Ishares Jantzi Social Etf Performance
| XEN Etf | CAD 37.67 0.02 0.05% |
The etf retains a Market Volatility (i.e., Beta) of 0.41, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Jantzi's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Jantzi is expected to be smaller as well.
Risk-Adjusted Performance
17 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in iShares Jantzi Social are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating basic indicators, IShares Jantzi may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
| In Threey Sharp Ratio | 0.36 |
IShares |
IShares Jantzi Relative Risk vs. Return Landscape
If you would invest 3,443 in iShares Jantzi Social on August 29, 2024 and sell it today you would earn a total of 324.00 from holding iShares Jantzi Social or generate 9.41% return on investment over 90 days. iShares Jantzi Social is generating 0.145% of daily returns assuming 0.6631% volatility of returns over the 90 days investment horizon. Simply put, 5% of all etfs have less volatile historical return distribution than IShares Jantzi, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
IShares Jantzi Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Jantzi's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Jantzi Social, and traders can use it to determine the average amount a IShares Jantzi'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 = 0.2187
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Estimated Market Risk
| 0.66 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.14 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.22 actual daily | 17 83% of assets perform better |
Based on monthly moving average IShares Jantzi is performing at about 17% 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 Jantzi by adding it to a well-diversified portfolio.
IShares Jantzi Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Jantzi, and IShares Jantzi 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 | 15.44 X | |||
| Price To Book | 1.79 X | |||
| Price To Sales | 1.65 X | |||
| Total Asset | 151.24 M | |||
About IShares Jantzi Performance
By examining IShares Jantzi's fundamental ratios, stakeholders can obtain critical insights into IShares Jantzi'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 Jantzi 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.
The investment seeks to replicate, net of expenses, the Jantzi Social Index. iSHARES JANTZI is traded on Toronto Stock Exchange in Canada.| The fund keeps 99.65% of its net assets in stocks |
Other Information on Investing in IShares Etf
IShares Jantzi 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 Jantzi security.