Ishares Esg Advanced Etf Performance
| XUSR Etf | CAD 92.97 1.17 1.24% |
The etf retains a Market Volatility (i.e., Beta) of 0.4, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares ESG's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares ESG is expected to be smaller as well.
Risk-Adjusted Performance
17 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in iShares ESG Advanced are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating basic indicators, IShares ESG may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
| In Threey Sharp Ratio | 0.78 |
IShares |
IShares ESG Relative Risk vs. Return Landscape
If you would invest 8,315 in iShares ESG Advanced on September 12, 2024 and sell it today you would earn a total of 982.00 from holding iShares ESG Advanced or generate 11.81% return on investment over 90 days. iShares ESG Advanced is generating 0.1807% of daily returns and assumes 0.8333% volatility on return distribution over the 90 days horizon. Simply put, 7% of etfs are less volatile than IShares, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
IShares ESG Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares ESG's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares ESG Advanced, and traders can use it to determine the average amount a IShares ESG'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 = 0.2169
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.83 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.22 actual daily | 17 83% of assets perform better |
Based on monthly moving average IShares ESG is performing at about 17% 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 ESG by adding it to a well-diversified portfolio.
IShares ESG Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares ESG, and IShares ESG 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 | 120.94 M | |||
About IShares ESG Performance
By examining IShares ESG's fundamental ratios, stakeholders can obtain critical insights into IShares ESG's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that IShares ESG is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
ISHARES ESG is traded on Toronto Stock Exchange in Canada.| The fund keeps 99.86% of its net assets in stocks |
Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in iShares ESG Advanced. 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 Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.