IShares NASDAQ (Israel) Performance
| IS-FF701 | ILA 434,600 500.00 0.12% |
The etf retains a Market Volatility (i.e., Beta) of 0.0031, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares NASDAQ's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares NASDAQ is expected to be smaller as well.
Risk-Adjusted Performance
11 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in iShares NASDAQ 100 are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak technical and fundamental indicators, IShares NASDAQ may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
IShares |
IShares NASDAQ Relative Risk vs. Return Landscape
If you would invest 40,610,000 in iShares NASDAQ 100 on September 3, 2024 and sell it today you would earn a total of 2,850,000 from holding iShares NASDAQ 100 or generate 7.02% return on investment over 90 days. iShares NASDAQ 100 is generating 0.1525% of daily returns and assumes 1.0068% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than IShares, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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IShares NASDAQ Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares NASDAQ's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares NASDAQ 100, and traders can use it to determine the average amount a IShares NASDAQ'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 = 0.1515
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Estimated Market Risk
| 1.01 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average IShares NASDAQ is performing at about 11% 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 IShares NASDAQ by adding it to a well-diversified portfolio.
About IShares NASDAQ Performance
By analyzing IShares NASDAQ's fundamental ratios, stakeholders can gain valuable insights into IShares NASDAQ's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares NASDAQ 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 NASDAQ has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.