IShares FTSE (Germany) Performance
| SXRY Etf | EUR 153.66 0.02 0.01% |
The etf retains a Market Volatility (i.e., Beta) of 0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares FTSE's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares FTSE is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days iShares FTSE MIB has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, IShares FTSE is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Fifty Two Week Low | 66.69 | |
| Fifty Two Week High | 85.57 |
IShares |
IShares FTSE Relative Risk vs. Return Landscape
If you would invest 15,612 in iShares FTSE MIB on August 30, 2024 and sell it today you would lose (246.00) from holding iShares FTSE MIB or give up 1.58% of portfolio value over 90 days. iShares FTSE MIB is producing return of less than zero assuming 0.8483% volatility of returns over the 90 days investment horizon. Simply put, 7% of all etfs have less volatile historical return distribution than IShares FTSE, 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 FTSE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares FTSE's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares FTSE MIB, and traders can use it to determine the average amount a IShares FTSE'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 = -0.0251
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SXRY |
Estimated Market Risk
| 0.85 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares FTSE 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 FTSE by adding IShares FTSE to a well-diversified portfolio.
IShares FTSE Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares FTSE, and IShares FTSE 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 | 91.35 M | |||
About IShares FTSE Performance
By analyzing IShares FTSE's fundamental ratios, stakeholders can gain valuable insights into IShares FTSE's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares FTSE 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 FTSE has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The investment objective of the Fund is to deliver the net total return performance of the Reference Index , less the fees and expenses of the Fund. ISHSVII FTSE is traded on Frankfurt Stock Exchange in Germany.| iShares FTSE MIB generated a negative expected return over the last 90 days | |
| The fund maintains 99.46% of its assets in stocks |
Other Information on Investing in IShares Etf
IShares FTSE 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 FTSE security.