Ishares Public Limited Etf Performance
| ISRPF Etf | USD 101.09 0.46 0.46% |
The etf retains a Market Volatility (i.e., Beta) of 0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Public's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Public is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days iShares Public Limited has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, IShares Public is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
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IShares Public Relative Risk vs. Return Landscape
If you would invest 10,203 in iShares Public Limited on November 5, 2024 and sell it today you would lose (94.00) from holding iShares Public Limited or give up 0.92% of portfolio value over 90 days. iShares Public Limited is currently producing negative expected returns and takes up 0.6133% volatility of returns over 90 trading days. Put another way, 5% of traded pink sheets are less volatile than IShares, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
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IShares Public Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Public's investment risk. Standard deviation is the most common way to measure market volatility of pink sheets, such as iShares Public Limited, and traders can use it to determine the average amount a IShares Public'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 = -0.0225
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| Negative Returns | ISRPF |
Estimated Market Risk
| 0.61 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares Public 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 Public by adding IShares Public to a well-diversified portfolio.
About IShares Public Performance
By analyzing IShares Public's fundamental ratios, stakeholders can gain valuable insights into IShares Public's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares Public 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 Public has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| iShares Public generated a negative expected return over the last 90 days |
Other Information on Investing in IShares Pink Sheet
IShares Public financial ratios help investors to determine whether IShares Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in IShares with respect to the benefits of owning IShares Public security.