment over 90 days. iSharesGlobal 100 is generating 0.1737% of daily returns assuming 0.7443% volatility of returns over the 90 days investment horizon. Simply put, 6% of all etfs have less volatile historical return distribution than ISharesGlobal 100, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ISharesGlobal 100 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ISharesGlobal 100's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iSharesGlobal 100, and traders can use it to determine the average amount a ISharesGlobal 100'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 = 0.2334
| Best Portfolio | Best Equity | |||
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| Small Returns | IOO | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.74 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.17 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average ISharesGlobal 100 is performing at about 18% of its full potential. 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 ISharesGlobal 100 by adding it to a well-diversified portfolio.
ISharesGlobal 100 Fundamentals Growth
ISharesGlobal Etf prices reflect investors' perceptions of the future prospects and financial health of ISharesGlobal 100, and ISharesGlobal 100 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 ISharesGlobal Etf performance.
About ISharesGlobal 100 Performance
Assessing ISharesGlobal 100's fundamental ratios provides investors with valuable insights into ISharesGlobal 100's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the ISharesGlobal 100 is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
ISharesGlobal 100 is entity of Australia. It is traded as Etf on AU exchange.