Ishares Edge Msci Etf Performance
| INTF Etf | USD 29.92 0.43 1.46% |
The etf retains a Market Volatility (i.e., Beta) of 0.46, which attests to possible diversification benefits within a given portfolio. 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
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Over the last 90 days iShares Edge MSCI has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, IShares Edge is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
1 | Is iShares International Equity Factor ETF a Strong ETF Right Now | 10/23/2024 |
2 | Phillips Financial Management LLC Reduces Holdings in iShares International Equity Factor ETF | 11/18/2024 |
IShares |
IShares Edge Relative Risk vs. Return Landscape
If you would invest 3,057 in iShares Edge MSCI on September 2, 2024 and sell it today you would lose (65.00) from holding iShares Edge MSCI or give up 2.13% of portfolio value over 90 days. iShares Edge MSCI is currently does not generate positive expected returns and assumes 0.8565% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% 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 |
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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 = -0.035
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| Negative Returns | INTF |
Estimated Market Risk
| 0.86 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 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.
IShares Edge Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Edge, and IShares Edge 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.
| Price To Earning | 14.12 X | |||
| Price To Book | 1.47 X | |||
| Price To Sales | 0.87 X | |||
| Total Asset | 746.51 M | |||
About IShares Edge Performance
By analyzing IShares Edge's fundamental ratios, stakeholders can gain valuable insights into IShares Edge's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IShares Edge 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 Edge has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The fund generally will invest at least 80 percent of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index. Intl Multifactor is traded on NYSEARCA Exchange in the United States.| iShares Edge MSCI generated a negative expected return over the last 90 days | |
| Latest headline from thelincolnianonline.com: Phillips Financial Management LLC Reduces Holdings in iShares International Equity Factor ETF | |
| The fund retains 99.1% 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 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 estimate. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
The market value of iShares Edge MSCI 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 Edge's value that differs from its market value or its book value, called intrinsic value, which is IShares Edge'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 Edge's market value can be influenced by many factors that don't directly affect IShares Edge'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 Edge's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares Edge is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares Edge'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.