Ipath Series B Etf Performance
| VXZ Etf | USD 50.06 0.24 0.48% |
The etf retains a Market Volatility (i.e., Beta) of -0.7, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning IPath Series are expected to decrease at a much lower rate. During the bear market, IPath Series is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days iPath Series B has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly strong basic indicators, IPath Series is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
1 | Market volatility jumps to its highest level in nearly three weeks - MSN | 10/31/2024 |
| In Threey Sharp Ratio | -1.06 |
IPath |
IPath Series Relative Risk vs. Return Landscape
If you would invest 5,358 in iPath Series B on November 2, 2024 and sell it today you would lose (352.00) from holding iPath Series B or give up 6.57% of portfolio value over 90 days. iPath Series B is generating negative expected returns assuming volatility of 1.9844% on return distribution over 90 days investment horizon. In other words, 17% of etfs are less volatile than IPath, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
IPath Series Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IPath Series' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iPath Series B, and traders can use it to determine the average amount a IPath Series' 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 = -0.0482
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | VXZ |
Estimated Market Risk
| 1.98 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IPath Series 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 IPath Series by adding IPath Series to a well-diversified portfolio.
IPath Series Fundamentals Growth
IPath Etf prices reflect investors' perceptions of the future prospects and financial health of IPath Series, and IPath Series 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 IPath Etf performance.
| Total Asset | 47.78 M | |||
About IPath Series Performance
Evaluating IPath Series' performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if IPath Series 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 IPath Series 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 seeks to provide investors with exposure to the SP 500 VIX Mid-Term Futures Index Total Return. iPath SP is traded on Archipelago Exchange in USA.| iPath Series B generated a negative expected return over the last 90 days | |
| iPath Series B generated five year return of -6.0% | |
| This fund keeps all of the net assets in exotic instruments |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in iPath Series B. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in interest. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
The market value of iPath Series B is measured differently than its book value, which is the value of IPath that is recorded on the company's balance sheet. Investors also form their own opinion of IPath Series' value that differs from its market value or its book value, called intrinsic value, which is IPath Series' 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 IPath Series' market value can be influenced by many factors that don't directly affect IPath Series' 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 IPath Series' value and its price as these two are different measures arrived at by different means. Investors typically determine if IPath Series is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IPath Series' 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.