IShares MDAX (Switzerland) Performance
| MDAXEX Etf | CHF 203.00 4.05 1.96% |
The etf retains a Market Volatility (i.e., Beta) of -0.0068, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares MDAX are expected to decrease at a much lower rate. During the bear market, IShares MDAX is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days iShares MDAX UCITS has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, IShares MDAX is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Fifty Two Week Low | 204.95 | |
| Fifty Two Week High | 267.75 |
IShares |
IShares MDAX Relative Risk vs. Return Landscape
If you would invest 20,445 in iShares MDAX UCITS on November 2, 2024 and sell it today you would lose (145.00) from holding iShares MDAX UCITS or give up 0.71% of portfolio value over 90 days. iShares MDAX UCITS is generating negative expected returns and assumes 0.9175% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than IShares, and 99% 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 MDAX Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares MDAX's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares MDAX UCITS, and traders can use it to determine the average amount a IShares MDAX'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 = -0.0089
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| Negative Returns | MDAXEX |
Estimated Market Risk
| 0.92 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares MDAX 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 MDAX by adding IShares MDAX to a well-diversified portfolio.
IShares MDAX Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares MDAX, and IShares MDAX 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.
| Price To Earning | 14.47 X | |||
| Price To Book | 2.02 X | |||
| Price To Sales | 0.71 X | |||
| Total Asset | 1.72 B | |||
About IShares MDAX Performance
By analyzing IShares MDAX's fundamental ratios, stakeholders can gain valuable insights into IShares MDAX's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares MDAX 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 MDAX has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
iShares MDAX is an exchange traded fund that aims to track the performance of the MDAX Index as closely as possible. iSh MDAX is traded on Switzerland Exchange in Switzerland.| iShares MDAX UCITS generated a negative expected return over the last 90 days | |
| The fund maintains 99.99% of its assets in stocks |
Other Information on Investing in IShares Etf
IShares MDAX financial ratios help investors to determine whether IShares Etf 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 MDAX security.