Ishares Ibonds Dec Etf Performance
| IBMP Etf | USD 24.94 0.04 0.16% |
The etf retains a Market Volatility (i.e., Beta) of 0.0768, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares IBonds' returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares IBonds is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days iShares iBonds Dec has generated negative risk-adjusted returns adding no value to investors with long positions. Even with relatively invariable primary indicators, IShares IBonds is not utilizing all of its potentials. The recent stock price agitation, may contribute to short-term losses for the retail investors. ...more
1 | Long Term Investment Analysis - Stock Traders Daily | 02/14/2024 |
2 | Trading With Integrated Risk Controls - Stock Traders Daily | 04/26/2024 |
| In Threey Sharp Ratio | -0.80 |
IShares |
IShares IBonds Relative Risk vs. Return Landscape
If you would invest 2,512 in iShares iBonds Dec on February 2, 2024 and sell it today you would lose (18.00) from holding iShares iBonds Dec or give up 0.72% of portfolio value over 90 days. iShares iBonds Dec is currently does not generate positive expected returns and assumes 0.1242% risk (volatility on return distribution) over the 90 days horizon. In different words, 1% of etfs are less volatile than IShares, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
IShares IBonds Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares IBonds' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares iBonds Dec, and traders can use it to determine the average amount a IShares IBonds' 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 = -0.0928
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| Negative Returns | IBMP |
Estimated Market Risk
| 0.12 actual daily | 1 99% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares IBonds 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 IBonds by adding IShares IBonds to a well-diversified portfolio.
IShares IBonds Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares IBonds, and IShares IBonds 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 | 148.6 M | |||
About IShares IBonds Performance
To evaluate iShares iBonds Dec 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 IBonds 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 iBonds Dec 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 index measures the performance of investment-grade , tax-exempt, U.S. municipal bonds, reducing callable bonds before 2027, and only including non-callable bonds maturing in 2027. Ishares Ibonds is traded on BATS Exchange in the United States.| iShares iBonds Dec generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: Trading With Integrated Risk Controls - Stock Traders Daily | |
| The fund created three year return of -1.0% | |
| iShares iBonds Dec retains all of the assets under management (AUM) in different types of exotic instruments |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in iShares iBonds Dec. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in population. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
The market value of iShares iBonds Dec 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 IBonds' value that differs from its market value or its book value, called intrinsic value, which is IShares IBonds' 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 IBonds' market value can be influenced by many factors that don't directly affect IShares IBonds' 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 IBonds' value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares IBonds is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares IBonds' 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.