IShares Edge (Australia) Performance
| AUMF Etf | 33.94 0.19 0.56% |
The etf retains a Market Volatility (i.e., Beta) of 0.0521, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IShares Edge's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Edge is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days iShares Edge MSCI has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, IShares Edge is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
IShares |
IShares Edge Relative Risk vs. Return Landscape
If you would invest 3,482 in iShares Edge MSCI on December 18, 2024 and sell it today you would lose (88.00) from holding iShares Edge MSCI or give up 2.53% of portfolio value over 90 days. iShares Edge MSCI is generating negative expected returns and assumes 0.77% volatility on return distribution over the 90 days horizon. Simply put, 6% 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 |
IShares Edge Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Edge's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Edge MSCI, and traders can use it to determine the average amount a IShares Edge'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 = -0.0516
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | AUMF |
Estimated Market Risk
| 0.77 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IShares Edge 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 Edge by adding IShares Edge to a well-diversified portfolio.
About IShares Edge Performance
Assessing IShares Edge's fundamental ratios provides investors with valuable insights into IShares Edge's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the IShares Edge is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
| iShares Edge MSCI generated a negative expected return over the last 90 days |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in iShares Edge MSCI. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.