IShares Core (Israel) Performance
| ISFF702 Etf | 233,040 240.00 0.10% |
The etf retains a Market Volatility (i.e., Beta) of -0.22, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Core are expected to decrease at a much lower rate. During the bear market, IShares Core is likely to outperform the market.
Risk-Adjusted Performance
16 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in iShares Core SP are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak technical and fundamental indicators, IShares Core may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
IShares |
IShares Core Relative Risk vs. Return Landscape
If you would invest 21,599,000 in iShares Core SP on September 4, 2024 and sell it today you would earn a total of 1,705,000 from holding iShares Core SP or generate 7.89% return on investment over 90 days. iShares Core SP is generating 0.1686% of daily returns and assumes 0.8259% volatility on return distribution over the 90 days horizon. Simply put, 7% 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 Core Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Core's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Core SP, and traders can use it to determine the average amount a IShares Core'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 = 0.2042
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Estimated Market Risk
| 0.83 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.17 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.2 actual daily | 16 84% of assets perform better |
Based on monthly moving average IShares Core is performing at about 16% 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 Core by adding it to a well-diversified portfolio.