Ishares Mbs Etf Performance
| MBB Etf | USD 92.41 0.08 0.09% |
The etf retains a Market Volatility (i.e., Beta) of -0.0562, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares MBS are expected to decrease at a much lower rate. During the bear market, IShares MBS is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days iShares MBS ETF has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong fundamental drivers, IShares MBS is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
1 | iShares MBS ETF Stock Holdings Lifted by BOS Asset Management LLC | 10/17/2024 |
2 | Network X 2024 ZTE stellt KI-gesteuerte 5G-FWA und -MBB vor und strkt seine globale Fhrungsposition | 10/18/2024 |
3 | Al Network X 2024, ZTE presenta il 5G FWAMBB basato sullintelligenza artificiale, rafforzando cos la sua leadership globale | 10/22/2024 |
4 | Abich Financial Wealth Management LLC Reduces Holdings in iShares MBS ETF | 10/29/2024 |
5 | Rosenberg Matthew Hamilton Has 721,000 Position in iShares MBS ETF | 10/31/2024 |
6 | iShares MBS ETF Shares Sold by Leavell Investment Management Inc. | 11/08/2024 |
7 | Angeles Investment Advisors LLC Buys 2,810 Shares of iShares MBS ETF | 11/13/2024 |
8 | iShares MBS ETF Position Reduced by Pathstone Holdings LLC | 11/20/2024 |
| In Threey Sharp Ratio | -0.68 |
IShares |
IShares MBS Relative Risk vs. Return Landscape
If you would invest 9,455 in iShares MBS ETF on August 24, 2024 and sell it today you would lose (214.00) from holding iShares MBS ETF or give up 2.26% of portfolio value over 90 days. iShares MBS ETF is generating negative expected returns assuming volatility of 0.3239% on return distribution over 90 days investment horizon. In other words, 2% of etfs are less volatile than IShares, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
IShares MBS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares MBS's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares MBS ETF, and traders can use it to determine the average amount a IShares MBS'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 = -0.1106
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| Negative Returns | MBB |
Estimated Market Risk
| 0.32 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares MBS 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 MBS by adding IShares MBS to a well-diversified portfolio.
IShares MBS Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares MBS, and IShares MBS fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on IShares Etf performance.
| Total Asset | 21.89 B | |||
About IShares MBS Performance
By analyzing IShares MBS's fundamental ratios, stakeholders can gain valuable insights into IShares MBS's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares MBS 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 MBS has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The fund will invest at least 80 percent of its assets in the component securities of the underlying index and TBAs that have economic characteristics that are substantially identical to the economic characteristics of the component securities of the index, and the fund will invest at least 90 percent of its assets in fixed income securities of the types included in the underlying index that BFA believes will help the fund track the index. IShares MBS is traded on NASDAQ Exchange in the United States.| iShares MBS ETF generated a negative expected return over the last 90 days | |
| Latest headline from thelincolnianonline.com: iShares MBS ETF Position Reduced by Pathstone Holdings LLC | |
| iShares MBS ETF generated five year return of -1.0% | |
| This fund maintains all of the assets in different exotic instruments |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in iShares MBS ETF. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
The market value of iShares MBS ETF 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 MBS's value that differs from its market value or its book value, called intrinsic value, which is IShares MBS'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 MBS's market value can be influenced by many factors that don't directly affect IShares MBS'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 MBS's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares MBS is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares MBS'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.