Ishares Esg Screened Etf Performance
| XJR Etf | USD 41.92 0.14 0.33% |
The etf retains a Market Volatility (i.e., Beta) of 0.75, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares ESG's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares ESG is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days iShares ESG Screened has generated negative risk-adjusted returns adding no value to investors with long positions. Even with relatively invariable forward-looking indicators, IShares ESG is not utilizing all of its potentials. The recent stock price agitation, may contribute to short-term losses for the retail investors. ...more
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| In Threey Sharp Ratio | 0.16 |
IShares |
IShares ESG Relative Risk vs. Return Landscape
If you would invest 4,264 in iShares ESG Screened on November 18, 2024 and sell it today you would lose (72.00) from holding iShares ESG Screened or give up 1.69% of portfolio value over 90 days. iShares ESG Screened is generating negative expected returns assuming volatility of 1.0199% on return distribution over 90 days investment horizon. In other words, 9% of etfs are less volatile than IShares, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
IShares ESG Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares ESG's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares ESG Screened, and traders can use it to determine the average amount a IShares ESG'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 = -0.0223
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | XJR |
Estimated Market Risk
| 1.02 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares ESG 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 ESG by adding IShares ESG to a well-diversified portfolio.
IShares ESG Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares ESG, and IShares ESG 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 | 35.21 M | |||
About IShares ESG Performance
Assessing IShares ESG's fundamental ratios provides investors with valuable insights into IShares ESG's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the IShares ESG is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
The fund seeks to track the investment results of the underlying index, which measures the performance of the small-capitalization sector of the U.S. equity market while excluding companies involved in controversial business activities and controversies, as determined by SP Dow Jones Indices LLC. Ishares ESG is traded on BATS Exchange in the United States.| iShares ESG Screened generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: Technical Pivots with Risk Controls - Stock Traders Daily | |
| The fund keeps 96.15% of its net assets in stocks |
Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in iShares ESG Screened. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in inflation. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
The market value of iShares ESG Screened is measured differently than its book value, which is the value of IShares that is recorded on the company's balance sheet. Investors also form their own opinion of IShares ESG's value that differs from its market value or its book value, called intrinsic value, which is IShares ESG's 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 IShares ESG's market value can be influenced by many factors that don't directly affect IShares ESG's 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 IShares ESG's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares ESG is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares ESG's 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.