Ishares Trust Etf Performance
| IBMQ Etf | USD 25.04 0.02 0.08% |
The etf retains a Market Volatility (i.e., Beta) of 0.048, 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
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Over the last 90 days iShares Trust has generated negative risk-adjusted returns adding no value to investors with long positions. Even with relatively invariable primary indicators, IShares Trust is not utilizing all of its potentials. The recent stock price agitation, may contribute to short-term losses for the retail investors. ...more
1 | Stonebridge Capital Advisors LLC Grows Holdings in iShares iBonds Dec 2028 Term Muni Bond ETF | 03/08/2024 |
2 | Learn to Evaluate using the Charts - Stock Traders Daily | 04/26/2024 |
| In Threey Sharp Ratio | -0.72 |
IShares |
IShares Trust Relative Risk vs. Return Landscape
If you would invest 2,523 in iShares Trust on February 3, 2024 and sell it today you would lose (19.00) from holding iShares Trust or give up 0.75% of portfolio value over 90 days. iShares Trust is currently does not generate positive expected returns and assumes 0.1374% 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 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 = -0.0881
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| Negative Returns | IBMQ |
Estimated Market Risk
| 0.14 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 Trust 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 Trust by adding IShares Trust 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.
| Total Asset | 81.15 M | |||
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 index measures the performance of investment-grade , non-callable and callable U.S. municipal bonds expected to mature or be redeemed after December 31, 2027 and prior to December 2, 2028. Ishares Ibonds is traded on BATS Exchange in the United States.| iShares Trust generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: Learn to Evaluate using the Charts - Stock Traders Daily | |
| The fund created three year return of -1.0% | |
| iShares Trust 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 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 population. To learn how to invest in IShares Etf, please use our How to Invest in IShares Trust guide.You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
The market value of iShares Trust 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 Trust's value that differs from its market value or its book value, called intrinsic value, which is IShares Trust'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 Trust's market value can be influenced by many factors that don't directly affect IShares Trust'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 Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Trust'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.