Ishares Climate Conscious Etf Performance
| USCL Etf | 72.80 0.28 0.38% |
The etf retains a Market Volatility (i.e., Beta) of 0.35, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Climate's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Climate is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in iShares Climate Conscious are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite quite weak fundamental indicators, IShares Climate may actually be approaching a critical reversion point that can send shares even higher in March 2025. ...more
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IShares Climate Relative Risk vs. Return Landscape
If you would invest 6,828 in iShares Climate Conscious on November 1, 2024 and sell it today you would earn a total of 452.00 from holding iShares Climate Conscious or generate 6.62% return on investment over 90 days. iShares Climate Conscious is currently generating 0.1105% in daily expected returns and assumes 0.857% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% of etfs are less volatile than IShares, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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IShares Climate Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Climate's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Climate Conscious, and traders can use it to determine the average amount a IShares Climate'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 = 0.1289
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Estimated Market Risk
| 0.86 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average IShares Climate is performing at about 10% 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 Climate by adding it to a well-diversified portfolio.
About IShares Climate Performance
By examining IShares Climate's fundamental ratios, stakeholders can obtain critical insights into IShares Climate's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that IShares Climate is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
IShares Climate is entity of United States. It is traded as Etf on NASDAQ exchange.