Ishares III (Germany) Performance
| MAGR Etf | EUR 6.97 0.03 0.43% |
The etf retains a Market Volatility (i.e., Beta) of 0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Ishares III's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ishares III is expected to be smaller as well.
Risk-Adjusted Performance
15 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Ishares III Plc are ranked lower than 15 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively fragile basic indicators, Ishares III may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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Ishares III Relative Risk vs. Return Landscape
If you would invest 649.00 in Ishares III Plc on September 2, 2024 and sell it today you would earn a total of 48.00 from holding Ishares III Plc or generate 7.4% return on investment over 90 days. Ishares III Plc is generating 0.1115% of daily returns and assumes 0.5778% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than Ishares, and 98% 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 III Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ishares III's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Ishares III Plc, and traders can use it to determine the average amount a Ishares III'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 = 0.1929
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Estimated Market Risk
| 0.58 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.19 actual daily | 15 85% of assets perform better |
Based on monthly moving average Ishares III is performing at about 15% 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 III by adding it to a well-diversified portfolio.
About Ishares III Performance
Assessing Ishares III's fundamental ratios provides investors with valuable insights into Ishares III's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Ishares III 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.