IShares Trust (Mexico) Performance
| AAXJ Etf | MXN 1,218 4.00 0.33% |
The etf retains a Market Volatility (i.e., Beta) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Trust is expected to be smaller as well.
Risk-Adjusted Performance
14 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in iShares Trust are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of fairly weak basic indicators, IShares Trust may actually be approaching a critical reversion point that can send shares even higher in June 2024. ...more
| Fifty Two Week Low | 1,200.00 | |
| Fifty Two Week High | 1,400.00 |
IShares |
IShares Trust Relative Risk vs. Return Landscape
If you would invest 112,450 in iShares Trust on February 20, 2024 and sell it today you would earn a total of 9,350 from holding iShares Trust or generate 8.31% return on investment over 90 days. iShares Trust is generating 0.1359% of daily returns and assumes 0.74% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than IShares, 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 Trust Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Trust's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Trust , and traders can use it to determine the average amount a IShares Trust'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 = 0.1836
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| Cash | AAXJ | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.74 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.14 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average IShares Trust is performing at about 14% 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 Trust by adding it to a well-diversified portfolio.
IShares Trust Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Trust, and IShares Trust 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 | 13.12 X | |||
| Price To Book | 1.33 X | |||
| Price To Sales | 1.29 X | |||
| Total Asset | 4.1 B | |||
About IShares Trust Performance
To evaluate iShares Trust Etf as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when IShares Trust generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare IShares Etf's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand iShares Trust market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents IShares's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.The investment seeks to track the investment results of the MSCI AC Asia ex Japan Index. ISHARES TRUST is traded on Mexico Stock Exchange in Mexico.| The fund holds 99.24% of its assets under management (AUM) in equities |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in iShares Trust . Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.