IShares MSCI (Switzerland) Performance

4BRZ Etf  USD 32.87  0.44  1.36%   
The etf retains a Market Volatility (i.e., Beta) of -0.0144, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares MSCI are expected to decrease at a much lower rate. During the bear market, IShares MSCI is likely to outperform the market.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in iShares MSCI Brazil are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable basic indicators, IShares MSCI is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
  

IShares MSCI Relative Risk vs. Return Landscape

If you would invest  3,213  in iShares MSCI Brazil on December 13, 2024 and sell it today you would earn a total of  74.00  from holding iShares MSCI Brazil or generate 2.3% return on investment over 90 days. iShares MSCI Brazil is generating 0.0474% of daily returns and assumes 1.3413% volatility on return distribution over the 90 days horizon. Simply put, 11% of etfs are less volatile than IShares, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon IShares MSCI is expected to generate 1.53 times more return on investment than the market. However, the company is 1.53 times more volatile than its market benchmark. It trades about 0.04 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.13 per unit of risk.

IShares MSCI Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares MSCI Brazil, and traders can use it to determine the average amount a IShares MSCI'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 = 0.0354

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Estimated Market Risk

 1.34
  actual daily
11
89% of assets are more volatile

Expected Return

 0.05
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 0.04
  actual daily
2
98% of assets perform better
Based on monthly moving average IShares MSCI is performing at about 2% 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 MSCI by adding it to a well-diversified portfolio.

About IShares MSCI Performance

Evaluating IShares MSCI's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if IShares MSCI has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if IShares MSCI has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.