Flexshares International Quality Etf Performance
| IQDF Etf | USD 25.66 0.13 0.51% |
The etf shows a Beta (market volatility) of 0.15, which means not very significant fluctuations relative to the market. As returns on the market increase, FlexShares International's returns are expected to increase less than the market. However, during the bear market, the loss of holding FlexShares International is expected to be smaller as well.
Risk-Adjusted Performance
16 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in FlexShares International Quality are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. Despite nearly weak fundamental indicators, FlexShares International may actually be approaching a critical reversion point that can send shares even higher in June 2024. ...more
| In Threey Sharp Ratio | 0.03 |
FlexShares |
FlexShares International Relative Risk vs. Return Landscape
If you would invest 2,348 in FlexShares International Quality on February 21, 2024 and sell it today you would earn a total of 218.00 from holding FlexShares International Quality or generate 9.28% return on investment over 90 days. FlexShares International Quality is currently generating 0.1432% in daily expected returns and assumes 0.6608% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than FlexShares, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
FlexShares International Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FlexShares International's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as FlexShares International Quality, and traders can use it to determine the average amount a FlexShares International'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 = 0.2167
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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 | 16 84% of assets perform better |
Based on monthly moving average FlexShares International is performing at about 16% 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 FlexShares International by adding it to a well-diversified portfolio.
FlexShares International Fundamentals Growth
FlexShares Etf prices reflect investors' perceptions of the future prospects and financial health of FlexShares International, and FlexShares International 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 FlexShares Etf performance.
| Price To Earning | 13.99 X | |||
| Price To Book | 1.64 X | |||
| Price To Sales | 1.10 X | |||
| Total Asset | 423.65 M | |||
About FlexShares International Performance
To evaluate FlexShares International 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 FlexShares International 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 FlexShares 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 FlexShares International market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents FlexShares'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 reflects the performance of a selection of companies that, in aggregate, possess greater financial strength and stability characteristics relative to the Northern Trust International Large Cap Index, a float-adjusted market-capitalization weighted index of non-U.S. domiciled large- and mid-capitalization companies. Flexshares Intl is traded on NYSEARCA Exchange in the United States.| The fund retains 98.38% of its assets under management (AUM) in equities |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in FlexShares International Quality. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in unemployment. Note that the FlexShares International information on this page should be used as a complementary analysis to other FlexShares International's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. 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 FlexShares International is measured differently than its book value, which is the value of FlexShares that is recorded on the company's balance sheet. Investors also form their own opinion of FlexShares International's value that differs from its market value or its book value, called intrinsic value, which is FlexShares International'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 FlexShares International's market value can be influenced by many factors that don't directly affect FlexShares International'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 FlexShares International's value and its price as these two are different measures arrived at by different means. Investors typically determine if FlexShares International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FlexShares International'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.