IShares Edge (Switzerland) Performance
| MVEA Etf | CHF 7.66 0.02 0.26% |
The etf retains a Market Volatility (i.e., Beta) of -0.0042, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Edge are expected to decrease at a much lower rate. During the bear market, IShares Edge is likely to outperform the market.
Risk-Adjusted Performance
19 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in iShares Edge MSCI are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. In spite of fairly weak basic indicators, IShares Edge may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
IShares |
IShares Edge Relative Risk vs. Return Landscape
If you would invest 695.00 in iShares Edge MSCI on August 30, 2024 and sell it today you would earn a total of 68.00 from holding iShares Edge MSCI or generate 9.78% return on investment over 90 days. iShares Edge MSCI is generating 0.1525% of daily returns and assumes 0.6105% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than IShares, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
IShares Edge Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Edge's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Edge MSCI, and traders can use it to determine the average amount a IShares Edge'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 = 0.2498
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | MVEA | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.61 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.25 actual daily | 19 81% of assets perform better |
Based on monthly moving average IShares Edge is performing at about 19% 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 Edge by adding it to a well-diversified portfolio.
IShares Edge Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Edge, and IShares Edge 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 | 1.52 B | |||
About IShares Edge Performance
Evaluating IShares Edge's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if IShares Edge 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 Edge has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The investment objective of the Fund is to seek to provide investors with a total return, taking into account both capital and income returns, which reflects the return of the MSCI USA Minimum Volatility ESG Reduced Carbon Target Index. ISh MSCI is traded on Switzerland Exchange in Switzerland.Additional Information and Resources on Investing in IShares Etf
When determining whether iShares Edge MSCI is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if IShares Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Ishares Edge Msci Etf. Highlighted below are key reports to facilitate an investment decision about Ishares Edge Msci Etf:Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in iShares Edge MSCI. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.