Ishares Trust Etf Performance
| LDRC Etf | 25.01 0.02 0.08% |
The etf retains a Market Volatility (i.e., Beta) of 0.0084, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Trust is expected to be smaller as well.
Risk-Adjusted Performance
20 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in iShares Trust are ranked lower than 20 (%) of all global equities and portfolios over the last 90 days. In spite of rather weak basic indicators, IShares Trust exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
IShares |
IShares Trust Relative Risk vs. Return Landscape
If you would invest 0.00 in iShares Trust on August 29, 2024 and sell it today you would earn a total of 2,501 from holding iShares Trust or generate 9.223372036854776E16% return on investment over 90 days. iShares Trust is currently generating 66.6721% in daily expected returns and assumes 258.1974% risk (volatility on return distribution) over the 90 days horizon. In different words, most equities are less risky than IShares, and most traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
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 = 0.2582
| Best Portfolio | Best Equity | LDRC | ||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 258.2 actual daily | 96 96% of assets are less volatile |
Expected Return
| 5.01 actual daily | 96 96% of assets have lower returns |
Risk-Adjusted Return
| 0.26 actual daily | 20 80% of assets perform better |
Based on monthly moving average IShares Trust is performing at about 20% 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 Trust by adding it to a well-diversified portfolio.
About IShares Trust Performance
By analyzing IShares Trust's fundamental ratios, stakeholders can gain valuable insights into IShares Trust's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. 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.
IShares Trust is entity of United States. It is traded as Etf on NYSE ARCA exchange.| iShares Trust is way too risky over 90 days horizon | |
| iShares Trust appears to be risky and price may revert if volatility continues |
Check out Correlation 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 metropolitan statistical area. For information on how to trade IShares Etf refer to our How to Trade IShares Etf guide.You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
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.